Fact sheet: LO Convertible Bd

Fund information

Fund name
LO Convertible Bond (EUR) R A
Fund company manager
Lombard Odier
Fund type
SIB
Fund manager
Arnaud Gernath
since 05/12/2011
Fund objective
To invest in convertible bonds, equity warrants and convertible preferred shares denominated in various currencies. Currency fluctuations against EUR hedged to a minimum of 90% of the assets of the Sub-Fund.
Benchmark
Thomson Reuters Global Convertible Composite
Investment style
None
Investment method
Convertibles

Quick stats

1 Year return

2.21 %

1 Year rank in sector

70/75

Sector

FO Convertible

Yield
-
Fund size

£ 4.5 b

FE Risk score

33

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    25.06%
  • USA
    22.7%
  • Money Market
    12.14%
  • France
    9.5%
  • Japan
    8.7%
  • BBB
    38.54%
  • A
    24.35%
  • BB
    17.86%
  • Money Market
    12.14%
  • B
    5.66%
  • Global Fixed Interest
    25.06%
  • US Fixed Interest
    22.7%
  • Money Market
    12.14%
  • French Fixed Interest
    9.5%
  • Japanese Fixed Interest
    8.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.09 %1.59 %2.21 %4.34 %22.19 %
Sector0.25 %3.22 %6.46 %7.19 %30.43 %
Rank within sector44 / 7561 / 7570 / 7548 / 6241 / 54
Quartile th3 rd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund2.1 %-1.86 %3.01 %4.23 %9.94 %
Sector4.25 %0.75 %2.92 %2.27 %11.66 %
Rank within sector60 / 7561 / 7434 / 6918 / 6230 / 55
Quartile th4 th4 th2 nd2 nd3 rd

Risk statistics

Alpha-0.39
Beta0.82
Sharpe-0
Volatility4.77
Tracking error1.75
Information ratio-0.41
R-Squared0.91

Price movement

52 week high17.0043
52 week low16.2698
Current bid price0
Current offer price0
Current mid price16.8386

Holdings by region

  • 25.06% Others
  • 22.7% USA
  • 12.14% Money Market
  • 9.5% France
  • 8.7% Japan
  • 5.3% Netherlands
  • 4.9% Germany
  • 4.8% China
  • 4% UK
  • 2.9% Mexico

Holdings by sector

  • 38.54% BBB
  • 24.35% A
  • 17.86% BB
  • 12.14% Money Market
  • 5.66% B
  • 1.11% Non-Rated
  • 0.34% AA

Holdings by asset type

  • 25.06% Global Fixed Interest
  • 22.7% US Fixed Interest
  • 12.14% Money Market
  • 9.5% French Fixed Interest
  • 8.7% Japanese Fixed Interest
  • 5.3% Dutch Fixed Interest
  • 4.9% German Fixed Interest
  • 4.8% Chinese Fixed Interest
  • 4% UK Fixed Interest
  • 2.9% Mexican Fixed Interest

Individual holdings

  • 2.6% AMXLMM 0 05/28/20
  • 2.2% SIEGR 1.65 08/16/19
  • 2.1% INTEL CORP 2.95% CNV BDS 15/12/35 USD
  • 1.9% CITRIX SYSTEMS -144A- 0.5%/14-15.04.2019
  • 1.4% DISH DBS
  • 1.4% SHFSJ 1 1/4 08/11/22
  • 1.3% CHCONS 0 01/05/23
  • 1.3% MICROCHIP TECHNOLOGY
  • 1.3% RHT 144A CONV FIX 0.250% 01.10.2019
  • 1.2% TOTAL SA 0.50% 12/2022