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

-0.98 %

1 Year rank in sector

56/58

Sector

FO Fixed Int - EUR Corporate Bond

Yield
-
Fund size

£ 80.0 m

FE Risk score

81

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    96.2%
  • Money Market
    3.8%
  • Industrials
    70.75%
  • Financials
    21.87%
  • Money Market
    3.81%
  • Utilities
    3.33%
  • Government Agency Bonds
    0.25%
  • European Fixed Interest
    96.2%
  • Money Market
    3.8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.2 %1.02 %-0.98 %1.79 %9.46 %
Sector-0.15 %2.24 %1.46 %7.12 %19.41 %
Rank within sector50 / 6056 / 5856 / 5855 / 5547 / 47
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Calendar performance

YTD-20172016201520142013
Fund0.33 %3.26 %-2.66 %6.44 %0.17 %
Sector2.2 %4.74 %-1.02 %6.9 %2.24 %
Rank within sector58 / 5848 / 5752 / 5642 / 5247 / 49
Quartile th4 th4 th4 th4 th4 th

Risk statistics

Alpha-1.75
Beta1.01
Sharpe-0
Volatility3.13
Tracking error0.63
Information ratio-2.74
R-Squared0.96

Price movement

52 week high18.2049
52 week low17.717
Current bid price0
Current offer price0
Current mid price17.9481

Holdings by region

  • 96.2% Europe
  • 3.8% Money Market

Holdings by sector

  • 70.75% Industrials
  • 21.87% Financials
  • 3.81% Money Market
  • 3.33% Utilities
  • 0.25% Government Agency Bonds

Holdings by asset type

  • 96.2% European Fixed Interest
  • 3.8% Money Market

Individual holdings

-