Fact sheet: LO Sh-Trm Mo MktCHF

Fund information

Fund name
LO Short-Term Money Market (CHF) M A
Fund company manager
Lombard Odier
Fund type
SIB
Fund manager
Jerome Baillaud
since 01/11/2009
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 CHF Eurodeposit 1 Month
Investment style
-
Investment method
None

Quick stats

1 Year return

-0.82 %

1 Year rank in sector

19/21

Sector

FO Currency - Other

Yield
-
Fund size

£ 243.7 m

FE Risk score

91

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    18.8%
  • Switzerland
    14.5%
  • Cayman Islands
    11.2%
  • Others
    11%
  • Ireland
    10.4%
  • A+
    84.5%
  • AAA
    9.5%
  • A-
    6%
  • Money Market
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.07 %-0.41 %-0.82 %-2.03 %-2.12 %
Sector0.04 %0.37 %0.29 %-0.07 %0.25 %
Rank within sector19 / 2218 / 2119 / 2115 / 2014 / 19
Quartile th4 th4 th4 th3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.53 %-0.79 %-0.69 %-0.08 %-0.05 %
Sector0.7 %-0.05 %-0.67 %0.28 %-0.42 %
Rank within sector19 / 2117 / 2016 / 2013 / 1915 / 19
Quartile th4 th4 th4 th3 rd4 th

Risk statistics

Alpha-0.67
Beta-0.03
Sharpe-
Volatility0.08
Tracking error0.59
Information ratio-1.14
R-Squared0.05

Price movement

52 week high127.8028
52 week low126.7519
Current bid price0
Current offer price0
Current mid price126.7519

Holdings by region

  • 18.8% France
  • 14.5% Switzerland
  • 11.2% Cayman Islands
  • 11% Others
  • 10.4% Ireland
  • 9.1% Jersey
  • 7.8% UK
  • 6.9% Germany
  • 5.5% Netherlands
  • 4.8% Luxembourg

Holdings by sector

  • 84.5% A+
  • 9.5% AAA
  • 6% A-

Holdings by asset type

  • 100% Money Market

Individual holdings

-