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
Aurele Storno
since 20/01/2017
Fund objective
The Total Return Bond EUR Fund is a diversified core fixed income strategy targeting annualised returns of Inflation +2% The fund is invested mainly in EUR denominated fixed income assets, but can utilise all fixed income asset classes in a risk controlled framework to add value The fund's investment process recognises that different asset classes will outperform depending on at which stage of the economic cycle we are in.
Benchmark
No Specified Index
Investment style
Absolute Return
Investment method
Fixed Interest

Quick stats

1 Year return

0.02 %

1 Year rank in sector

-

Sector

FO Absolute Return

Yield
-
Fund size

£ 34.6 m

FE Risk score

13

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Derivatives
    60%
  • Government Bonds
    32.5%
  • Currency
    12.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.08 %0.71 %0.02 %-1.28 %-1.3 %
Sector0.25 %1.12 %2.5 %3.18 %9.49 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund0.39 %-0.85 %-1.3 %-1.3 %0.37 %
Sector2.28 %0.66 %0.69 %1.2 %3.58 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-0.18
Beta-0.2
Sharpe-0
Volatility1.39
Tracking error2.55
Information ratio-0.58
R-Squared0.07

Price movement

52 week high12.3336
52 week low12.093
Current bid price0
Current offer price0
Current mid price12.2238

Holdings by region

-

Holdings by sector

  • 60% Derivatives
  • 32.5% Government Bonds
  • 12.4% Currency

Holdings by asset type

-

Individual holdings

-