Fact sheet: LO Gbl Gov Fndmntl

Fund information

Fund name
LO Global Government Fundamental (EUR) R D
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

-5.84 %

1 Year rank in sector

296/306

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 144.1 m

FE Risk score

82

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    57.86%
  • USA
    11.82%
  • Germany
    5.16%
  • Japan
    4.69%
  • Czech Republic
    4.5%
  • AA
    37.41%
  • AAA
    30.67%
  • A
    19.84%
  • BBB
    7.89%
  • BB
    3.3%
  • Global Fixed Interest
    57.86%
  • US Fixed Interest
    11.82%
  • German Fixed Interest
    5.16%
  • Japanese Fixed Interest
    4.69%
  • Czech Fixed Interest
    4.5%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.75 %-2.62 %-5.84 %1.69 %2.06 %
Sector0.01 %2.35 %2.2 %6.22 %9.68 %
Rank within sector310 / 345305 / 331296 / 306196 / 256139 / 185
Quartile th4 th4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-3.49 %1.01 %0.92 %11.11 %-7.5 %
Sector3.34 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector299 / 318241 / 28751 / 26019 / 224186 / 198
Quartile th4 th4 th1 st1 st4 th

Risk statistics

Alpha-0.97
Beta1.02
Sharpe-0
Volatility5.7
Tracking error4.96
Information ratio-0.21
R-Squared0.24

Price movement

52 week high10.0856
52 week low9.3016
Current bid price0
Current offer price0
Current mid price9.3103

Holdings by region

  • 57.86% Others
  • 11.82% USA
  • 5.16% Germany
  • 4.69% Japan
  • 4.5% Czech Republic
  • 4.06% Korea
  • 3.95% Norway
  • 3.62% Mexico
  • 3.47% Luxembourg
  • 0.87% Money Market

Holdings by sector

  • 37.41% AA
  • 30.67% AAA
  • 19.84% A
  • 7.89% BBB
  • 3.3% BB
  • 0.87% Money Market

Holdings by asset type

  • 57.86% Global Fixed Interest
  • 11.82% US Fixed Interest
  • 5.16% German Fixed Interest
  • 4.69% Japanese Fixed Interest
  • 4.5% Czech Fixed Interest
  • 4.06% South Korean Fixed Interest
  • 3.95% Norwegian Fixed Interest
  • 3.62% Mexican Fixed Interest
  • 3.47% Luxembourg Fixed Interest
  • 0.87% Money Market

Individual holdings

-