Fact sheet: LO Sh-Trm Mo Mkt (€)

Fund information

Fund name
LO Short-Term Money Market (EUR) R A
Fund company manager
Lombard Odier
Fund type
SIB
Fund manager(s)
David Callahan
since 01/11/2009
Florian Helly
since 01/07/2010
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 EUR Eurodeposit 1 Month
Investment style
Liquidity
Investment method
None

Quick stats

1 Year return

-0.8 %

1 Year rank in sector

48/54

Sector

FO Currency - Euro

Yield
-
Fund size

£ 449.1 m

FE Risk score

79

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    36.9%
  • UK
    12.8%
  • Ireland
    11.5%
  • Germany
    9.8%
  • Cayman Islands
    7.3%
  • Money Market
    100%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.08 %-0.42 %-0.8 %-1.85 %-2.68 %
Sector-0.08 %-0.53 %-1.03 %-1.26 %-1.18 %
Rank within sector54 / 5650 / 5348 / 5446 / 4944 / 45
Quartile th4 th4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-0.66 %-0.63 %-0.46 %-0.43 %-0.46 %
Sector-0.85 %-0.4 %-0.07 %0.15 %0.02 %
Rank within sector48 / 5448 / 5244 / 4747 / 4844 / 45
Quartile th4 th4 th4 th4 th4 th

Risk statistics

Alpha-0.54
Beta0.19
Sharpe-
Volatility0.04
Tracking error0.14
Information ratio-1.47
R-Squared0.54

Price movement

52 week high109.5287
52 week low108.6589
Current bid price0
Current offer price0
Current mid price108.6589

Holdings by region

  • 36.9% France
  • 12.8% UK
  • 11.5% Ireland
  • 9.8% Germany
  • 7.3% Cayman Islands
  • 4.8% Jersey
  • 4.6% Luxembourg
  • 4.4% Others
  • 4% China
  • 3.9% Hong Kong

Holdings by sector

  • 100% Money Market

Holdings by asset type

  • 100% Money Market

Individual holdings

-