Fact sheet: LO AltRskPrm

Fund information

Fund name
LO Alternative Risk Premia (USD) M A
Fund company manager
Lombard Odier
Fund type
SIB
Fund manager(s)
Marc Pellaud
since 06/08/2014
Laurent Joue
since 06/08/2014
Fund objective
LO Funds - Alternative Risk Premia is a rule-based portfolio of long-short strategies launched in August 2014. It invests across multiple asset classes (equities, bonds, currencies, commodities, volatility) through liquid derivatives. It seeks to provide uncorrelated sources of returns to traditional asset classes and targets +5-7% (net of fees) annualized returns above cash with a volatility of 6-8%. Selected strategies are designed to be simple, stable and persistent with strong economic and financial rationales. They draw on two complementary sources of return: income and trend. Income tends to deliver a regular yield flow in stable and improving markets while trend premia have the ability to go against the market and aim to reduce exposure to market drawdowns. The team skill lies in using a risk-based framework to combine these sources of returns helping to create a robust portfolio across varying market cycles.
Benchmark
-
Investment style
Multi Strategy
Investment method
Mixed

Quick stats

1 Year return

12.17 %

1 Year rank in sector

13/156

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 229.5 m

FE Risk score

109

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Fund name3 years
H2O MultiStrategies90.01%
Castellain Value38.02%
Nordea 1 Alp15MA37.67%
H2O Moderato35.13%
Pimco GIS Stk Pl34.74%

Holdings snapshot

  • Hedge
    65.41%
  • Others
    17.72%
  • Commodity & Energy
    9.45%
  • Foreign Exchange
    7.42%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.09 %6.03 %12.17 %13.68 %0 %
Sector0.18 %2.09 %4.57 %3.12 %9.65 %
Rank within sector14 / 15010 / 17213 / 15619 / 98 /
Quartile th1 st1 st1 st1 st th

Calendar performance

YTD-20172016201520142013
Fund11.3 %2.01 %-1.66 %0 %0 %
Sector4.05 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector14 / 16046 / 12664 / 99 / /
Quartile th1 st2 nd3 rd th th

Risk statistics

Alpha1.85
Beta1.7
Sharpe0.01
Volatility5.86
Tracking error5.05
Information ratio0.49
R-Squared0.31

Price movement

52 week high12.063
52 week low10.7334
Current bid price0
Current offer price0
Current mid price12.063

Holdings by region

-

Holdings by sector

  • 65.41% Hedge
  • 17.72% Others
  • 9.45% Commodity & Energy
  • 7.42% Foreign Exchange

Holdings by asset type

-

Individual holdings

-