Fact sheet: LO EurInflLkdFndmntl

Fund information
Fund name
LO Euro Inflation-Linked Fundamental R Acc
Fund manager company
Lombard Odier
Fund type
Offshore Fund
Fund managers
  • Jerome Colletsince 31/12/2014
  • Kevin Corrigansince 31/12/2014
Fund objective
It invests in fixed income instruments (mainly government inflation-linked bonds) denominated in euros, issued by European Monetary Union countries. It aims to outperform the Barclays Euro Government Inflation-Linked Bond index and offer protection against rising inflation expectations .
Benchmark
  • Barclays Euro Government Inflation Linked Bond Index
Investment style
Active
Investment method
Fixed Interest
Quick stats
1 Year return
2.6%
1 Year rank in sector
7/8
Sector
FO Fixed Int - EUR Index Linked
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.
1.51%
Fund size
£27m (£32m last year)
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.
64
Top in this sector
Fund name1 Year
Parvest Bd Wrld Inf Lkd10%
Pimco GIS Euro Real Return6.3%
Northern Trust EurGovIfLkIx6%
AXA WF Euro Infln Bds5%
Parvest Bond Euro IL4.5%
...more in FO Fixed Int - EUR Index Linked

Performance snapshot

Holdings snapshot

  • Germany20.2%
    Italy13.5%
    France13.4%
    Netherlands10.4%
    Belgium9.8%
  • AAA35.1%
    AA21.5%
    AA+16%
    BBB12.5%
    BBB+8.8%
  • Global Fixed Interest92.8%
    Money Market7.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.1%0.9%2.2%2.6%6.1%15.6%
Sector0.2%1.6%3.4%4.9%9.9%17%
Rank within sector5 / 88 / 87 / 87 / 87 / 86 / 8
Quartile3rd4th4th4th4th3rd
Calendar performance
 YTD - 20162015201420132012
Fund2.5%-0.4%4.5%-3.9%7.2%
Sector4.3%0.4%5.1%-3.2%10.3%
Rank within sector7 / 87 / 86 / 83 / 87 / 8
Quartile4th4th3rd2nd4th
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.
-0.72
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.
0.84
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.
-0
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%.
3.39
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.
1.33
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.
-0.91
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.
0.88
Price movement
52 week high12
52 week low11.6
Current bid price-
Current offer price-
Current mid price11.95
Region
1Germany20.2%
2Italy13.5%
3France13.4%
4Netherlands10.4%
5Belgium9.8%
6Spain9.5%
7Austria9.4%
8Finland7.7%
9Money Market7.2%
Industry sector
1AAA35.08%
2AA21.53%
3AA+15.96%
4BBB12.53%
5BBB+8.82%
6Money Market7.2%
7A4.45%
8Non-Rated-5.57%
Asset type
1Global Fixed Interest92.8%
2Money Market7.2%
Individual holdings
No data available.
Management
Fund manager group
Lombard Odier
Fund manager company
Lombard Odier
Fund type
Offshore Fund
Fund objective
It invests in fixed income instruments (mainly government inflation-linked bonds) denominated in euros, issued by European Monetary Union countries. It aims to outperform the Barclays Euro Government Inflation-Linked Bond index and offer protection against rising inflation expectations .
Benchmark
  • Barclays Euro Government Inflation Linked Bond Index
Investment style
Active
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Jerome Collet31/12/2014Jérôme Collet joined Lombard Odier in 2010 as Quantitative Portfolio Manager in the fixed Income team. Previously he worked at the University of Reims (France) and Queensland University of Technology as a researcher in Finance and Statistics. He then joined Fortis Investments in March 2006 as a Risk Manager and Quantitative analyst in the Euro Fixed Income investment centre. Following Fortis Investments' merger with ABN AMRO Asset Management, Jérôme Collet became Quantitative strategist. As part of this role, he was in charge of developing and managing the quantitative strategies that are systematically implemented across our portfolios. He graduated in Mathematics. In 2003, he obtained his Ph.D in mathematics at the University of Reims (France).
Kevin Corrigan31/12/2014Kevin Corrigan is Head of Credit Management within LOIM's Fixed Income & Currencies Group. He joined LOIM in February 2010. Prior to joining LOIM, Kevin was executive director for European and sterling investment-grade portfolios at Goldman Sachs Asset Management from 2006 to 2009. Previously, he was a partner and co-head of global credit at Fischer Francis Trees & Watts, after first managing their European asset-backed securities and then building a team of portfolio managers and credit analysts in Europe and Asia. He began his career at JP Morgan in 1989. Kevin earned a bachelor's degree in English literature from the University of Reading in the United Kingdom in 1987 and is a fellow of the Association of Chartered Certified Accountants.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Spain, France, United Kingdom, Italy, Liechtenstein, Luxembourg, Netherlands, Offshore, Singapore, Sweden
LO Euro Inflation-Linked Fundamental I A
Initial charge5%
Annual charge0.38%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.54%
Total expense ratio (TER)0.52%
Bid price-
Offer price-
Mid price12.6574
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeI6N4
LO Euro Inflation-Linked Fundamental I D
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.56%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyEUR
Price updated01/01/1900
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeI7J3
LO Euro Inflation-Linked Fundamental M A
Initial charge5%
Annual charge0.41%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.68%
Total expense ratio (TER)0.66%
Bid price-
Offer price-
Mid price12.4301
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF5WN
LO Euro Inflation-Linked Fundamental M D
Initial charge5%
Annual charge0.41%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.67%
Total expense ratio (TER)0.66%
Bid price-
Offer price-
Mid price11.6184
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF5WO
LO Euro Inflation-Linked Fundamental P A
Initial charge5%
Annual charge0.38%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.01%
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price12.2728
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGYE3
LO Euro Inflation-Linked Fundamental P D
Initial charge5%
Annual charge0.38%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.01%
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price11.5909
CurrencyEUR
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeGYE4
LO Euro Inflation-Linked Fundamental R Acc
Initial charge3%
Annual charge0.38%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.51%
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price11.9546
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI7J4
LO Euro Inflation-Linked Fundamental R Dis
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.53%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyEUR
Price updated01/01/1900
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeI7J5
LO Euro Inflation-Linked Fundamental S A
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.13%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.3603
CurrencyEUR
Price updated01/03/2011
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGXP2
Data provided by

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