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
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
None
Investment method
Shares

Quick stats

1 Year return

8.62 %

1 Year rank in sector

183/208

Sector

FO Equity - USA

Yield
-
Fund size
-
FE Risk score

74

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    98.3%
  • UK
    1.4%
  • Money Market
    0.3%
  • US Equities
    98.3%
  • UK Equities
    1.4%
  • Money Market
    0.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.42 %5.7 %8.62 %0 %0 %
Sector1.44 %6.98 %14.88 %23.44 %81.46 %
Rank within sector172 / 219137 / 213183 / 208 / /
Quartile th4 th3 rd4 th th th

Calendar performance

YTD-20172016201520142013
Fund6.76 %12.25 %0 %0 %0 %
Sector9.88 %8.86 %-1.57 %10.68 %31.81 %
Rank within sector153 / 21366 / 198 / / /
Quartile th3 rd2 nd th th th

Price movement

52 week high11.9059
52 week low10.2949
Current bid price0
Current offer price0
Current mid price11.884

Holdings by region

  • 98.3% USA
  • 1.4% UK
  • 0.3% Money Market

Holdings by sector

-

Holdings by asset type

  • 98.3% US Equities
  • 1.4% UK Equities
  • 0.3% Money Market

Individual holdings

  • 2.2% CHURCH & DWIGHT
  • 2% CONSOLIDATED EDISON INC
  • 2% DTE ENERGY CO
  • 2% EDISON INTERNATIONAL
  • 2% MCCORMICK & CO INC
  • 2% PINNACLE WEST CAPITAL CORP
  • 1.9% ALLIANT ENERGY CORP
  • 1.9% AMEREN CORP
  • 1.9% HERSHEY CO
  • 1.8% AT&T INC