Fact sheet: LO AltRskPrm

Fund information
Fund name
LO Alternative Risk Premia (CHF) I A
Fund manager company
Lombard Odier
Fund type
Offshore Fund
Fund manager
No data available.
Fund objective
No data available.
Benchmark
No data available.
Investment style
Multi Strategy
Investment method
Mixed
Quick stats
1 Year return
1.6%
1 Year rank in sector
39/126
Sector
FO Hedge/Stru Prod - Mixed
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
0.86%
Fund size
£36m
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
111
Top in this sector
Fund name1 Year
Veritas Global Real Return25.5%
Nordea 1 Alpha 1525.1%
La Fayette Holdings22%
Pimco GIS Stk Pl16.6%
Nordea 1 Multi-Asset16.2%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.3%1.7%0.9%1.6%--
Sector-0.2%1%0.3%-0.7%5.8%7.2%
Rank within sector38 / 14050 / 14459 / 14139 / 126--
Quartile2nd2nd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund2.9%-2.8%---
Sector-0.2%-0.6%5.1%1.4%1.9%
Rank within sector41 / 13385 / 115---
Quartile2nd3rd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
-
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
-
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
-
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
-
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
-
Price movement
52 week high10.97
52 week low10.32
Current bid price-
Current offer price-
Current mid price10.81
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
Lombard Odier
Fund manager company
Lombard Odier
Fund type
Offshore Fund
Fund objective
No data available.
Benchmark
No data available.
Investment style
Multi Strategy
Investment method
Mixed
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Spain, Finland, France, United Kingdom, Italy, Liechtenstein, Luxembourg, Netherlands, Norway, Offshore, Singapore, Sweden
LO Alternative Risk Premia (CHF) I A
Initial charge-
Annual charge0.65%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.86%
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price10.8132
CurrencyCHF
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFM4I
LO Alternative Risk Premia (CHF) M A
Initial charge-
Annual charge0.72%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.07%
Total expense ratio (TER)1.07%
Bid price-
Offer price-
Mid price10.764
CurrencyCHF
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFM4J
LO Alternative Risk Premia (CHF) Systematic Hedged P A
Initial charge-
Annual charge0.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.64%
Total expense ratio (TER)1.65%
Bid price-
Offer price-
Mid price10.6622
CurrencyCHF
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFRWR
LO Alternative Risk Premia (EUR) I A
Initial charge-
Annual charge0.65%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.85%
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price10.9455
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFM4K
LO Alternative Risk Premia (EUR) M A
Initial charge-
Annual charge0.72%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.07%
Total expense ratio (TER)1.07%
Bid price-
Offer price-
Mid price10.8983
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFM4L
LO Alternative Risk Premia (EUR) Systematic Hedged P A
Initial charge-
Annual charge0.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.65%
Total expense ratio (TER)1.65%
Bid price-
Offer price-
Mid price10.7928
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFRPC
LO Alternative Risk Premia (EUR) Systematic Hedged P D
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.63%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.7928
CurrencyEUR
Price updated27/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeE9TY
LO Alternative Risk Premia (EUR) Systematic Hedged R A
Initial charge-
Annual charge0.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.36%
Total expense ratio (TER)2.35%
Bid price-
Offer price-
Mid price10.6708
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFRPD
LO Alternative Risk Premia (EUR) Systematic Hedged S A
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.09%
Total expense ratio (TER)0.08%
Bid price-
Offer price-
Mid price11.1214
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFN6U
LO Alternative Risk Premia (USD) I A
Initial charge-
Annual charge0.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.88%
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price11.1166
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFPHJ
LO Alternative Risk Premia (USD) I D
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.81%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.1167
CurrencyUSD
Price updated27/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE7QZ
LO Alternative Risk Premia (USD) M A
Initial charge-
Annual charge0.72%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.07%
Total expense ratio (TER)1.07%
Bid price-
Offer price-
Mid price11.0728
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFM4M
LO Alternative Risk Premia (USD) P A
Initial charge-
Annual charge0.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.64%
Total expense ratio (TER)1.65%
Bid price-
Offer price-
Mid price10.9694
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBN0D
LO Alternative Risk Premia (USD) R A
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.36%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.9473
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE9TX
LO Alternative Risk Premia (USD) S A
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.09%
Total expense ratio (TER)0.08%
Bid price-
Offer price-
Mid price11.2368
CurrencyUSD
Price updated07/04/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQYY
Data provided by

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You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.