Fact sheet: LO USRsEqEnhcd

Fund information

Fund name
LO US Responsible Equity 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 Responsible Equity Enhanced is a systematically-managed long-only strategy launched in June 2015, investing in US Equities. The fund belongs to our range of systematic regional and global funds using the same Responsible principles. It aims to combine stringent Responsible criteria and outperform the S&P 500 over the long-term. The Fund aims to avoid companies that are: engaged in unethical businesses; exposed to structural regulatory risks; and/or the subject of severe controversies. Using a proprietary ESG (Environmental, Social and Governance) measurement approach – one that focuses on tangible results – the Fund excludes the worst companies in each sector and aims to identify truly sustainable businesses. In order to deliver robust risk-adjusted returns, the fund implements then a dynamic factor-based stock selection focusing on Value, Quality, Momentum, Low Risk and Small Size while favouring the lowest carbon emitters in each sector and those companies demonstrating tangible results with their ESG policies
Benchmark
S&P 500 Index
Investment style
Growth
Investment method
Shares

Quick stats

1 Year return

16.62 %

1 Year rank in sector

141/209

Sector

FO Equity - USA

Yield
-
Fund size

£ 184.8 m

FE Risk score

73

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    95%
  • UK
    2.4%
  • Others
    1.4%
  • Money Market
    1.2%
  • US Equities
    95%
  • UK Equities
    2.4%
  • International Equities
    1.4%
  • Money Market
    1.2%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.83 %10.48 %16.97 %0 %0 %
Sector4.25 %11.57 %20.35 %33.97 %81.46 %
Rank within sector176 / 219146 / 218141 / 209 / /
Quartile th4 th3 rd3 rd th th

Calendar performance

YTD-20182017201620152014
Fund3 %14.32 %12.25 %0 %0 %
Sector4.7 %16.78 %8.86 %-1.57 %10.68 %
Rank within sector190 / 219133 / 20966 / 193 / /
Quartile th4 th3 rd2 nd th th

Price movement

52 week high13.1079
52 week low11.1319
Current bid price0
Current offer price0
Current mid price13.1079

Holdings by region

  • 95% USA
  • 2.4% UK
  • 1.4% Others
  • 1.2% Money Market

Holdings by sector

-

Holdings by asset type

  • 95% US Equities
  • 2.4% UK Equities
  • 1.4% International Equities
  • 1.2% Money Market

Individual holdings

  • 2.4% TECHNIPFMC PLC
  • 2.1% INTERNATIONAL FLAVORS & FRAGRANCES
  • 1.9% CHURCH & DWIGHT
  • 1.9% CLOROX CO
  • 1.7% AT&T INC
  • 1.7% BECTON DICKINSON & CO
  • 1.7% MCCORMICK & CO INC
  • 1.6% HERSHEY CO
  • 1.5% CONAGRA BRANDS INC
  • 1.5% ESTEE LAUDER COMPANIES INC