fund details.

LO Funds (CH)

Swiss Equity Factor Enhanced P D

HIGHLIGHTS

LO Funds (CH) - Swiss Equity Factor Enhanced is a rule-based portfolio. This long-only strategy has been in place since December 2016, and prior to this was managed as a tracker against the SMI TR® Index. The portfolio is invested in securities within the SPI universe. The objective of the strategy is capital appreciation. The investment approach is systematic and transparent, and combines: i) a factor based stock selection focusing on Value, Quality, Momentum, Low Risk and Small Size stocks; ii) a risk-based capital allocation. The portfolio typically holds between 75 and 150 stocks and is rebalanced on a semi-annual basis. Risk management is performed by fund managers at a portfolio level, alongside independent teams who oversee investment, counterparty and operational risks.

MANAGERS

Manager Profiles

Alexey Medvedev Genève Investment Management (Systematic Equities & Alternatives)

Alexey Medvedev is a Portfolio Manager in the Smart Beta Team within LOIM’s Solutions Group. He joined LOIM in August 2008 as a risk manager in the funds of hedge funds team and then was an equity analyst  Read more

Nicolas Mieszkalski Genève Investment Management (Systematic Equities & Alternatives)

Nicolas Mieszkalski is a Portfolio Manager in the Systematic Equities team. He manages the LO Funds - Global Responsible Equity, LO Funds – Europe responsible Equity Enhanced, LO Funds – Japan Responsible  Read more

GENERAL INFORMATION

Overview

Asset Class Equities
Category Switzerland
Share Class reference currency CHF
Benchmark SPI TR®
Dividend Policy Distribution
Distribution November

Latest Data

Performance YTD 23.23% 12.09.2019
Total Assets (all classes) in mn CHF 44.85 31.08.2019
Assets (share class) in mn CHF 1.96 31.08.2019
NAV (CHF) 161.77 12.09.2019
Highest - Last 12 months 162.21 06.09.2019
Lowest - Last 12 months 127.93 27.12.2018
Number of positions 51 31.08.2019
TER 1.15% 31.01.2019

Cumulative Performance

 
Past performance is not a guide to future performance. The performance data do not take account of the commissions and costs incurred on the issue and redemption of units, performance is presented net of fees. The NAV of fund units and official prices of benchmarks are used for performance comparison purposes. Source of the figures: Lombard Odier.

PRICES

Period
(Earliest Date: 22.03.2010)
(Latest date: 12.09.2019)

Prices over selected period

Last CHF 161.77 12.09.2019
First CHF 100.00 22.03.2010
Highest CHF 162.21 06.09.2019
Lowest CHF 73.22 10.08.2011

PERFORMANCE & STATISTICS

Statistics (22.03.2010 - 12.09.2019) ¹

( Earliest Date : 22.03.2010)
Go
( Latest date : 12.09.2019)
Fund Benchmark
Total Return 90.26% 101.55%
Annualized Return 6.99% 7.64%
Annualized Volatility 10.98% 11.07%
Sharpe Ratio 0.68 0.73
Downside Deviation 6.97% 6.96%
Positive Months 61.74% 63.48%
Maximum Drawdown -16.36% -16.13%
Fund vs Benchmark
Correlation 0.999
R2 0.997
Alpha -0.04%
Beta 0.990
Tracking Error 0.58%
Information Ratio -1.060
Risk-Free Rate -0.43% Target Rate -0.43%
¹ Calculations based on monthly time series

Cumulative Performance

 
Past performance is not a guide to future performance. The performance data do not take account of the commissions and costs incurred on the issue and redemption of units, performance is presented net of fees. The NAV of fund units and official prices of benchmarks are used for performance comparison purposes. Source of the figures: Lombard Odier.

BREAKDOWNS

Period

Top 10 (in %)

Nestlé
23.70%
Novartis
17.00%
Roche
13.90%
Zurich Insurance
3.60%
Credit Suisse Group
3.10%
UBS
2.90%
Cie Financiere Richemont
2.10%
Geberit Ag-Reg
2.10%
Swiss Re
2.10%
ABB
2.00%

Sectors (in %)

Health care
35.20%
Consumer staples
24.50%
Financials
16.30%
Industrials
9.50%
Information technology
3.90%
Consumer discretionary
3.60%
Materials
3.60%
Communication services
1.70%
Real Estate
1.20%
Others (liquid assets incl.)
0.50%

Countries (in %)

Switzerland
100.20%
Netherlands
0.40%
Liquid assets
-0.60%

Currencies (in %)

CHF
99.99%

SECURITY NUMBERS

Dealing

Subscriptions and redemptions frequency Daily
Subscriptions and redemptions cut-off day T
Subscriptions and redemptions cut-off time 12:00 CET
Subscriptions and redemptions settlement date T+2
Subscriptions and redemptions dealing charge (LC) 0.02%
NAV valuation point T
NAV calculation day T+1
NAV calculation frequency Daily
Minimum Investment One share
Management Fee 0.50%
Distribution Fee 0.50%

Security Numbers

BLOOMBERG LOSWEPD SW
ISIN CH0116771202
REUTERS 11677120X.CHE
TELEKURS 11677120

Share Quotation

Electronic Media

DOCUMENTATION

Professional investors only Date DE EN FR IT
Newsletter IM - Professional 28.02.2019      
Reporting Date DE EN FR IT
Fact Sheet 31.08.2019
Performance Review 31.08.2019
Legal Documents Date DE EN FR IT
Key Investor Information Document 18.01.2019
Prospectus 31.03.2019  
Annual Report 31.07.2018  
Semi-Annual Report 31.01.2019