Fact sheet: LO SwisFranc Bd Forgn

Fund information
Fund name
LO Swiss Franc Bond (Foreign) P D
Fund manager company
Lombard Odier
Fund type
Offshore Fund
Fund managers
  • David Perezsince 31/08/2011
  • Yannik Zuffereysince 31/05/2010
  • Marc Van Heemssince 30/08/2015
  • Markus Thönysince 01/01/2012
Fund objective
The Fund's investment universe consists of domestic and foreign bonds principally denominated in CHF, whereas non-CHF-denominated bonds are hedged into CHF.
Benchmark
  • SBI Foreign AAA-BBB
Investment style
Active
Investment method
None
Quick stats
1 Year return
0.9%
1 Year rank in sector
8/18
Sector
FO Fixed Int - Other Single Inv Grade
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.
0.9%
Fund size
£32m (£49m 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.
87
Top in this sector
Fund name1 Year
Kotak India Fixed Income11.8%
Parvest Bond JPY4.2%
Aberdeen Global II Aus $ Bd2.8%
Swisscanto (LU) Bond AUD2.7%
UBS (L)Bd-AUD2.6%
...more in FO Fixed Int - Other Single Inv Grade

Performance snapshot

Holdings snapshot

  • International26.6%
    Luxembourg14.2%
    Netherlands11.5%
    USA10.9%
    UK8.8%
  • Financials42.4%
    Industrials29.8%
    Government Agency Bonds7.9%
    Utilities5.9%
    Local Government Bonds3.9%
  • Global Fixed Interest26.6%
    Luxembourg Fixed Interest14.2%
    UK Fixed Interest12.5%
    Dutch Fixed Interest11.5%
    US Fixed Interest10.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.6%-1.1%-0.3%0.9%3.2%15%
Sector-0.9%-1%-0.2%5.7%8.4%11%
Rank within sector6 / 187 / 185 / 188 / 1814 / 173 / 13
Quartile2nd2nd2nd2nd4th1st
Calendar performance
 YTD - 20162015201420132012
Fund1.4%-0.5%2.3%3%7.1%
Sector5%0.3%3.5%0.8%0.7%
Rank within sector7 / 1814 / 1716 / 171 / 141 / 13
Quartile2nd4th4th1st1st
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.
0.5
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.
0.19
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%.
1.73
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.
2.31
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
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.
0.05
Price movement
52 week high12.13
52 week low11.75
Current bid price-
Current offer price-
Current mid price11.81
Region
1International26.6%
2Luxembourg14.2%
3Netherlands11.5%
4USA10.9%
5UK8.8%
6Money Market8.6%
7France6.6%
8Korea5%
9Australia4.1%
Industry sector
1Financials42.4%
2Industrials29.8%
3Government Agency Bonds7.9%
4Utilities5.9%
5Local Government Bonds3.9%
6Mortgage & Secured Bonds3.2%
7Fixed Interest2.9%
8Government Bonds1.6%
9Money Market1.6%
Asset type
1Global Fixed Interest26.6%
2Luxembourg Fixed Interest14.2%
3UK Fixed Interest12.5%
4Dutch Fixed Interest11.5%
5US Fixed Interest10.9%
6Money Market8.6%
7French Fixed Interest6.6%
8South Korean Fixed Interest5%
9Australian Fixed Interest4.1%
Individual holdings
No data available.
Management
Fund manager group
Lombard Odier
Fund manager company
Lombard Odier
Fund type
Offshore Fund
Fund objective
The Fund's investment universe consists of domestic and foreign bonds principally denominated in CHF, whereas non-CHF-denominated bonds are hedged into CHF.
Benchmark
  • SBI Foreign AAA-BBB
Investment style
Active
Investment method
None
Fund managers
NameSinceBiography
David Perez31/08/2011David Perez joined the Fixed Income team of Lombard Odier Investment Managers (LOIM) in 2010 as an analyst. He began his career as an analyst at Lombard Odier in Geneva where he joined the Investment Advisory team for the private clients of Lombard Odier. Six months later, he joined the Risk Management team to work with the person in charge of covering the Fixed Income team. In October 2010, he moved to London to join the Credit team to carry out credit analysis of Swiss issuer. David Perez holds a MSc. in Finance with a specialization in Financial Engineering and Risk Management from HEC Lausanne.
Yannik Zufferey31/05/2010Yannik Zufferey, PhD, (Vice President) holds a MSc. in Mathematical engineering and a Ph.D in Mathematical Finance from the Swiss Federal Institute of Technology. He started his career in 1999 as consultant within the Financial Risk Management group of IBM Business Consulting Services. In 2004 he joined Lombard Odier Darier Hentsch & Cie in Geneva as the executive assistant of Mr. Patrick Odier, Senior Managing Partner. During 2006 and 2007, he worked eight months for GLG Partners LP, a London based hedge fund. There he developed new quantitative strategies. In July 2007 he went back to Geneva to assume the responsibilities of products specialist for quantitative funds and structured products at Lombard Odier Darier Hentsch & Cie. During 2008 Yannik joined the credit team as a relative value analyst and portfolio manager.
Marc Van Heems30/08/2015
Markus Thöny01/01/2012Markus Thöny is a Fixed Income Portfolio Manager within LOIM's Fixed Income & Currencies Group. He joined LOIM in January 2012. Markus is recognized as a portfolio manager with strong experience of global fixed income markets and a proven ability of developing world-class investment solutions that combine both qualitative and quantitative investment techniques. Prior to joining LOIM, he was a portfolio manager at Zürcher Kantonalbank, where he managed Swiss, European and global fixed income portfolios for institutional investors and developed new products and tailor-made client solutions from 2008 to 2011. He began his career as a quantitative analyst with focus on all aspects of asset management, including financial market modeling, forecasting, portfolio optimization and asset allocation at the same firm in 2001. Markus earned a master's degree in mathematics from the Swiss Federal Institute of Technology in 2001. He also holds a master's degree in quantitative finance from the University of Zurich.
Compliance
Transparent for Austrian Tax, Transparent for Swiss 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, Sweden
LO Swiss Franc Bond (Foreign) I A
Initial charge5%
Annual charge0.3%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.53%
Total expense ratio (TER)0.49%
Bid price-
Offer price-
Mid price24.3864
CurrencyCHF
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeI6Z8
LO Swiss Franc Bond (Foreign) I D
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.5%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyCHF
Price updated01/01/1900
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeI6Z7
LO Swiss Franc Bond (Foreign) M A
Initial charge5%
Annual charge0.33%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.63%
Total expense ratio (TER)0.59%
Bid price-
Offer price-
Mid price24.1891
CurrencyCHF
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF5ZT
LO Swiss Franc Bond (Foreign) M D
Initial charge5%
Annual charge0.33%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.63%
Total expense ratio (TER)0.59%
Bid price-
Offer price-
Mid price11.8916
CurrencyCHF
Price updated02/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF5ZU
LO Swiss Franc Bond (Foreign) P A
Initial charge5%
Annual charge0.3%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)0.86%
Bid price-
Offer price-
Mid price23.9331
CurrencyCHF
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeG0Y2
LO Swiss Franc Bond (Foreign) P D
Initial charge5%
Annual charge0.3%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)0.86%
Bid price-
Offer price-
Mid price11.8095
CurrencyCHF
Price updated02/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeG0Y3
LO Swiss Franc Bond (Foreign) S A
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyCHF
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeI6Z9
Data provided by

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