Fact sheet: LO EUEqtFctrEnhcd

Fund information

Fund name
LO Europe Equity Factor Enhanced (EUR)PA
Fund company manager
Lombard Odier
Fund type
SIB
Fund manager(s)
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

17.07 %

1 Year rank in sector

60/227

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 154.9 m

FE Risk score

91

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    20.3%
  • Others
    19.8%
  • France
    16.9%
  • Germany
    9.1%
  • Denmark
    7.5%
  • UK Equities
    20.3%
  • International Equities
    19.8%
  • French Equities
    16.9%
  • German Equities
    9.1%
  • Danish Equities
    7.5%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.17 %2.79 %17.07 %0 %0 %
Sector1.61 %1.28 %13.25 %26.57 %55.68 %
Rank within sector165 / 23644 / 23260 / 227 / /
Quartile th3 rd1 st2 nd th th

Calendar performance

YTD-20172016201520142013
Fund14.9 %3.83 %0 %0 %0 %
Sector11.71 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector52 / 22847 / 217 / / /
Quartile th1 st1 st th th th

Price movement

52 week high12.2311
52 week low10.2535
Current bid price0
Current offer price0
Current mid price12.0042

Holdings by region

  • 20.3% UK
  • 19.8% Others
  • 16.9% France
  • 9.1% Germany
  • 7.5% Denmark
  • 7.5% Switzerland
  • 6.8% Sweden
  • 6.4% Italy
  • 5.5% Finland
  • 0.2% Money Market

Holdings by sector

-

Holdings by asset type

  • 20.3% UK Equities
  • 19.8% International Equities
  • 16.9% French Equities
  • 9.1% German Equities
  • 7.5% Danish Equities
  • 7.5% Swiss Equities
  • 6.8% Swedish Equities
  • 6.4% Italian Equities
  • 5.5% Finnish Equities
  • 0.2% Money Market

Individual holdings

  • 2.3% WILLIAM DEMANT HOLDING
  • 2.1% RECORDATI
  • 1.9% ATOS
  • 1.8% COVESTRO AG
  • 1.7% ORSTED A/S
  • 1.7% STRAUMANN HLDG
  • 1.7% TRASMISSIONE ELETTRICITA RETE NAZIO
  • 1.6% PROXIMUS SA
  • 1.5% COCA-COLA H.B.COMP.SRBIJA
  • 1.5% KLEPIERRE