Fact sheet: LO €GovFndmtl

Fund information

Fund name
LO Euro Government Fundamental R A
Fund company manager
Lombard Odier
Fund type
SIB
Fund manager
Ron Raychaudhuri
since 15/04/2013
Fund objective
The Fund invests in EUR-denominated government bonds issued by countries participating in the EMU. It aims to outperform the Barclays Euro Government Bond index over the long-term
Benchmark
IO Barclays EUR Treasury
Investment style
Active
Investment method
Fixed Interest

Quick stats

1 Year return

-4.87 %

1 Year rank in sector

29/31

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 30.8 m

FE Risk score

83

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    25.41%
  • Germany
    14.15%
  • Italy
    10.26%
  • France
    10.19%
  • Netherlands
    9.48%
  • AAA
    32.16%
  • AA
    29.85%
  • A
    20.13%
  • BBB
    17.48%
  • Money Market
    0.38%
  • Global Fixed Interest
    25.41%
  • German Fixed Interest
    14.15%
  • Italian Fixed Interest
    10.26%
  • French Fixed Interest
    10.19%
  • Dutch Fixed Interest
    9.48%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.66 %-0.01 %-5.14 %3.46 %11.38 %
Sector-0.81 %1.26 %-3.52 %6.13 %19.35 %
Rank within sector12 / 3331 / 3229 / 3125 / 2820 / 23
Quartile th2 nd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-2.04 %1.9 %-0.38 %10.13 %-0.5 %
Sector-0.5 %2.22 %0.4 %11.39 %0.98 %
Rank within sector29 / 3124 / 2926 / 2923 / 2717 / 23
Quartile th4 th4 th4 th4 th3 rd

Risk statistics

Alpha-0.73
Beta0.99
Sharpe-0
Volatility4.45
Tracking error1.03
Information ratio-0.73
R-Squared0.95

Price movement

52 week high12.9641
52 week low12.1781
Current bid price0
Current offer price0
Current mid price12.2541

Holdings by region

  • 25.41% Others
  • 14.15% Germany
  • 10.26% Italy
  • 10.19% France
  • 9.48% Netherlands
  • 8.53% Luxembourg
  • 7.22% Spain
  • 7.19% Slovakia
  • 7.19% Slovenia
  • 0.38% Money Market

Holdings by sector

  • 32.16% AAA
  • 29.85% AA
  • 20.13% A
  • 17.48% BBB
  • 0.38% Money Market

Holdings by asset type

  • 25.41% Global Fixed Interest
  • 14.15% German Fixed Interest
  • 10.26% Italian Fixed Interest
  • 10.19% French Fixed Interest
  • 9.48% Dutch Fixed Interest
  • 8.53% Luxembourg Fixed Interest
  • 7.22% Spanish Fixed Interest
  • 7.19% Slovakian Fixed Interest
  • 7.19% Slovenian Fixed Interest
  • 0.38% Money Market

Individual holdings

-