Fact sheet: LO Sh-Trm Mo Mkt ($)

Fund information

Fund name
LO Short-Term Money Market (USD) R A
Fund company manager
Lombard Odier
Fund type
SIB
Fund manager(s)
David Callahan
since 30/11/2009
Florian Helly
since 01/06/2010
Fund objective
LO Funds - Short-Term Money Market (USD) is a conservatively managed cash management strategy launched in April 2008. The strategy invests in high quality (at least one top short-term rating) short-term money market instruments such as commercial paper, certificates of deposit, time deposits, fixed rate bonds and floating-rate notes within strict diversification rules and maturity limits. In addition, weighted average maturity (WAM) and weighted average life (WAL) are respectively limited to 60 days and 120 days. It aims to offer investors capital preservation, high liquidity, and returns in line with Citigroup‘s USD 1 Month Eurodeposit benchmark. Risk management is based on a combination of guideline compliance monitoring and liquidity stress test scenarios. The approach follows the conservative European Securities and Markets Authority (ESMA) guidelines for Short-Term Money Market funds.
Benchmark
Citigroup USD Eurodeposit 1 Month
Investment style
None
Investment method
None

Quick stats

1 Year return

0.71 %

1 Year rank in sector

24/57

Sector

FO Currency - US Dollar

Yield
-
Fund size

£ 694.5 m

FE Risk score

89

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Germany
    14.9%
  • UK
    13.5%
  • France
    13.3%
  • Others
    13%
  • USA
    13%
  • Money Market
    100%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.07 %0.43 %0.71 %0.86 %0.5 %
Sector0.04 %0.28 %0.48 %0.91 %0.8 %
Rank within sector21 / 5822 / 5824 / 5727 / 5230 / 46
Quartile th2 nd2 nd2 nd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.68 %0.3 %-0.11 %-0.2 %-0.16 %
Sector0.43 %0.4 %0.08 %-0 %-0.09 %
Rank within sector25 / 5720 / 5447 / 5242 / 4840 / 46
Quartile th2 nd2 nd4 th4 th4 th

Risk statistics

Alpha0.09
Beta0.66
Sharpe-
Volatility0.11
Tracking error0.09
Information ratio-0.13
R-Squared0.34

Price movement

52 week high10.2931
52 week low10.2203
Current bid price0
Current offer price0
Current mid price10.2931

Holdings by region

  • 14.9% Germany
  • 13.5% UK
  • 13.3% France
  • 13% Others
  • 13% USA
  • 8.1% Canada
  • 6.8% Cayman Islands
  • 6.1% Luxembourg
  • 5.8% Hong Kong
  • 5.5% China

Holdings by sector

  • 100% Money Market

Holdings by asset type

  • 100% Money Market

Individual holdings

-