Fact sheet: LO Gbl Gov Fndmntl

Fund information

Fund name
LO Global Government Fundamental (EUR) P A
Fund company manager
Lombard Odier
Fund type
SIB
Fund manager
Gregor Macintosh
since 01/09/2011
Fund objective
The fund invests mainly in fixed income and currencies from developed markets. It seeks to offer higher risk-adjusted returns compared with traditional fixed income market cap indices .
Benchmark
Barclays Global Treasury Unhedged
Investment style
Active
Investment method
Fixed Interest

Quick stats

1 Year return

-4.78 %

1 Year rank in sector

293/305

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 142.0 m

FE Risk score

77

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    58.04%
  • USA
    12.16%
  • Germany
    5.12%
  • Japan
    4.75%
  • Czech Republic
    4.54%
  • AA
    38.07%
  • AAA
    30.57%
  • A
    19.94%
  • BBB
    7.89%
  • BB
    3.4%
  • Global Fixed Interest
    58.04%
  • US Fixed Interest
    12.16%
  • German Fixed Interest
    5.12%
  • Japanese Fixed Interest
    4.75%
  • Czech Fixed Interest
    4.54%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-2.21 %-1.25 %-5.16 %6.36 %4.98 %
Sector-0.03 %2.62 %2.04 %5.28 %10.77 %
Rank within sector317 / 339305 / 327293 / 305107 / 263125 / 188
Quartile th4 th4 th4 th2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund-2.28 %1.85 %1.73 %12.28 %-6.75 %
Sector2.78 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector304 / 323205 / 29135 / 26618 / 231185 / 204
Quartile th4 th3 rd1 st1 st4 th

Risk statistics

Alpha1.16
Beta1.08
Sharpe-0
Volatility5.81
Tracking error4.99
Information ratio0.23
R-Squared0.26

Price movement

52 week high11.1161
52 week low10.4383
Current bid price0
Current offer price0
Current mid price10.4675

Holdings by region

  • 58.04% Others
  • 12.16% USA
  • 5.12% Germany
  • 4.75% Japan
  • 4.54% Czech Republic
  • 4.17% Korea
  • 3.8% Norway
  • 3.67% Mexico
  • 3.62% Switzerland
  • 0.13% Money Market

Holdings by sector

  • 38.07% AA
  • 30.57% AAA
  • 19.94% A
  • 7.89% BBB
  • 3.4% BB
  • 0.13% Money Market

Holdings by asset type

  • 58.04% Global Fixed Interest
  • 12.16% US Fixed Interest
  • 5.12% German Fixed Interest
  • 4.75% Japanese Fixed Interest
  • 4.54% Czech Fixed Interest
  • 4.17% South Korean Fixed Interest
  • 3.8% Norwegian Fixed Interest
  • 3.67% Mexican Fixed Interest
  • 3.62% Swiss Fixed Interest
  • 0.13% Money Market

Individual holdings

-