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
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

0.64 %

1 Year rank in sector

25/57

Sector

FO Currency - US Dollar

Yield
-
Fund size

£ 692.6 m

FE Risk score

88

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    18.3%
  • Germany
    16.2%
  • France
    11.1%
  • USA
    11.1%
  • UK
    9.6%
  • Money Market
    100%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.07 %0.4 %0.64 %0.69 %0.37 %
Sector0.09 %0.17 %0.47 %0.8 %0.75 %
Rank within sector21 / 5825 / 5725 / 5730 / 5231 / 46
Quartile th2 nd2 nd2 nd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.55 %0.3 %-0.11 %-0.2 %-0.16 %
Sector0.33 %0.4 %0.08 %-0 %-0.09 %
Rank within sector25 / 5720 / 5448 / 5243 / 4841 / 46
Quartile th2 nd2 nd4 th4 th4 th

Risk statistics

Alpha0.05
Beta0.64
Sharpe-
Volatility0.1
Tracking error0.09
Information ratio-0.43
R-Squared0.33

Price movement

52 week high10.2795
52 week low10.2144
Current bid price0
Current offer price0
Current mid price10.2795

Holdings by region

  • 18.3% Others
  • 16.2% Germany
  • 11.1% France
  • 11.1% USA
  • 9.6% UK
  • 8.2% Canada
  • 7.4% Cayman Islands
  • 6.6% China
  • 5.8% Luxembourg
  • 5.7% Hong Kong

Holdings by sector

  • 100% Money Market

Holdings by asset type

  • 100% Money Market

Individual holdings

-