Fact sheet: LO USEqtyFctrEnhcd

Fund information
Fund name
LO US Equity Factor Enhanced (USD) PA
Fund manager company
Lombard Odier
Fund type
Offshore Fund
Fund managers
  • Alexey Medvedevsince 25/06/2016
  • Deruaz A.since 25/06/2016
Fund objective
A Sub-Fund invested in equity and equity related securities (including, but not limited to, warrants) issued by companies incorporated or exercising a prominent part of their business activities in the US, as well as any companies which are contained in the major US equity indices.
Benchmark
  • S&P 500 Index
Investment style
None
Investment method
Shares
Quick stats
1 Year return
10.3%
1 Year rank in sector
173/204
Sector
FO Equity - USA
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.
1.37%
Fund size
£0m
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.
76
Top in this sector
Fund name1 Year
Boost NASDAQ 100 3x LD ETP77.5%
Boost S&P500 3x LD ETP44.2%
Oyster US Selection40.7%
Dodge & Cox US Stk39.9%
JOHCM US Sm Mid Cap Eq35.6%
...more in FO Equity - USA

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.8%2.1%9.3%10.3%--
Sector1.3%3.1%10%13.8%25.9%64.4%
Rank within sector157 / 218149 / 217140 / 212173 / 204--
Quartile3rd3rd3rd4th
Calendar performance
 YTD - 20172016201520142013
Fund3.7%12.3%---
Sector5.6%8.9%-1.6%10.7%31.8%
Rank within sector154 / 21772 / 202---
Quartile3rd2nd
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 high11.69
52 week low10.12
Current bid price-
Current offer price-
Current mid price11.54
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
A Sub-Fund invested in equity and equity related securities (including, but not limited to, warrants) issued by companies incorporated or exercising a prominent part of their business activities in the US, as well as any companies which are contained in the major US equity indices.
Benchmark
  • S&P 500 Index
Investment style
None
Investment method
Shares
Fund managers
NameSinceBiography
Alexey Medvedev25/06/2016Alexey Medvedev is a Portfolio Manager in the Smart Beta Team within LOIM’s Solutions Group. He joined LOIM in August 2008 as a risk manager in the funds of hedge funds team and then was an equity analyst in 1798 Global Partners (Lombard Odier Hedge Fund), before joining the Smart Beta Team. Prior to joining LOIM, Alexey entered a PhD program in finance, focusing on the mathematics of derivative pricing, and published articles in leading academic journals. He began his career as an economist at the Central Bank of Russia in 1996, where he was responsible for the monetary policy in cooperation with the IMF. Alexey earned a PhD in finance from the Swiss Finance Institute in 2008. He also holds a master’s degree in economics from the New Economic School in Russia and a diploma in mathematics from Moscow State University
Deruaz A.25/06/2016Alexandre Deruaz, CFA Genève Investment Management (Systematic Equities & Alternatives) Alexandre Deruaz is Head of the Systematic Equities team within LOIM. He initiallyjoined LOIM in July 2007, managing balanced mandatesfor pension funds. Prior to joining LOIM, Alexandre wasresponsible for quantitative analysisin the fund selection team and managing client portfoliosin dedicated fund-based mandates at Union Bancaire Privée. He began his career as a portfolio manager at BNP Paribas, managing clients’ discretionary mandatesfrom 2000 to 2004. Alexandre earned a master’s degree in statistics and economicsfrom ENSAE in 1998. He qualified as an actuaryin the same year and is a CFA Charterholder.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, 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 US Equity Factor Enhanced (EUR) Syst. Hdg MA
Initial charge5%
Annual charge0.55%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.92%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price10.8785
CurrencyEUR
Price updated21/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE9NM
LO US Equity Factor Enhanced (GBP) Syst. Hdg MA
Initial charge5%
Annual charge0.55%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.93%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price11.6728
CurrencyGBP
Price updated21/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFVDC
LO US Equity Factor Enhanced (USD) MA
Initial charge5%
Annual charge0.55%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.92%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price11.5966
CurrencyUSD
Price updated21/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE7QU
LO US Equity Factor Enhanced (USD) N
Initial charge5%
Annual charge0.5%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.76%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price11.6187
CurrencyUSD
Price updated21/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFV8G
LO US Equity Factor Enhanced (USD) PA
Initial charge5%
Annual charge0.5%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.37%
Total expense ratio (TER)1.35%
Bid price-
Offer price-
Mid price11.5406
CurrencyUSD
Price updated21/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE80O
LO US Equity Factor Enhanced (USD) SA
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.13%
Total expense ratio (TER)0.1%
Bid price-
Offer price-
Mid price11.7178
CurrencyUSD
Price updated21/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE2RD
Data provided by

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