Fact sheet: Lyxor Epsilon Global Trend

Fund information
Fund name
Lyxor Epsilon Global Trend A USD
Fund manager company
Lyxor Asset Management S.A.S
Fund type
OEIC
Fund managers
  • Guillaume Jametsince 31/05/2011
  • Jean-Marie Laurentsince 31/05/2011
  • EMERICK DUCHENEsince 31/05/2011
Fund objective
Lyxor Epsilon Global Trend Fund is an open-end fund incorporated in Ireland. The Fund seeks to achieve capital appreciation over the medium to long term by implementing the Lyxor Epsilon Global Trend Strategy, which provides exposure to several asset classes on the global markets (including equities, bonds, interest rates, volatilities and currencies), according to a systematic model based investment process that aims at implementing a trend-following strategy.
Benchmark
No data available.
Investment style
Systematic Trend,Passive/Tracking
Investment method
Physical - Full
Quick stats
1 Year return
-
1 Year rank in sector
-
Sector
FO Hedge/Stru Prod - Mixed
Yield
-
Fund size
£24m
Top in this sector
Fund name1 Year
LFIS VisionPremiaOpps18.7%
Castellain Value17.6%
Avia Altus14.6%
Garraway Garr FT11.1%
Nordea 1 Alpha 1510.6%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-2.9%-5.7%-3.2%---
Sector-0.5%-1.2%-0.2%-2.1%3.2%6.9%
Rank within sector105 / 116129 / 140114 / 137---
Quartile4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-----
Sector-1.3%-0.6%5.1%1.4%1.9%
Rank within sector-----
Quartile
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.
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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.
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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%.
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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.
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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.
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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.
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Price movement
52 week high104.75
52 week low96.34
Current bid price-
Current offer price-
Current mid price96.34
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
Lyxor
Fund manager company
Lyxor Asset Management S.A.S
Fund type
OEIC
Fund objective
Lyxor Epsilon Global Trend Fund is an open-end fund incorporated in Ireland. The Fund seeks to achieve capital appreciation over the medium to long term by implementing the Lyxor Epsilon Global Trend Strategy, which provides exposure to several asset classes on the global markets (including equities, bonds, interest rates, volatilities and currencies), according to a systematic model based investment process that aims at implementing a trend-following strategy.
Benchmark
No data available.
Investment style
Systematic Trend,Passive/Tracking
Investment method
Physical - Full
Fund managers
NameSinceBiography
Guillaume Jamet31/05/2011
Jean-Marie Laurent31/05/2011
EMERICK DUCHENE31/05/2011Lyxor Epsilon Managed Futures Fund (EPSILEU ID Equity) 2013 EuroHedge Awards Winner: Best Managed Futures, Commodity & Currency, Trend-Following Strategies & Order Management Systems (Electronic Trading). He also worked as quantitative analyst in Barep Asset Management July 2001 – August 2009 (8 years 2 months). From June 1997 - july (4 years 2 month) he worked in Dexia Asset Management.
Compliance
Transparent for Austrian Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Spain, France, United Kingdom, Ireland, Italy, Luxembourg, Offshore, Singapore
Lyxor Epsilon Global Trend A USD
Initial charge-
Annual charge0.9%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price96.337
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNML1
Lyxor Epsilon Global Trend I CHF
Initial charge5%
Annual charge1%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price95.562
CurrencyCHF
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNI1P
Lyxor Epsilon Global Trend I EUR
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price114.446
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNMK9
Lyxor Epsilon Global Trend I GBP
Initial charge5%
Annual charge1%
Min single investment£700,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price112.178
CurrencyGBP
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNI1O
Lyxor Epsilon Global Trend I USD
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price115.204
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNML0
Data provided by

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