Fact sheet: LO SwisFranc CrdBd Forgn

Fund information

Fund name
LO Swiss Franc Credit Bond (Foreign) R A
Fund company manager
Lombard Odier
Fund type
SIB
Fund manager
David Perez
since 01/09/2011
Fund objective
The sub-fund invests in bonds from foreign public or private issuers. At least two thirds of assets are invested in Swiss franc-denominated securities graded from A to BBB. The security selection process consists of three sources of performance (sectors, issuers, issues) and combines a topdown (credit market analysis) and bottom-up (issuer-specific risks) approach.
Benchmark
SBI Foreign A-BBB
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

-1.12 %

1 Year rank in sector

12/19

Sector

FO Fixed Int - Other Single Inv Grade

Yield
-
Fund size

£ 461.7 m

FE Risk score

100

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Europe
    98.5%
  • Money Market
    1.5%
  • BBB
    52.8%
  • A
    36.36%
  • BB
    5.43%
  • B
    2.77%
  • Money Market
    1.46%
  • European Fixed Interest
    98.5%
  • Money Market
    1.5%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.22 %0.09 %-1.12 %0.23 %4.88 %
Sector-0.3 %0.81 %-0.19 %8.9 %10.49 %
Rank within sector11 / 199 / 1912 / 1913 / 166 / 12
Quartile th3 rd2 nd3 rd4 th2 nd

Calendar performance

YTD-20172016201520142013
Fund-0.11 %0.77 %-0.91 %2.49 %1.69 %
Sector0.97 %4.81 %0.25 %3.47 %0.78 %
Rank within sector8 / 1910 / 1913 / 1612 / 162 / 12
Quartile th2 nd3 rd4 th3 rd1 st

Risk statistics

Alpha-0.45
Beta0.21
Sharpe-0
Volatility1.87
Tracking error2.39
Information ratio-1.12
R-Squared0.05

Price movement

52 week high13.5346
52 week low13.3083
Current bid price0
Current offer price0
Current mid price13.3504

Holdings by region

  • 98.5% Europe
  • 1.5% Money Market

Holdings by sector

  • 52.8% BBB
  • 36.36% A
  • 5.43% BB
  • 2.77% B
  • 1.46% Money Market
  • 0.91% Non-Rated
  • 0.27% AA

Holdings by asset type

  • 98.5% European Fixed Interest
  • 1.5% Money Market

Individual holdings

-