Fact sheet: Lyxor Quant AbRetMultiAss

Fund information
Fund name
Lyxor Quantitative Absolute Return Multi Assets M Acc EUR
Fund manager company
Lyxor Asset Mgt
Fund type
Offshore Fund
Fund managers
  • Florence Barjousince 31/05/2010
  • Cédric Baronsince 31/05/2010
Fund objective
Lyxor QF Absolute Return Multi Assets Fund is an open-end fund incorporated in Luxembourg. The Fund's objective is to provide a net capital appreciation above EONIA over a 3 to 5 year horizon with an annual volatility lower than 3%. The Fund invests its assets in eligible assets, including but not limited to equities, bonds, and derivatives.
Benchmark
No data available.
Investment style
Absolute Return,Flexible
Investment method
Mixed
Quick stats
1 Year return
0.6%
1 Year rank in sector
64/128
Sector
FO Absolute Return
Yield
-
Fund size
£3m
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.
62
Top in this sector
Fund name1 Year
SW Mitchell Emerging European19.1%
Pioneer SICV-AbsRetBd14%
BlackRock SFAmDfEAbslRn13%
Orbis Optimal SA11.7%
Polar Capital UK Abs Eq11.7%
...more in FO Absolute Return

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.2%0.2%1.1%0.6%0.8%5.6%
Sector0%1.6%1.4%0.5%3.9%10.7%
Rank within sector94 / 138108 / 13770 / 13564 / 12850 / 7844 / 60
Quartile3rd4th3rd2nd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund1%-2.2%1.3%2.5%2.2%
Sector0.5%0.7%1.2%3.6%3.9%
Rank within sector57 / 13291 / 11643 / 8841 / 7146 / 62
Quartile2nd4th2nd3rd3rd
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.
-0.46
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.
0.75
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%.
2.17
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.
1.71
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.
-0.49
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.
0.43
Price movement
52 week high105.62
52 week low102.79
Current bid price-
Current offer price-
Current mid price104.94
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 Mgt
Fund type
Offshore Fund
Fund objective
Lyxor QF Absolute Return Multi Assets Fund is an open-end fund incorporated in Luxembourg. The Fund's objective is to provide a net capital appreciation above EONIA over a 3 to 5 year horizon with an annual volatility lower than 3%. The Fund invests its assets in eligible assets, including but not limited to equities, bonds, and derivatives.
Benchmark
No data available.
Investment style
Absolute Return,Flexible
Investment method
Mixed
Fund managers
NameSinceBiography
Florence Barjou31/05/2010Florence is Deputy Head of Cross-Asset Investments at Lyxor Asset Management. She joined Lyxor in 2006 as senior Portfolio Manager and Global Macro Strategist. Prior to that, she covered emerging countries at BNP Paribas Investment Banking and later became Senior Economist covering OECD countries. She was appointed Deputy Head of Cross-Asset Investments at Lyxor in 2012. Florence holds diplomas from the University Paris Dauphine and a PhD in Economics (2000) from the University of Nanterre. Her work, which focuses on financial instability and the interaction between macro-economic and financial cycles, has been published in several academic journals.
Cédric Baron31/05/2010Cédric began his career in 2004 at CDC IXIS AM in the fixed income fund management team before joining the Société Générale AM Alternative Investment in 2005 as a fund manager on equity and volatility funds. In September 2009, Cédric joined Lyxor AM as a fund manager in the quantitative multi asset team. Cédric is a graduate of a master in finance of the university Paris IX Dauphine. He is a CFA charterholder.
Compliance
Transparent for Austrian Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Belgium, Switzerland, Germany, Spain, France, United Kingdom, Italy, Luxembourg, Offshore, Sweden
Lyxor Quantitative Absolute Return Multi Assets A Acc CHF
Initial charge-
Annual charge0.9%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price951.2
CurrencyCHF
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFTWP
Lyxor Quantitative Absolute Return Multi Assets A Acc EUR
Initial charge-
Annual charge0.9%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price106.12
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0J1R
Lyxor Quantitative Absolute Return Multi Assets A Acc USD
Initial charge-
Annual charge0.9%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price100.49
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKM7K
Lyxor Quantitative Absolute Return Multi Assets I Acc EUR
Initial charge-
Annual charge0.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1134.71
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJTWP
Lyxor Quantitative Absolute Return Multi Assets M Acc EUR
Initial charge-
Annual charge1.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price104.94
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0J1S
Data provided by

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