Fact sheet: LO Abs Retn Bd

Fund information

Fund name
LO Absolute Return Bond (EUR) N Acc
Fund company manager
Lombard Odier
Fund type
SIB
Fund manager(s)
Thierry Béchu
since 20/01/2017
Aurele Storno
since 20/01/2017
Sui Kai Wong
since 20/01/2017
Fund objective
LO Funds - Absolute Return Bond is a fixed income absolute return strategy launched in July 2010. It invests in fixed income instruments and currencies in developed and emerging markets, through highly liquid long and short positions including listed and over-the-counter financial derivative instruments as well as cash instruments. It seeks to deliver absolute returns with low volatility. It implements a systematic approach where capital is allocated to several fixed income and currency strategies (both traditional and alternative) based on their contribution to a global risk budget.
Benchmark
No Specified Index
Investment style
Absolute Return
Investment method
Fixed Interest

Quick stats

1 Year return

0.48 %

1 Year rank in sector

-

Sector

FO Absolute Return

Yield
-
Fund size

£ 33.9 m

FE Risk score

14

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Government Bonds
    59%
  • Derivatives
    57%
  • Currency
    14%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.6 %0.72 %0.48 %-0.89 %-1.61 %
Sector-0.27 %0.6 %2.7 %3.94 %9.02 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund1.06 %-0.85 %-1.3 %-1.3 %0.37 %
Sector2.49 %0.66 %0.69 %1.2 %3.58 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha0.04
Beta-0.22
Sharpe-0
Volatility1.41
Tracking error2.57
Information ratio-0.53
R-Squared0.08

Price movement

52 week high12.3068
52 week low12.093
Current bid price0
Current offer price0
Current mid price12.3051

Holdings by region

-

Holdings by sector

  • 59% Government Bonds
  • 57% Derivatives
  • 14% Currency

Holdings by asset type

-

Individual holdings

-