Fact sheet: LO Gbl Gov Fndmntl

Fund information
Fund name
LO Global Government Fundamental (CHF) PD
Fund manager company
Lombard Odier
Fund type
Offshore Fund
Fund managers
  • Nic Hoogewijssince 31/12/2014
  • Salaman Ahmedsince 31/12/2014
  • Kevin Corrigansince 31/12/2014
Fund objective
The fund invests mainly in fixed income and currencies from developed markets. It seeks to offer higher risk-adjusted returns compared with traditional fixed income market cap indices .
Benchmark
  • Barclays Global Treasury Unhedged
Investment style
Active
Investment method
Fixed Interest
Quick stats
1 Year return
0.4%
1 Year rank in sector
254/295
Sector
FO Fixed Int - Global
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.
1.03%
Fund size
£283m (£230m 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.
72
Top in this sector
Fund name1 Year
Capital Group GHIOL33.6%
Dodge & Cox Global Bond25.9%
HSBC GIF Gbl AsBk Bd24.3%
Morg Stnly Gbl Mrtg Securts23.8%
Russell Gbl Bd22.8%
...more in FO Fixed Int - Global

Performance snapshot

Holdings snapshot

  • Others56%
    USA13.2%
    Germany5.5%
    Japan4.7%
    Korea4.5%
  • AA39.7%
    AAA30.3%
    A19.3%
    BBB6.9%
    BB3.2%
  • Global Fixed Interest56%
    US Fixed Interest13.2%
    German Fixed Interest5.5%
    Japanese Fixed Interest4.7%
    South Korean Fixed Interest4.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.2%-4.7%-2.6%0.4%1.3%5.6%
Sector-1.8%-2.2%0.6%3.2%5.9%13.5%
Rank within sector124 / 315256 / 312256 / 307254 / 295168 / 236122 / 169
Quartile2nd4th4th4th3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund0.7%-8%10.2%-5.1%9.1%
Sector3.9%-1.6%3.7%-1.6%8.2%
Rank within sector265 / 299261 / 27528 / 236169 / 20663 / 171
Quartile4th4th1st4th2nd
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.
-0.2
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.
0.29
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%.
7.2
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.
7.36
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.
-0.24
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.
0.01
Price movement
52 week high17.17
52 week low15.87
Current bid price-
Current offer price-
Current mid price15.95
Region
1Others56%
2USA13.2%
3Germany5.5%
4Japan4.7%
5Korea4.5%
6Czech Republic4.1%
7Norway4%
8Mexico3.7%
9Switzerland3.7%
Industry sector
1AA39.7%
2AAA30.3%
3A19.3%
4BBB6.9%
5BB3.2%
6Money Market0.6%
Asset type
1Global Fixed Interest56%
2US Fixed Interest13.2%
3German Fixed Interest5.5%
4Japanese Fixed Interest4.7%
5South Korean Fixed Interest4.5%
6Czech Fixed Interest4.1%
7Norwegian Fixed Interest4%
8Mexican Fixed Interest3.7%
9Swiss Fixed Interest3.7%
Individual holdings
No data available.
Management
Fund manager group
Lombard Odier
Fund manager company
Lombard Odier
Fund type
Offshore Fund
Fund objective
The fund invests mainly in fixed income and currencies from developed markets. It seeks to offer higher risk-adjusted returns compared with traditional fixed income market cap indices .
Benchmark
  • Barclays Global Treasury Unhedged
Investment style
Active
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Nic Hoogewijs31/12/2014
Salaman Ahmed31/12/2014Salman Ahmed is a Strategist within LOIM's Global and Emerging Fixed Income Group. He joined LOIM in January 2013. Prior to joining LOIM, Salman was head of global macro at EDF Trading (trading arm of EDF Group). Before that, he was a global macro economist at Goldman Sachs International from 2006 to 2009. Previously, he was as an active equity research associate at Barclays Global Investors from 2005 to 2006, and after completing an internship at Goldman Sachs International in 2004. He began his career as an investment analyst at Watson & Wyatt LLP in 2001. Salman earned a master's degree in economics and finance from University of Cambridge in 2001 and holds a bachelor's degree in economics from Lahore University of Management Sciences.
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, UCITS IV Compliant, UCITS V 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 Global Government Fundamental (CHF) IA
Initial charge5%
Annual charge0.38%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.56%
Total expense ratio (TER)0.52%
Bid price-
Offer price-
Mid price24.1541
CurrencyCHF
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeG0Y6
LO Global Government Fundamental (CHF) ID
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.55%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyCHF
Price updated01/01/1900
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeI7A0
LO Global Government Fundamental (CHF) MA
Initial charge5%
Annual charge0.41%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.69%
Total expense ratio (TER)0.66%
Bid price-
Offer price-
Mid price23.3995
CurrencyCHF
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF5ZP
LO Global Government Fundamental (CHF) PA
Initial charge5%
Annual charge0.38%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.03%
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price23.0894
CurrencyCHF
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG0Y4
LO Global Government Fundamental (CHF) PD
Initial charge5%
Annual charge0.38%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.03%
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price15.9546
CurrencyCHF
Price updated05/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeG0Y5
LO Global Government Fundamental (CHF) SA
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.11%
Total expense ratio (TER)0.08%
Bid price-
Offer price-
Mid price25.0435
CurrencyCHF
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeG0Y7
LO Global Government Fundamental (CHF) Syst. Hdg IA
Initial charge5%
Annual charge0.38%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.56%
Total expense ratio (TER)0.52%
Bid price-
Offer price-
Mid price27.1733
CurrencyCHF
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeG2L2
LO Global Government Fundamental (CHF) Syst. Hdg ID
Initial charge5%
Annual charge0.38%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.56%
Total expense ratio (TER)0.52%
Bid price-
Offer price-
Mid price23.5559
CurrencyCHF
Price updated05/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeI7A1
LO Global Government Fundamental (CHF) Syst. Hdg MA
Initial charge5%
Annual charge0.41%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.69%
Total expense ratio (TER)0.66%
Bid price-
Offer price-
Mid price26.6538
CurrencyCHF
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF5ZQ
LO Global Government Fundamental (CHF) Syst. Hdg MD
Initial charge5%
Annual charge0.41%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.69%
Total expense ratio (TER)0.66%
Bid price-
Offer price-
Mid price18.4251
CurrencyCHF
Price updated05/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF5ZR
LO Global Government Fundamental (CHF) Syst. Hdg PA
Initial charge5%
Annual charge0.38%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.03%
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price26.3001
CurrencyCHF
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG0Y8
LO Global Government Fundamental (CHF) Syst. Hdg PD
Initial charge5%
Annual charge0.38%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.03%
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price18.177
CurrencyCHF
Price updated05/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeG0Y9
LO Global Government Fundamental (CHF) Syst. Hdg SA
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.11%
Total expense ratio (TER)0.08%
Bid price-
Offer price-
Mid price27.9406
CurrencyCHF
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeI7A2
LO Global Government Fundamental (EUR) I A
Initial charge5%
Annual charge0.38%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.55%
Total expense ratio (TER)0.52%
Bid price-
Offer price-
Mid price10.7087
CurrencyEUR
Price updated21/12/2015
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF1SN
LO Global Government Fundamental (EUR) P A
Initial charge5%
Annual charge0.38%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.03%
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price10.6229
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF20P
LO Global Government Fundamental (EUR) P D
Initial charge5%
Annual charge0.38%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.03%
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price9.7079
CurrencyEUR
Price updated05/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF5LD
LO Global Government Fundamental (EUR) R A
Initial charge3%
Annual charge0.38%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.84%
Total expense ratio (TER)1.8%
Bid price-
Offer price-
Mid price10.7065
CurrencyEUR
Price updated08/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF1EG
LO Global Government Fundamental (EUR) R D
Initial charge3%
Annual charge0.38%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.83%
Total expense ratio (TER)1.8%
Bid price-
Offer price-
Mid price9.632
CurrencyEUR
Price updated05/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF5LE
LO Global Government Fundamental (EUR) Syst. Hdg SA
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.11%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.8377
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE8XN
LO Global Government Fundamental (EUR) Systematic Hedged I A
Initial charge5%
Annual charge0.38%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.55%
Total expense ratio (TER)0.52%
Bid price-
Offer price-
Mid price10.3586
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF1EH
LO Global Government Fundamental (EUR) Systematic Hedged P A
Initial charge5%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.04%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.1182
CurrencyEUR
Price updated19/11/2014
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF2HH
LO Global Government Fundamental (USD) SA
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.11%
Total expense ratio (TER)0.08%
Bid price-
Offer price-
Mid price9.888
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0NZ
Data provided by

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