Fact sheet: LO Euro Cr Bd

Fund information

Fund name
LO Euro Credit Bond R A
Fund company manager
Lombard Odier
Fund type
SIB
Fund manager(s)
Yannik Zufferey
since 31/10/2016
Jerome Collet
since 31/12/2014
Ashton Parker
since 31/10/2016
Fund objective
It invests mainly in investment grade corporate bonds issued in Euro. It seeks to deliver better risk-adjusted returns than traditional investment grade indices. The investment approach is two-fold a beta allocation based on LOIM methodology, which differs from a traditional market-cap approach by allocating to sectors and companies based on fundamental criteria; and a discretionary component reflecting the lead portfolio manager’s top-down views and investment rationale supported by bottom-up analysis from credit specialists within each sector
Benchmark
Barclays Euro Aggregate 500MM Ex-Treasury
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

1.07 %

1 Year rank in sector

65/65

Sector

FO Fixed Int - EUR Corporate Bond

Yield
-
Fund size

£ 32.5 m

FE Risk score

82

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    98%
  • Money Market
    2%
  • Industrials
    31.88%
  • Financials
    27.99%
  • Government Agency Bonds
    13.5%
  • Mortgage & Secured Bonds
    11.18%
  • Local Government Bonds
    4.01%
  • European Fixed Interest
    98%
  • Money Market
    2%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.5 %1.26 %1.07 %1.2 %10 %
Sector0.35 %2.04 %3.92 %7.38 %18.38 %
Rank within sector26 / 6862 / 6665 / 6562 / 6250 / 52
Quartile th2 nd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund1.03 %1.67 %-1.99 %7.26 %0.74 %
Sector3.08 %4.74 %-1.02 %6.9 %2.24 %
Rank within sector64 / 6564 / 6454 / 6237 / 5847 / 52
Quartile th4 th4 th4 th3 rd4 th

Risk statistics

Alpha-1.48
Beta0.8
Sharpe-0
Volatility2.68
Tracking error1.2
Information ratio-1.63
R-Squared0.85

Price movement

52 week high12.9184
52 week low12.6112
Current bid price0
Current offer price0
Current mid price12.8749

Holdings by region

  • 98% Europe
  • 2% Money Market

Holdings by sector

  • 31.88% Industrials
  • 27.99% Financials
  • 13.5% Government Agency Bonds
  • 11.18% Mortgage & Secured Bonds
  • 4.01% Local Government Bonds
  • 3.83% Fixed Interest
  • 2.12% Utilities
  • 1.98% Money Market
  • 1.7% Derivatives
  • 1.6% Government Bonds

Holdings by asset type

  • 98% European Fixed Interest
  • 2% Money Market

Individual holdings

-