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
Credit Suisse Asset Management
since 14/04/2008
Fund objective
This fund is a money market fund with the objectives of capital preservation, high liquidity, and returns in line with a one-month local currency eurodeposit benchmark. The fund employs strict diversification rules and invests in shortterm, high quality money market instruments such as commercial paper, certificates of deposit, time deposits fixedrate bonds and floating-rate notes.
Benchmark
Citigroup USD Eurodeposit 1 Month
Investment style
None
Investment method
None

Quick stats

1 Year return

0.61 %

1 Year rank in sector

25/57

Sector

FO Currency - US Dollar

Yield
-
Fund size

£ 698.1 m

FE Risk score

84

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    15.7%
  • Others
    14.1%
  • Germany
    13.1%
  • France
    12.9%
  • UK
    11.9%
  • Money Market
    100%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.07 %0.37 %0.61 %0.62 %0.31 %
Sector0.04 %0.18 %0.44 %0.72 %0.72 %
Rank within sector24 / 5827 / 5725 / 5730 / 5231 / 46
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Calendar performance

YTD-20172016201520142013
Fund0.49 %0.3 %-0.11 %-0.2 %-0.16 %
Sector0.25 %0.4 %0.08 %-0 %-0.09 %
Rank within sector27 / 5720 / 5448 / 5243 / 4841 / 46
Quartile th2 nd2 nd4 th4 th4 th

Risk statistics

Alpha0.04
Beta0.62
Sharpe-
Volatility0.1
Tracking error0.09
Information ratio-0.49
R-Squared0.3

Price movement

52 week high10.2732
52 week low10.2116
Current bid price0
Current offer price0
Current mid price10.2734

Holdings by region

  • 15.7% USA
  • 14.1% Others
  • 13.1% Germany
  • 12.9% France
  • 11.9% UK
  • 8% Canada
  • 6.7% Luxembourg
  • 6.2% Cayman Islands
  • 5.8% China
  • 5.6% Hong Kong

Holdings by sector

  • 100% Money Market

Holdings by asset type

  • 100% Money Market

Individual holdings

-