Fact sheet: LO AltRskPrmV300

Fund information

Fund name
LO Alternative Risk Premia v300 (USD) N
Fund company manager
Lombard Odier
Fund type
SIB
Fund manager(s)
Marc Pellaud
since 13/10/2016
Laurent Joue
since 13/10/2016
Fund objective
LO Funds - Alternative Risk Premia v300 is a rule-based portfolio of long-short strategies launched in October 2016. 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 +1.5-2.5% (net of fees) annualized returns above cash with a volatility of 2-3%. 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
Quantitative
Investment method
Mixed

Quick stats

1 Year return

3.67 %

1 Year rank in sector

71/150

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 26.7 m

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Hedge
    62.43%
  • Others
    22.22%
  • Commodity & Energy
    10.29%
  • Foreign Exchange
    5.07%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.56 %2.06 %3.67 %0 %0 %
Sector0.41 %2.28 %3.56 %4.19 %8.75 %
Rank within sector74 / 15381 / 16971 / 150 / /
Quartile th2 nd2 nd2 nd th th

Calendar performance

YTD-20172016201520142013
Fund3.25 %0 %0 %0 %0 %
Sector3.14 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector77 / 161 / / / /
Quartile th2 nd th th th th

Price movement

52 week high10.3846
52 week low9.9567
Current bid price0
Current offer price0
Current mid price10.3714

Holdings by region

-

Holdings by sector

  • 62.43% Hedge
  • 22.22% Others
  • 10.29% Commodity & Energy
  • 5.07% Foreign Exchange

Holdings by asset type

-

Individual holdings

-