Fact sheet: LO CapAcmultn

Fund information

Fund name
LO Capital Accumulation (EUR) N A
Fund company manager
Lombard Odier
Fund type
SIB
Fund manager(s)
J. Smaga
since 30/04/2017
F. Lee
since 30/04/2017
C.L. Wu
since 30/04/2017
Fund objective
LO Selection - Capital Accumulation targets a return of cash + 5% p.a. while aiming to limit maximum drawdowns to 10% p.a. Its investment strategy focuses on generating steady returns while accumulating capital across economic cycles (expansion, recession and inflation). The fund follows a proprietary risk-based investment process in which portfolio asset allocation is driven primarily by a selection of five risk factors: developed equities, emerging equities, sovereign bonds, credit and commodities. The weights of the underlying investments are adjusted in such a manner that risk is spread across these five factors according to a risk allocation optimized for this risk profile. In addition, we seek to further diversify portfolio risk and returns by incorporating additional strategies aiming to capture alternative risk premia. Portfolio risk exposure is continuously monitored and asset allocation can be adjusted daily if required.
Benchmark
-
Investment style
Multi Strategy
Investment method
Mixed

Quick stats

1 Year return

10.07 %

1 Year rank in sector

39/158

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 98.8 m

FE Risk score

38

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Global Fixed Interest
    20.4%
  • Others
    19.7%
  • Global Developed Equities
    17.6%
  • Global Government Fixed Interest
    16.9%
  • Alternative Assets
    12%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.92 %6.58 %10.07 %7.53 %0 %
Sector1.54 %4.04 %5.83 %4.15 %10.89 %
Rank within sector62 / 15745 / 17139 / 15842 / 97 /
Quartile th2 nd2 nd1 st2 nd th

Calendar performance

YTD-20182017201620152014
Fund1.4 %8.64 %-0.38 %-1.29 %0 %
Sector1.67 %4.12 %-0.53 %-0.64 %5.08 %
Rank within sector79 / 14126 / 15667 / 12357 / 96 /
Quartile th3 rd1 st3 rd3 rd th

Risk statistics

Alpha0.53
Beta1.79
Sharpe-0
Volatility3.77
Tracking error2.22
Information ratio0.56
R-Squared0.81

Price movement

52 week high11.315
52 week low10.2446
Current bid price0
Current offer price0
Current mid price11.2963

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 20.4% Global Fixed Interest
  • 19.7% Others
  • 17.6% Global Developed Equities
  • 16.9% Global Government Fixed Interest
  • 12% Alternative Assets
  • 9.1% Global Emerging Market Equities
  • 3.6% Commodity & Energy
  • 0.7% Money Market

Individual holdings

-