Fact sheet: Lyxor Epsilon Global Trend

Fund information
Fund name
Lyxor Epsilon Global Trend A EUR
Fund manager company
Lyxor Asset Management S.A.S
Fund type
OEIC
Fund managers
  • Guillaume Jametsince 01/06/2011
  • Jean-Marie Laurentsince 01/06/2011
  • EMERICK DUCHENEsince 01/06/2011
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
H2O MultiStrategies25.8%
GLG Mkt Neutral25.4%
Castellain Value23.2%
LFIS VisionPremiaOpps18.8%
Pictet PAF Distressed17.7%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-3.4%-----
Sector-0.2%0.7%0.4%0.7%3.7%6.2%
Rank within sector128 / 133-----
Quartile4th
Calendar performance
 YTD - 20172016201520142013
Fund-----
Sector0.8%-0.5%-0.6%5.1%1.4%
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 high137.49
52 week low128.82
Current bid price-
Current offer price-
Current mid price131.56
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 Jamet01/06/2011
Jean-Marie Laurent01/06/2011
EMERICK DUCHENE01/06/2011Lyxor 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 EUR
Initial charge5%
Annual charge1.75%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price131.5636
CurrencyEUR
Price updated27/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNML2
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 price99.485
CurrencyUSD
Price updated27/03/2017
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 price98.1965
CurrencyCHF
Price updated27/03/2017
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 price117.9189
CurrencyEUR
Price updated27/03/2017
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 price115.9046
CurrencyGBP
Price updated27/03/2017
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 price119.2576
CurrencyUSD
Price updated27/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNML0
Data provided by

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