Fact sheet: Lyxor QuantAbRetMAst8

Fund information
Fund name
Lyxor Quantitative Absolute Return Multi Assets 8 B GBP
Fund manager company
Lyxor Asset Mgt
Fund type
Offshore Fund
Fund managers
  • Cédric Baronsince 31/08/2012
  • Florence Barjousince 07/08/2012
  • Pierre Hereilsince 01/02/2013
Fund objective
Lyxor QF Absolute Return Multi Assets Fund 8 is an open-end fund incorporated in Luxembourg. The Fund aims to provide a net capital appreciation above EONIA per annum over a 3 to 5 year horizon with an average annual volatility level below 8%. The Fund has an absolute return approach to generate a performance in most market environments. It will invest in a diversified portfolio of very liquid instruments.
Benchmark
  • LIBOR GBP
Investment style
Absolute Return,Flexible
Investment method
None
Quick stats
1 Year return
-0.4%
1 Year rank in sector
68/132
Sector
FO Absolute Return
Yield
-
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.
43
Top in this sector
Fund name1 Year
Pioneer SICV-AbsRetBd16.5%
Polar Capital UK Abs Eq9.8%
Orbis Optimal SA9.8%
Orbis Optimal USD9.6%
Orbis Optimal EUR8.7%
...more in FO Absolute Return

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.2%-3.9%0.2%-0.4%5.6%31.3%
Sector-0.5%-0.5%0.3%-0.6%2.2%9.5%
Rank within sector115 / 141132 / 14180 / 13868 / 13218 / 837 / 64
Quartile4th4th3rd3rd1st1st
Calendar performance
 YTD - 20162015201420132012
Fund2.1%-4%7%10.4%11.1%
Sector-0%0.7%1.2%3.6%3.9%
Rank within sector35 / 132103 / 1159 / 8815 / 718 / 63
Quartile2nd4th1st1st1st
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.
0.6
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.
2.01
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%.
6.25
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.
5.38
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.
0.22
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.
0.35
Price movement
52 week high1111.61
52 week low1003.63
Current bid price-
Current offer price-
Current mid price1056.16
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 8 is an open-end fund incorporated in Luxembourg. The Fund aims to provide a net capital appreciation above EONIA per annum over a 3 to 5 year horizon with an average annual volatility level below 8%. The Fund has an absolute return approach to generate a performance in most market environments. It will invest in a diversified portfolio of very liquid instruments.
Benchmark
  • LIBOR GBP
Investment style
Absolute Return,Flexible
Investment method
None
Fund managers
NameSinceBiography
Cédric Baron31/08/2012Cédric 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.
Florence Barjou07/08/2012Florence Barjou is Head of Multi-Asset Investments at Lyxor Asset Management where she manages a range of Absolute Return funds. Florence joined Lyxor in 2006 as senior Portfolio Manager and Global Macro Strategist. She started her career at the economic research department of BNP Paribas investment Banking, where she initially covered Emerging Market economies. As a senior economist, she then became responsible for the OECD country coverage. She was appointed Deputy Head of Multi-Asset Investments at Lyxor in 2012 and Head in 2013. Florence holds diplomas from the University Paris Dauphine and a PhD in Economics (2000) from the University of Nanterre. Her academic work, which focuses on financial instability and the interaction between macro-economic and financial cycles, has been published in several academic journals.
Pierre Hereil01/02/2013Pierre Héreil is a fund manager in the Multi-Asset Investments team since January 2013. He started his career in the SG Group as Fund Analyst for structured products. In 2009, he joined Lyxor AM and moved to the Quantitative Research team shortly after. Pierre holds a Master’s degree in Banking, Finance and Insurance from the University Paris Dauphine and a specialized Master in Quantitative Finance from the Bocconi University. Pierre is a CFA charterholder.
Compliance
Transparent for Austrian Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, France, United Kingdom, Italy, Luxembourg, Netherlands, Offshore, Sweden
Lyxor Quantitative Absolute Return Multi Assets 8 A CHF
Initial charge-
Annual charge0.95%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price949.13
CurrencyCHF
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKMQP
Lyxor Quantitative Absolute Return Multi Assets 8 A EUR
Initial charge-
Annual charge0.95%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1029
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKRQG
Lyxor Quantitative Absolute Return Multi Assets 8 B EUR
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price977.47
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKZWR
Lyxor Quantitative Absolute Return Multi Assets 8 B GBP
Initial charge-
Annual charge0.75%
Min single investment£250,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1056.16
CurrencyGBP
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFKKV
Lyxor Quantitative Absolute Return Multi Assets 8 D-I EUR
Initial charge-
Annual charge0.5%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1041.09
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKRQI
Lyxor Quantitative Absolute Return Multi Assets 8 D-M EUR
Initial charge-
Annual charge1.5%
Min single investment£100
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price88.63
CurrencyEUR
Price updated01/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFTWO
Lyxor Quantitative Absolute Return Multi Assets 8 I Acc GBP
Initial charge-
Annual charge0.5%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1033.13
CurrencyGBP
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN3TX
Lyxor Quantitative Absolute Return Multi Assets 8 I EUR
Initial charge-
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1178.4
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJTWQ
Lyxor Quantitative Absolute Return Multi Assets 8 I JPY
Initial charge-
Annual charge0.5%
Min single investment£50,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price104046
CurrencyJPY
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKRQJ
Lyxor Quantitative Absolute Return Multi Assets 8 I USD
Initial charge-
Annual charge0.5%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1027.8
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKRQH
Lyxor Quantitative Absolute Return Multi Assets 8 M Acc EUR
Initial charge-
Annual charge1.5%
Min single investment£100
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price112.96
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN3TY
Lyxor Quantitative Absolute Return Multi Assets 8 M USD
Initial charge-
Annual charge1.5%
Min single investment£100
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price103.17
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKRQE
Lyxor Quantitative Absolute Return Multi Assets 8 R GBP
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1049.22
CurrencyGBP
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFKKW
Lyxor Quantitative Absolute Return Multi Assets 8 SI EUR
Initial charge-
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price983.04
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM3AM
Lyxor Quantitative Absolute Return Multi Assets 8 X-I EUR
Initial charge-
Annual charge0.1%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1196.1
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKRQF
Lyxor Quantitative Absolute Return Multi Assets 8 X-M Acc EUR
Initial charge-
Annual charge1.35%
Min single investment£100
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price113.6
CurrencyEUR
Price updated01/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN3TZ
Data provided by

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