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
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

1.4 %

1 Year rank in sector

71/75

Sector

FO Convertible

Yield
-
Fund size

£ 4.5 b

FE Risk score

32

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    39.7%
  • USA
    21.4%
  • Asia
    15.6%
  • Money Market
    12.7%
  • Japan
    9.4%
  • BBB
    36.2%
  • A
    26.4%
  • BB
    18.3%
  • Money Market
    12.7%
  • B
    5%
  • European Fixed Interest
    39.7%
  • US Fixed Interest
    21.4%
  • Asia Pacific Fixed Interest
    15.6%
  • Money Market
    12.7%
  • Japanese Fixed Interest
    9.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.2 %1.23 %1.4 %4.24 %18.36 %
Sector1.37 %2.39 %5.76 %7.99 %26.18 %
Rank within sector47 / 7759 / 7671 / 7553 / 6341 / 53
Quartile th3 rd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund1.84 %-1.86 %3.01 %4.23 %9.94 %
Sector4.56 %0.75 %2.92 %2.27 %11.66 %
Rank within sector60 / 7661 / 7436 / 6917 / 6130 / 54
Quartile th4 th4 th3 rd2 nd3 rd

Risk statistics

Alpha-0.76
Beta0.82
Sharpe-0
Volatility4.76
Tracking error1.71
Information ratio-0.65
R-Squared0.92

Price movement

52 week high17.0043
52 week low16.2698
Current bid price0
Current offer price0
Current mid price16.7958

Holdings by region

  • 39.7% Europe
  • 21.4% USA
  • 15.6% Asia
  • 12.7% Money Market
  • 9.4% Japan
  • 1.2% Others

Holdings by sector

  • 36.2% BBB
  • 26.4% A
  • 18.3% BB
  • 12.7% Money Market
  • 5% B
  • 1.1% Non-Rated
  • 0.3% AA

Holdings by asset type

  • 39.7% European Fixed Interest
  • 21.4% US Fixed Interest
  • 15.6% Asia Pacific Fixed Interest
  • 12.7% Money Market
  • 9.4% Japanese Fixed Interest
  • 1.2% Global Fixed Interest

Individual holdings

  • 2.6% AMXLMM 0 05/28/20
  • 2.2% INTEL CORP 2.95% CNV BDS 15/12/35 USD
  • 2% SIEGR 1.65 08/16/19
  • 1.8% CITRIX SYSTEMS -144A- 0.5%/14-15.04.2019
  • 1.4% DISH DBS
  • 1.4% MICROCHIP TECHNOLOGY
  • 1.4% SHFSJ 1 1/4 08/11/22
  • 1.3% CHCONS 0 01/05/23
  • 1.3% TOTAL SA 0.50% 12/2022
  • 1.2% SNE 0 09/30/22