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

-0.79 %

1 Year rank in sector

66/66

Sector

FO Fixed Int - EUR Corporate Bond

Yield
-
Fund size

£ 33.5 m

FE Risk score

82

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    99.4%
  • Money Market
    0.6%
  • Financials
    28.1%
  • Industrials
    27.52%
  • Government Agency Bonds
    14.31%
  • Mortgage & Secured Bonds
    14.12%
  • Local Government Bonds
    4.97%
  • European Fixed Interest
    99.4%
  • Money Market
    0.6%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.52 %0.61 %-0.79 %1.61 %10.58 %
Sector0.69 %1.97 %1.99 %7.98 %19.1 %
Rank within sector61 / 6965 / 6666 / 6663 / 6351 / 53
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Calendar performance

YTD-20172016201520142013
Fund0.78 %1.67 %-1.99 %7.26 %0.74 %
Sector2.84 %4.74 %-1.02 %6.9 %2.24 %
Rank within sector66 / 6665 / 6555 / 6338 / 5948 / 54
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Risk statistics

Alpha-1.49
Beta0.8
Sharpe-0
Volatility2.64
Tracking error1.2
Information ratio-1.61
R-Squared0.84

Price movement

52 week high12.959
52 week low12.6112
Current bid price0
Current offer price0
Current mid price12.8435

Holdings by region

  • 99.4% Europe
  • 0.6% Money Market

Holdings by sector

  • 28.1% Financials
  • 27.52% Industrials
  • 14.31% Government Agency Bonds
  • 14.12% Mortgage & Secured Bonds
  • 4.97% Local Government Bonds
  • 4.09% Fixed Interest
  • 2.96% Utilities
  • 1.75% Government Bonds
  • 1.38% Derivatives
  • 0.6% Money Market

Holdings by asset type

  • 99.4% European Fixed Interest
  • 0.6% Money Market

Individual holdings

-