Fact sheet: LO EurRespCorpFndmtl

Fund information

Fund name
LO Euro Responsible Corporate Fundamental R A
Fund company manager
Lombard Odier
Fund type
SIB
Fund manager
Denise Yung
since 01/02/2012
Fund objective
It invests mainly in investment grade corporate bonds issued in euro, applying an Environment, Social and Governance (ESG) filter. It seeks to deliver better risk-adjusted returns than traditional investment grade indices.
Benchmark
Barclays Euro Aggregate Corporate 500MM (EUR) RI
Investment style
Active
Investment method
Fixed Interest

Quick stats

1 Year return

-1.21 %

1 Year rank in sector

54/56

Sector

FO Fixed Int - EUR Corporate Bond

Yield
-
Fund size

£ 84.0 m

FE Risk score

76

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    97.9%
  • Money Market
    2.1%
  • Industrials
    71.63%
  • Financials
    22.32%
  • Utilities
    3.57%
  • Money Market
    2.1%
  • Government Agency Bonds
    0.24%
  • European Fixed Interest
    97.9%
  • Money Market
    2.1%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.11 %0.93 %-1.28 %2.44 %10.5 %
Sector0.04 %2.17 %1.42 %7.73 %21.86 %
Rank within sector41 / 5855 / 5754 / 5655 / 5546 / 46
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Calendar performance

YTD-20172016201520142013
Fund0.18 %3.26 %-2.66 %6.44 %0.17 %
Sector1.81 %4.74 %-1.02 %6.9 %2.24 %
Rank within sector55 / 5748 / 5652 / 5642 / 5248 / 49
Quartile th4 th4 th4 th4 th4 th

Risk statistics

Alpha-1.68
Beta1.01
Sharpe-0
Volatility3.14
Tracking error0.63
Information ratio-2.59
R-Squared0.96

Price movement

52 week high18.2494
52 week low17.717
Current bid price0
Current offer price0
Current mid price17.9204

Holdings by region

  • 97.9% Europe
  • 2.1% Money Market

Holdings by sector

  • 71.63% Industrials
  • 22.32% Financials
  • 3.57% Utilities
  • 2.1% Money Market
  • 0.24% Government Agency Bonds
  • 0.14% Derivatives

Holdings by asset type

  • 97.9% European Fixed Interest
  • 2.1% Money Market

Individual holdings

-