Fact sheet: LO SwisFranc Bd Forgn

Fund information

Fund name
LO Swiss Franc Bond (Foreign) P A
Fund company manager
Lombard Odier
Fund type
SIB
Fund manager(s)
David Perez
since 01/09/2011
Yannik Zufferey
since 01/06/2010
Marc Van Heems
since 31/08/2015
Markus Thöny
since 01/01/2012
Fund objective
LO Funds - Swiss Franc Bond (Foreign) is an actively managed long-only fixed income strategy launched in August 2012. It invests mainly in bonds issued by foreign public and private issuers, denominated in Swiss francs. It seeks to outperform the SBI Foreign AAA-BBB index (registered trademark of SIX Swiss Exchange AG) over the long-term. The investment approach focuses on several sources of performance including the active management of duration, the positioning on the interest rate curve, the allocation between government bonds and credit, the sectorial and geographical allocation as well as the issuers and issues selection. The selection process is backed by robust internal research and combines top-down allocation decisions, complemented by a bottom-up bond selection.
Benchmark
SBI Foreign AAA-BBB
Investment style
Active
Investment method
None

Quick stats

1 Year return

-0.13 %

1 Year rank in sector

9/19

Sector

FO Fixed Int - Other Single Inv Grade

Yield
-
Fund size

£ 22.7 m

FE Risk score

89

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    31.6%
  • USA
    12.1%
  • Netherlands
    11.2%
  • France
    11.1%
  • UK
    9.7%
  • Financials
    46.07%
  • Industrials
    26.41%
  • Government Agency Bonds
    12.92%
  • Utilities
    5.14%
  • Fixed Interest
    2.76%
  • Global Fixed Interest
    31.6%
  • US Fixed Interest
    12.1%
  • Dutch Fixed Interest
    11.2%
  • French Fixed Interest
    11.1%
  • UK Fixed Interest
    9.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.26 %0.03 %-0.08 %0.4 %4.66 %
Sector-0.38 %0.2 %0.67 %5.19 %10.56 %
Rank within sector7 / 196 / 199 / 198 / 156 / 13
Quartile th2 nd2 nd2 nd3 rd2 nd

Calendar performance

YTD-20182017201620152014
Fund-0.1 %0.27 %1.59 %-0.53 %2.35 %
Sector-0.18 %1.25 %4.81 %0.25 %3.47 %
Rank within sector6 / 199 / 197 / 1810 / 1512 / 14
Quartile th2 nd2 nd2 nd3 rd4 th

Risk statistics

Alpha0.04
Beta0.2
Sharpe-0
Volatility1.72
Tracking error2.26
Information ratio-0.71
R-Squared0.05

Price movement

52 week high24.1433
52 week low23.9732
Current bid price0
Current offer price0
Current mid price24.0247

Holdings by region

  • 31.6% Others
  • 12.1% USA
  • 11.2% Netherlands
  • 11.1% France
  • 9.7% UK
  • 6.9% Luxembourg
  • 6.6% Australia
  • 5.3% Austria
  • 3.3% Sweden
  • 2.2% Money Market

Holdings by sector

  • 46.07% Financials
  • 26.41% Industrials
  • 12.92% Government Agency Bonds
  • 5.14% Utilities
  • 2.76% Fixed Interest
  • 2.6% Mortgage & Secured Bonds
  • 1.8% Local Government Bonds
  • 1.23% Derivatives
  • 0.8% Government Bonds
  • 0.27% Money Market

Holdings by asset type

  • 31.6% Global Fixed Interest
  • 12.1% US Fixed Interest
  • 11.2% Dutch Fixed Interest
  • 11.1% French Fixed Interest
  • 9.7% UK Fixed Interest
  • 6.9% Luxembourg Fixed Interest
  • 6.6% Australian Fixed Interest
  • 5.3% Austrian Fixed Interest
  • 3.3% Swedish Fixed Interest
  • 2.2% Money Market

Individual holdings

-