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

19.8 %

1 Year rank in sector

35/224

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 151.0 m

FE Risk score

91

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    20.5%
  • UK
    19.9%
  • France
    14%
  • Switzerland
    8.6%
  • Germany
    8.3%
  • International Equities
    20.5%
  • UK Equities
    19.9%
  • French Equities
    14%
  • Swiss Equities
    8.6%
  • German Equities
    8.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.77 %6.14 %19.8 %0 %0 %
Sector1.52 %4.47 %13.98 %19.4 %57.45 %
Rank within sector140 / 23548 / 23135 / 224 / /
Quartile th3 rd1 st1 st th th

Calendar performance

YTD-20172016201520142013
Fund12.14 %3.83 %0 %0 %0 %
Sector9.44 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector52 / 23046 / 219 / / /
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 price11.7162

Holdings by region

  • 20.5% Others
  • 19.9% UK
  • 14% France
  • 8.6% Switzerland
  • 8.3% Germany
  • 7.9% Denmark
  • 7.3% Sweden
  • 7% Italy
  • 5.4% Finland
  • 1.1% Money Market

Holdings by sector

-

Holdings by asset type

  • 20.5% International Equities
  • 19.9% UK Equities
  • 14% French Equities
  • 8.6% Swiss Equities
  • 8.3% German Equities
  • 7.9% Danish Equities
  • 7.3% Swedish Equities
  • 7% Italian Equities
  • 5.4% Finnish Equities
  • 1.1% Money Market

Individual holdings

  • 2.6% WILLIAM DEMANT HOLDING
  • 2.5% STRAUMANN HLDG
  • 2.2% RECORDATI
  • 2% IPSEN
  • 2% TRASMISSIONE ELETTRICITA RETE NAZIO
  • 1.8% LUNDBECK(H) A/S
  • 1.7% ATOS
  • 1.7% COCA-COLA H.B.COMP.SRBIJA
  • 1.7% ICA GRUPPEN AB
  • 1.7% MARINE HARVEST