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(s)
Giuliano Mazzoni
since 09/12/2002
Arnaud Gernath
since 05/12/2011
Jerome Hemard
since 01/08/2008
Nathalia Barazal
since 01/08/2004
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

3.85 %

1 Year rank in sector

67/78

Sector

FO Convertible

Yield
-
Fund size

£ 4.5 b

FE Risk score

34

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    41.3%
  • USA
    19.4%
  • Asia Pacific ex Japan
    16.5%
  • Money Market
    11.7%
  • Japan
    9.9%
  • BBB
    38.5%
  • A
    25.2%
  • BB
    17%
  • Money Market
    11.7%
  • B
    5.4%
  • European Fixed Interest
    41.3%
  • US Fixed Interest
    19.4%
  • Asia Pacific ex Japan Fixed Interest
    16.5%
  • Money Market
    11.7%
  • Japanese Fixed Interest
    9.9%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.7 %1.01 %3.85 %5.13 %21.01 %
Sector0.54 %2.23 %7.27 %9.98 %28.28 %
Rank within sector33 / 8152 / 7967 / 7854 / 6535 / 52
Quartile th2 nd3 rd4 th4 th3 rd

Calendar performance

YTD-20172016201520142013
Fund3.22 %-1.86 %3.01 %4.23 %9.94 %
Sector5.93 %0.75 %2.92 %2.27 %11.66 %
Rank within sector59 / 7964 / 7735 / 6817 / 6029 / 53
Quartile th3 rd4 th3 rd2 nd3 rd

Risk statistics

Alpha-0.92
Beta0.83
Sharpe-0
Volatility4.75
Tracking error1.57
Information ratio-0.95
R-Squared0.93

Price movement

52 week high17.1798
52 week low16.2698
Current bid price0
Current offer price0
Current mid price17.0235

Holdings by region

  • 41.3% Europe
  • 19.4% USA
  • 16.5% Asia Pacific ex Japan
  • 11.7% Money Market
  • 9.9% Japan
  • 1.2% Others

Holdings by sector

  • 38.5% BBB
  • 25.2% A
  • 17% BB
  • 11.7% Money Market
  • 5.4% B
  • 1.9% Non-Rated
  • 0.3% AA

Holdings by asset type

  • 41.3% European Fixed Interest
  • 19.4% US Fixed Interest
  • 16.5% Asia Pacific ex Japan Fixed Interest
  • 11.7% Money Market
  • 9.9% Japanese Fixed Interest
  • 1.2% Global Fixed Interest

Individual holdings

  • 2.6% AMXLMM 0 05/28/20
  • 2.1% SIEGR 1.65 08/16/19
  • 2% CITRIX SYSTEMS -144A- 0.5%/14-15.04.2019
  • 1.5% MICROCHIP TECHNOLOGY 1.625% BDS 15/02/27 USD1000 144A
  • 1.4% PCLN 0.9 09/15/21
  • 1.4% TOTAL SA 0.50% 12/2022
  • 1.3% CHCONS 0 01/05/23
  • 1.3% DISH 2 3/8 03/15/24
  • 1.2% DPWDU 1.75% 2024
  • 1.2% SNE 0 09/30/22