Fact sheet: LO EURsptEqEnhcd

Fund information

Fund name
LO Europe Responsible Equity 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

16.15 %

1 Year rank in sector

51/226

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 161.6 m

FE Risk score

92

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    21.4%
  • UK
    19.6%
  • France
    18.7%
  • Germany
    11.1%
  • Switzerland
    7.8%
  • International Equities
    21.4%
  • UK Equities
    19.6%
  • French Equities
    18.7%
  • German Equities
    11.1%
  • Swiss Equities
    7.8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.85 %5.05 %16.15 %0 %0 %
Sector3.07 %4.28 %13.39 %26.05 %56.03 %
Rank within sector134 / 23672 / 23151 / 226 / /
Quartile th3 rd2 nd1 st th th

Calendar performance

YTD-20182017201620152014
Fund2.06 %14.98 %3.83 %0 %0 %
Sector2.38 %11.78 %-0.56 %11.08 %4.22 %
Rank within sector149 / 23656 / 22647 / 215 / /
Quartile th3 rd1 st1 st th th

Price movement

52 week high12.3429
52 week low10.3894
Current bid price0
Current offer price0
Current mid price12.26

Holdings by region

  • 21.4% Others
  • 19.6% UK
  • 18.7% France
  • 11.1% Germany
  • 7.8% Switzerland
  • 5.9% Denmark
  • 5.3% Finland
  • 5.1% Italy
  • 5% Sweden
  • 0.1% Money Market

Holdings by sector

-

Holdings by asset type

  • 21.4% International Equities
  • 19.6% UK Equities
  • 18.7% French Equities
  • 11.1% German Equities
  • 7.8% Swiss Equities
  • 5.9% Danish Equities
  • 5.3% Finnish Equities
  • 5.1% Italian Equities
  • 5% Swedish Equities
  • 0.1% Money Market

Individual holdings

  • 2.1% COVESTRO AG
  • 2% CECONOMY AG
  • 2% RECORDATI
  • 1.8% CRODA INTERNATIONAL PLC
  • 1.7% ATOS
  • 1.7% ICADE
  • 1.7% PROXIMUS SA
  • 1.6% SIKA AG
  • 1.6% TOTAL SA
  • 1.5% ORION CORP