Fact sheet: LO EmgEqFctEnh

Fund information

Fund name
LO Emerging Equity Factor Enhanced (USD) R A
Fund company manager
Lombard Odier
Fund type
SIB
Fund manager(s)
N. Mieszkalski
since 01/06/2017
Alexey Medvedev
since 01/01/2014
Fund objective
The Fund invests globally in companies having their domicile or their principal place of business in an emerging market country.
Benchmark
MSCI Emerging Markets
Investment style
Active
Investment method
Shares

Quick stats

1 Year return

20.96 %

1 Year rank in sector

199/258

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 62.8 m

FE Risk score

132

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • China
    29.1%
  • Others
    15.7%
  • Korea
    14.2%
  • Taiwan
    11.6%
  • India
    8.3%
  • Financials
    20.8%
  • Industrials
    12.9%
  • Consumer Discretionary
    11.3%
  • Consumer Staples
    11%
  • Others
    10%
  • Chinese Equities
    29.1%
  • International Equities
    15.7%
  • South Korean Equities
    14.2%
  • Taiwanese Equities
    11.6%
  • Indian Equities
    8.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-2.95 %4.13 %20.96 %-4.71 %-5.77 %
Sector-1.06 %7.86 %26.92 %13.92 %22.6 %
Rank within sector249 / 277212 / 265199 / 258207 / 209158 / 159
Quartile th4 th4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund19.71 %4.56 %-19.85 %-4.97 %-8.34 %
Sector24.13 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector181 / 263195 / 239200 / 211166 / 192151 / 165
Quartile th3 rd4 th4 th4 th4 th

Risk statistics

Alpha-5.67
Beta1.03
Sharpe-0.01
Volatility14.44
Tracking error4.08
Information ratio-1.38
R-Squared0.92

Price movement

52 week high7.1117
52 week low5.6268
Current bid price0
Current offer price0
Current mid price6.9021

Holdings by region

  • 29.1% China
  • 15.7% Others
  • 14.2% Korea
  • 11.6% Taiwan
  • 8.3% India
  • 7.4% Brazil
  • 6.3% South Africa
  • 3.5% Mexico
  • 3.3% Russia
  • 0.6% Money Market

Holdings by sector

  • 20.8% Financials
  • 12.9% Industrials
  • 11.3% Consumer Discretionary
  • 11% Consumer Staples
  • 10% Others
  • 8.6% Materials
  • 7.5% Information Technology
  • 6.1% Telecommunications
  • 5.9% Health Care
  • 5.9% Real Estate

Holdings by asset type

  • 29.1% Chinese Equities
  • 15.7% International Equities
  • 14.2% South Korean Equities
  • 11.6% Taiwanese Equities
  • 8.3% Indian Equities
  • 7.4% Brazilian Equities
  • 6.3% South African Equities
  • 3.5% Mexican Equities
  • 3.3% Russian Equities
  • 0.6% Money Market

Individual holdings

  • 0.8% SURGUTNEFTEGAZ
  • 0.7% JIANGSU EXPRESSWAY CO
  • 0.6% ALROSA ZAO
  • 0.6% CHINA MENGNIU DAIRY CO
  • 0.6% COSCO SHIPPING PORTS LTD
  • 0.6% ELECTRICITY GENERATING PUBLIC CO
  • 0.6% TRANSNEFT
  • 0.5% CHINA HUARONG ASSET MGT CO LTD
  • 0.5% TSINGTAO BREWERY CO
  • 0.5% WANT WANT CHINA HOLDINGS LTD