Fact sheet: LO Sh-Trm Mo MktCHF

Fund information
Fund name
LO Short-Term Money Market (CHF) M A
Fund manager company
Lombard Odier
Fund type
Offshore Fund
Fund managers
  • David Callahansince 01/11/2009
  • Florian Hellysince 01/07/2010
Fund objective
This fund is a money market fund with the objectives of capital preservation, high liquidity, and returns in line with a one-month local currency eurodeposit benchmark. The fund employs strict diversification rules and invests in shortterm, high quality money market instruments such as commercial paper, certificates of deposit, time deposits fixedrate bonds and floating-rate notes.
Benchmark
  • Citi CHF 1 Month Euro Dep
Investment style
Passive/Tracking
Investment method
None
Quick stats
1 Year return
-0.8%
1 Year rank in sector
21/25
Sector
FO Currency - Other
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.
0.17%
Fund size
£341m (£447m 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.
85
Top in this sector
Fund name1 Year
Nomura C104.7%
Investec EmrgMktsSrtDrt3.6%
UBS (L)MnMk-AUD1.6%
JPM Liq AUD Liq1.5%
FF AusDoCa1.2%
...more in FO Currency - Other

Performance snapshot

Holdings snapshot

  • Switzerland22.3%
    Cayman Islands13.8%
    Others12%
    France9.7%
    UK9.5%
  • Cash - 0 to 30 Days56.8%
    Cash - 30 to 90 Days25.8%
    Cash - 90 to 180 Days10.5%
    Cash - 180 to 365 Days6.9%
  • Money Market100%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.1%-0.2%-0.4%-0.8%-1.4%-1.3%
Sector0%0.2%0.1%0.7%-0.1%1%
Rank within sector20 / 2422 / 2521 / 2521 / 2518 / 2418 / 24
Quartile4th4th4th4th3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund-0.6%-0.7%-0.1%-0.1%0.1%
Sector0.3%-0.7%0.3%-0.4%1.5%
Rank within sector21 / 2520 / 2518 / 2419 / 2417 / 24
Quartile4th4th3rd4th3rd
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.
-0.44
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.
0.01
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%.
0.1
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.
0.65
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.
-0.75
Price movement
52 week high128.74
52 week low127.69
Current bid price-
Current offer price-
Current mid price127.69
Region
1Switzerland22.3%
2Cayman Islands13.8%
3Others12%
4France9.7%
5UK9.5%
6Ireland9.1%
7Jersey7.4%
8Germany6%
9Denmark5.1%
Industry sector
1Cash - 0 to 30 Days56.8%
2Cash - 30 to 90 Days25.8%
3Cash - 90 to 180 Days10.5%
4Cash - 180 to 365 Days6.9%
Asset type
1Money Market100%
Individual holdings
No data available.
Management
Fund manager group
Lombard Odier
Fund manager company
Lombard Odier
Fund type
Offshore Fund
Fund objective
This fund is a money market fund with the objectives of capital preservation, high liquidity, and returns in line with a one-month local currency eurodeposit benchmark. The fund employs strict diversification rules and invests in shortterm, high quality money market instruments such as commercial paper, certificates of deposit, time deposits fixedrate bonds and floating-rate notes.
Benchmark
  • Citi CHF 1 Month Euro Dep
Investment style
Passive/Tracking
Investment method
None
Fund managers
NameSinceBiography
David Callahan01/11/2009David Callahan joined Lombard Odier in September 2009 as Money Market Portfolio Manager. Prior to joining Lombard Odier, David began his career in 1991 working for Europages, a business media firm in Paris. He moved back to the US and in 1992 joined Moody's Investors Service as a financial translator in Charlotte, North Carolina. He moved into buy-side credit research in 1997 as a Credit Analyst. David moved to San Francisco in 1999 to join Charles Schwab Investment Management (CSIM) as a Credit Analyst. In 2004, David moved to Providian Financial Corp. in San Francisco where he managed a bank portfolio focused on asset-backed and mortgage-backed securities as well as managed an interest rate swaps book. In January 2006, David joined the Abu Dhabi Investment Authority's Treasury Department's Money Market team and was later promoted to Head of Money Markets in 2007.David graduated from Middlebury College with a Masters of Arts in French literature and obtained the Chartered Financial Analyst designation in 2002 and the Financial Risk Manager designation in 2007.
Florian Helly01/07/2010Florian Helly joined Lombard Odier Investment Managers (LOIM) as Money Market Portfolio Manager in June2010. Prior to joining Lombard Odier, Florian began his career in 2005 at Natixis Corporate & Investment Bank as a Fixed Income sales analyst. He then joined Unicredit Markets & Investment Banking in Paris as a Fixed Income/Structured Credit sales person focusing on French institutional investors. Florian holds a Master of Science degree in Management from Grenoble Ecole de Management and a Master of Science degree in Finance from Georgia Institute of Technology-Atlanta (USA).
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Spain, France, United Kingdom, Italy, Liechtenstein, Luxembourg, Netherlands, Offshore, Singapore, Sweden
LO Short-Term Money Market (CHF) I A
Initial charge5%
Annual charge0.05%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.11%
Total expense ratio (TER)0.11%
Bid price-
Offer price-
Mid price128.3984
CurrencyCHF
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeI4W1
LO Short-Term Money Market (CHF) I D
Initial charge-
Annual charge0.05%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.11%
Total expense ratio (TER)0.11%
Bid price-
Offer price-
Mid price128.3985
CurrencyCHF
Price updated28/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFO2G
LO Short-Term Money Market (CHF) M A
Initial charge5%
Annual charge0.06%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.17%
Total expense ratio (TER)0.18%
Bid price-
Offer price-
Mid price127.6865
CurrencyCHF
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF5PP
LO Short-Term Money Market (CHF) M D
Initial charge5%
Annual charge0.06%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.17%
Total expense ratio (TER)0.18%
Bid price-
Offer price-
Mid price113.6467
CurrencyCHF
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF5PQ
LO Short-Term Money Market (CHF) P A
Initial charge5%
Annual charge0.05%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.17%
Total expense ratio (TER)0.18%
Bid price-
Offer price-
Mid price127.7068
CurrencyCHF
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG0Y0
LO Short-Term Money Market (CHF) P D
Initial charge5%
Annual charge0.05%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.17%
Total expense ratio (TER)0.18%
Bid price-
Offer price-
Mid price113.645
CurrencyCHF
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeG0Y1
Data provided by

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