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
LO Funds - Emerging Equity Factor Enhanced is a rule-based, long-only emerging market equity investment strategy launched in January 2016. It invests in securities within the MSCI Emerging Market 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; and ii) an adjustment of factors relative importance to prevailing economic and market environments.
Benchmark
MSCI Emerging Markets
Investment style
Active
Investment method
Shares

Quick stats

1 Year return

18.17 %

1 Year rank in sector

197/257

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 60.5 m

FE Risk score

133

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • China
    29.9%
  • Others
    15.1%
  • Korea
    14.8%
  • Taiwan
    11.6%
  • India
    8.7%
  • Financials
    20.8%
  • Industrials
    12.9%
  • Consumer Discretionary
    11.3%
  • Consumer Staples
    11%
  • Others
    10%
  • Chinese Equities
    29.9%
  • International Equities
    15.1%
  • South Korean Equities
    14.8%
  • Taiwanese Equities
    11.6%
  • Indian Equities
    8.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.83 %4.44 %18.17 %0.92 %-10.29 %
Sector-1.23 %7.18 %23.28 %18.82 %17.39 %
Rank within sector124 / 278200 / 267197 / 257207 / 208161 / 162
Quartile th2 nd3 rd4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund20.44 %4.56 %-19.85 %-4.97 %-8.34 %
Sector24.31 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector176 / 261191 / 236198 / 209165 / 190149 / 163
Quartile th3 rd4 th4 th4 th4 th

Risk statistics

Alpha-5.49
Beta1.03
Sharpe-0.01
Volatility14.42
Tracking error4.07
Information ratio-1.34
R-Squared0.92

Price movement

52 week high7.1117
52 week low5.6268
Current bid price0
Current offer price0
Current mid price6.9445

Holdings by region

  • 29.9% China
  • 15.1% Others
  • 14.8% Korea
  • 11.6% Taiwan
  • 8.7% India
  • 6.9% Brazil
  • 6.1% South Africa
  • 3.2% Russia
  • 3.1% Mexico
  • 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

  • 29.9% Chinese Equities
  • 15.1% International Equities
  • 14.8% South Korean Equities
  • 11.6% Taiwanese Equities
  • 8.7% Indian Equities
  • 6.9% Brazilian Equities
  • 6.1% South African Equities
  • 3.2% Russian Equities
  • 3.1% Mexican Equities
  • 0.6% Money Market

Individual holdings

  • 0.8% JIANGSU EXPRESSWAY CO
  • 0.8% SURGUTNEFTEGAZ
  • 0.7% COSCO SHIPPING PORTS LTD
  • 0.7% FAR EAST HORIZON LTD
  • 0.7% HENGAN INTL GROUP CO LTD
  • 0.6% CHINA COMMUNICATIONS CONSTRUCTION
  • 0.6% CHINA HUARONG ASSET MGT CO LTD
  • 0.6% SEMICONDUCTOR MANUFACTURING INTL CO
  • 0.6% SHENZHOU INTERNATIONAL GROUP HLDGS
  • 0.6% TRANSNEFT