Fact sheet: Lyxor Epsilon Global Trend

Fund information

Fund name
Lyxor Epsilon Global Trend A EUR
Fund company manager
Lyxor Asset Management S.A.S
Fund type
SIB
Fund manager(s)
Guillaume Jamet
since 01/06/2011
Jean-Marie Laurent
since 01/06/2011
EMERICK DUCHENE
since 01/06/2011
Fund objective
Lyxor Epsilon Global Trend Fund is an open-end fund incorporated in Ireland. The Fund seeks to achieve capital appreciation over the medium to long term by implementing the Lyxor Epsilon Global Trend Strategy, which provides exposure to several asset classes on the global markets (including equities, bonds, interest rates, volatilities and currencies), according to a systematic model based investment process that aims at implementing a trend-following strategy.
Benchmark
-
Investment style
Systematic Trend
Investment method
Mixed

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

1.34 %

1 Year rank in sector

99/150

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 242.4 m

FE Risk score

133

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund1.38 %5.26 %1.34 %20.21 %0 %
Sector0.65 %2.68 %3.42 %4.36 %9.16 %
Rank within sector35 / 15332 / 16999 / 15016 / 101 /
Quartile th1 st1 st3 rd1 st th

Calendar performance

YTD-20172016201520142013
Fund5.29 %-2.01 %4.07 %17.03 %0 %
Sector3.31 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector47 / 16177 / 12625 / 10314 / 88 /
Quartile th2 nd3 rd1 st1 st th

Risk statistics

Alpha2.43
Beta3.22
Sharpe0.09
Volatility10.43
Tracking error9.36
Information ratio0.39
R-Squared0.37

Price movement

52 week high137.6122
52 week low126.367
Current bid price0
Current offer price0
Current mid price135.9911

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-