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

-3.79 %

1 Year rank in sector

29/31

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 28.4 m

FE Risk score

88

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    25.57%
  • Germany
    14.11%
  • France
    10.26%
  • Italy
    10.22%
  • Netherlands
    9.48%
  • AAA
    32.13%
  • AA
    30.04%
  • A
    20.27%
  • BBB
    17.38%
  • Money Market
    0.19%
  • Global Fixed Interest
    25.57%
  • German Fixed Interest
    14.11%
  • French Fixed Interest
    10.26%
  • Italian Fixed Interest
    10.22%
  • Dutch Fixed Interest
    9.48%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.37 %0.67 %-3.79 %2.78 %11.8 %
Sector-0.17 %2.23 %-2.49 %5.41 %18.73 %
Rank within sector24 / 3329 / 3229 / 3125 / 2921 / 24
Quartile th3 rd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-1.65 %1.9 %-0.38 %10.13 %-0.5 %
Sector0.08 %2.22 %0.4 %11.39 %0.98 %
Rank within sector29 / 3024 / 2926 / 2924 / 2818 / 24
Quartile th4 th4 th4 th4 th3 rd

Risk statistics

Alpha-0.8
Beta0.99
Sharpe-0
Volatility4.37
Tracking error1.03
Information ratio-0.8
R-Squared0.94

Price movement

52 week high12.9337
52 week low12.1781
Current bid price0
Current offer price0
Current mid price12.3024

Holdings by region

  • 25.57% Others
  • 14.11% Germany
  • 10.26% France
  • 10.22% Italy
  • 9.48% Netherlands
  • 8.53% Luxembourg
  • 7.26% Slovenia
  • 7.22% Slovakia
  • 7.16% Spain
  • 0.19% Money Market

Holdings by sector

  • 32.13% AAA
  • 30.04% AA
  • 20.27% A
  • 17.38% BBB
  • 0.19% Money Market

Holdings by asset type

  • 25.57% Global Fixed Interest
  • 14.11% German Fixed Interest
  • 10.26% French Fixed Interest
  • 10.22% Italian Fixed Interest
  • 9.48% Dutch Fixed Interest
  • 8.53% Luxembourg Fixed Interest
  • 7.26% Slovenian Fixed Interest
  • 7.22% Slovakian Fixed Interest
  • 7.16% Spanish Fixed Interest
  • 0.19% Money Market

Individual holdings

-