Fact sheet: LO EUEqtFctrEnhcd

Fund information

Fund name
LO Europe Equity Factor Enhanced (EUR)PA
Fund company manager
Lombard Odier
Fund type
SIB
Fund objective
LO Funds - Europe Equity Factor Enhanced is a rule-based, long-only European equity investment strategy launched in June 2015. It invests in securities within the MSCI Europe universe and seeks to offer higher risk-adjusted returns compared to the index. The investment approach seeks to offer a transparent, systematic and dynamic process combining: i) a factor-based stock selection focusing on Value, Quality, Momentum, Low Risk and Small Size; ii) a riskbased allocation achieving diversification by equalizing the risk contribution of sectors to the portfolio; and iii) an adjustment of factors relative importance to prevailing economic and market environments.
Benchmark
MSCI Europe Index ND
Investment style
Growth
Investment method
Shares

Quick stats

1 Year return

20.25 %

1 Year rank in sector

24/224

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 152.4 m

FE Risk score

93

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    21.5%
  • UK
    18.6%
  • France
    13.6%
  • Switzerland
    9.7%
  • Denmark
    8.9%
  • International Equities
    21.5%
  • UK Equities
    18.6%
  • French Equities
    13.6%
  • Swiss Equities
    9.7%
  • Danish Equities
    8.9%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.69 %8.03 %20.25 %0 %0 %
Sector-1.22 %5.83 %12.83 %23.89 %57.51 %
Rank within sector54 / 23450 / 22924 / 224 / /
Quartile th1 st1 st1 st th th

Calendar performance

YTD-20172016201520142013
Fund11.18 %3.83 %0 %0 %0 %
Sector8.54 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector53 / 22945 / 220 / / /
Quartile th1 st1 st th th th

Price movement

52 week high11.7899
52 week low9.5855
Current bid price0
Current offer price0
Current mid price11.6153

Holdings by region

  • 21.5% Others
  • 18.6% UK
  • 13.6% France
  • 9.7% Switzerland
  • 8.9% Denmark
  • 8.2% Germany
  • 7% Sweden
  • 6% Finland
  • 5.7% Italy
  • 0.8% Money Market

Holdings by sector

-

Holdings by asset type

  • 21.5% International Equities
  • 18.6% UK Equities
  • 13.6% French Equities
  • 9.7% Swiss Equities
  • 8.9% Danish Equities
  • 8.2% German Equities
  • 7% Swedish Equities
  • 6% Finnish Equities
  • 5.7% Italian Equities
  • 0.8% Money Market

Individual holdings

  • 2.5% WILLIAM DEMANT HOLDING
  • 1.8% ICA GRUPPEN AB
  • 1.8% TRN IM EQUITY
  • 1.6% ATOS
  • 1.6% COCA-COLA H.B.COMP.SRBIJA
  • 1.6% COLRUYT SA
  • 1.6% ICADE
  • 1.6% MARINE HARVEST
  • 1.6% OMV AG
  • 1.6% ORNBV FH EQUITY