Fact sheet: LO USEqtyFctrEnhcd

Fund information

Fund name
LO US Equity Factor Enhanced (USD) PA
Fund company manager
Lombard Odier
Fund type
SIB
Fund manager(s)
Alexey Medvedev
since 25/06/2016
Deruaz A.
since 25/06/2016
Fund objective
LO Funds - US Equity Factor Enhanced is a rule-based portfolio. Its long-only US equity strategy has been in place since June 2015. It invests in securities within the S&P 500 universe. It seeks to offer higher risk-adjusted returns compared to the S&P 500 index. The investment approach seeks to offer a transparent, systematic and dynamic process combining: i) a factor-based stock selection focusing on Value, Quality, Momentum, Low Risk and Small Size; ii) a riskbased allocation achieving diversification by equalizing the risk contribution of sectors to the portfolio; and iii) an adjustment of factors relative importance to prevailing economic and market environments. The portfolio typically holds around 100 stocks and is rebalanced on a quarterly basis. Risk management is performed by fund managers at a portfolio level, alongside independent teams who oversee investment, counterparty and operational risks.
Benchmark
S&P 500 Index
Investment style
Growth
Investment method
Shares

Quick stats

1 Year return

13.23 %

1 Year rank in sector

127/209

Sector

FO Equity - USA

Yield
-
Fund size

£ 169.2 m

FE Risk score

71

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    96.3%
  • UK
    1.6%
  • Others
    1.4%
  • Money Market
    0.7%
  • US Equities
    96.3%
  • UK Equities
    1.6%
  • International Equities
    1.4%
  • Money Market
    0.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.89 %6.84 %13.23 %0 %0 %
Sector0.93 %7.71 %15.55 %23.04 %79.99 %
Rank within sector51 / 219128 / 216127 / 209 / /
Quartile th1 st3 rd3 rd th th

Calendar performance

YTD-20172016201520142013
Fund11.09 %12.25 %0 %0 %0 %
Sector14.06 %8.86 %-1.57 %10.68 %31.81 %
Rank within sector138 / 21168 / 195 / / /
Quartile th3 rd2 nd th th th

Price movement

52 week high12.3745
52 week low10.8552
Current bid price0
Current offer price0
Current mid price12.3657

Holdings by region

  • 96.3% USA
  • 1.6% UK
  • 1.4% Others
  • 0.7% Money Market

Holdings by sector

-

Holdings by asset type

  • 96.3% US Equities
  • 1.6% UK Equities
  • 1.4% International Equities
  • 0.7% Money Market

Individual holdings

  • 2.2% CLOROX CO
  • 2.2% MCCORMICK & CO INC
  • 2.1% CHURCH & DWIGHT
  • 1.9% AT&T INC
  • 1.9% ENTERGY CORP
  • 1.8% ALLIANT ENERGY CORP
  • 1.8% AMEREN CORP
  • 1.8% EVERSOURCE ENERGY
  • 1.8% PINNACLE WEST CAPITAL CORP
  • 1.8% PUBLIC SERVICE ENTERPRISE GROUP INC