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

23.45 %

1 Year rank in sector

32/226

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 152.5 m

FE Risk score

90

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    19.9%
  • Others
    16.7%
  • France
    14.3%
  • Denmark
    8.4%
  • Germany
    8.2%
  • UK Equities
    19.9%
  • International Equities
    16.7%
  • French Equities
    14.3%
  • Danish Equities
    8.4%
  • German Equities
    8.2%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.85 %8.53 %21.32 %0 %0 %
Sector2.26 %5.71 %17.07 %33.25 %58.83 %
Rank within sector48 / 23755 / 23332 / 226 / /
Quartile th1 st1 st1 st th th

Calendar performance

YTD-20172016201520142013
Fund15.07 %3.83 %0 %0 %0 %
Sector11.83 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector51 / 23146 / 220 / / /
Quartile th1 st1 st th th th

Price movement

52 week high12.0662
52 week low9.5855
Current bid price0
Current offer price0
Current mid price12.0213

Holdings by region

  • 19.9% UK
  • 16.7% Others
  • 14.3% France
  • 8.4% Denmark
  • 8.2% Germany
  • 7.7% Switzerland
  • 7.5% Sweden
  • 7.4% Italy
  • 5.1% Finland
  • 4.8% Belgium

Holdings by sector

-

Holdings by asset type

  • 19.9% UK Equities
  • 16.7% International Equities
  • 14.3% French Equities
  • 8.4% Danish Equities
  • 8.2% German Equities
  • 7.7% Swiss Equities
  • 7.5% Swedish Equities
  • 7.4% Italian Equities
  • 5.1% Finnish Equities
  • 4.8% Belgian Equities

Individual holdings

  • 2.6% WILLIAM DEMANT HOLDING
  • 2.5% DONG ENERGY AS 7.75% UNDATED NTS EUR1000
  • 2.4% STRAUMANN HLDG
  • 2.3% RECORDATI
  • 2.1% TRASMISSIONE ELETTRICITA RETE NAZIO
  • 2% COLRUYT SA
  • 2% IPSEN
  • 1.7% ATOS
  • 1.7% ORION CORP
  • 1.6% ICA GRUPPEN AB