Fact sheet: LO EUEqtFctrEnhcd

Fund information

Fund name
LO Europe Equity Factor Enhanced (EUR) MA
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

21.75 %

1 Year rank in sector

39/224

Sector

FO Equity - Europe inc UK

Yield
-
Fund size
-
FE Risk score

95

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    22.1%
  • France
    14.2%
  • UK
    14.2%
  • Denmark
    10%
  • Switzerland
    9.5%
  • International Equities
    22.1%
  • French Equities
    14.2%
  • UK Equities
    14.2%
  • Danish Equities
    10%
  • Swiss Equities
    9.5%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.39 %11.27 %21.07 %0 %0 %
Sector-1.07 %8.94 %16.17 %22.16 %66.18 %
Rank within sector71 / 23453 / 22939 / 224 / /
Quartile th2 nd1 st1 st th th

Calendar performance

YTD-20172016201520142013
Fund11.67 %3.83 %0 %0 %0 %
Sector9.73 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector60 / 22946 / 219 / / /
Quartile th2 nd1 st th th th

Price movement

52 week high11.7899
52 week low9.5333
Current bid price0
Current offer price0
Current mid price11.667

Holdings by region

  • 22.1% Others
  • 14.2% France
  • 14.2% UK
  • 10% Denmark
  • 9.5% Switzerland
  • 8.8% Germany
  • 7.8% Sweden
  • 7% Finland
  • 5.4% Italy
  • 1% Money Market

Holdings by sector

-

Holdings by asset type

  • 22.1% International Equities
  • 14.2% French Equities
  • 14.2% UK Equities
  • 10% Danish Equities
  • 9.5% Swiss Equities
  • 8.8% German Equities
  • 7.8% Swedish Equities
  • 7% Finnish Equities
  • 5.4% Italian Equities
  • 1% Money Market

Individual holdings

  • 2.4% WILLIAM DEMANT HOLDING
  • 2.1% ORNBV FH EQUITY
  • 2% BARRY CALLEBAUT AG
  • 1.9% ICA GRUPPEN AB
  • 1.8% ATOS
  • 1.8% TRN IM EQUITY
  • 1.7% COLRUYT SA
  • 1.7% MARINE HARVEST
  • 1.6% ICADE
  • 1.6% OMV AG