LO Funds (CH)
Swiss Leaders

ISINCH0011786628

General information

Morningstar
Asset Class Equities
Category Switzerland
Share Class reference currency CHF
Benchmark SPI TR®
Dividend Policy Distribution
Total Assets (all classes) in mn CHF 70.54 31.03.2020
Assets (share class) in mn CHF 34.57 31.03.2020
Number of positions 26 31.03.2020
TER 1.71% 31.01.2020

Documents

KIID
Prospectus
Fact Sheet (marketing document)
Newsletter IM - Professional

Risk rating

Lower risk Higher risk
1
2
3
4
5
6
7
Typically lower reward Typically higher reward

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.

Performance & statistics

Fund Benchmark
Total Return 90.21% 111.07%
Annualized Return 3.41% 3.97%
Annualized Volatility 13.30% 13.44%
Sharpe Ratio 0.23 0.27
Downside Deviation 9.65% 9.73%
Positive Months 59.31% 61.04%
Maximum Drawdown -51.70% -48.84%
*  Risk-Free Rate 0.39% Target Rate 0.39%
Calculations based on monthly time series
Earliest Date: 21.02.2001, Latest date: 01.04.2020
Fund vs Benchmark
Correlation 0.992
R2 0.984
Alpha -0.04%
Beta 0.982
Tracking Error 1.71%
Information Ratio -0.336

Highlights

LO Funds (CH) - Swiss Leaders is an actively managed portfolio. Its long-only Swiss equity strategy has been in place since February 2001. It invests mainly in large cap Swiss equity securities. It seeks to outperform SPI TR® index (registered trademark of SIX Swiss Exchange AG) over the long-term. The investment approach is bottom-up and based on rigorous fundamental research aiming to identify leading firms with clear competitive advantages, proven management, core competencies and above average growth perspectives. The portfolio is composed of around 30 positions and has a core allocation to blue-chip stocks alongside a dynamic exposure to the best small and mid-cap ideas. Risk management is performed by fund managers at a portfolio level, alongside independent teams who manage investment risks and monitor operational risks.

Breakdowns

Top 10 (in %)

Nestlé 0.00%
Roche 0.00%
Novartis 0.00%
Zurich Insurance 0.00%
UBS 0.00%
LafargeHolcim 0.00%
ABB 0.00%
Cie Financiere Richemont 0.00%
Lonza Group 0.00%
Temenos 0.00%

Sectors (in %)

Health care 0.00%
Consumer staples 0.00%
Financials 0.00%
Industrials 0.00%
Materials 0.00%
Information technology 0.00%
Consumer discretionary 0.00%
Communication services 0.00%
Others (liquid assets incl.) 0.00%

Countries (in %)

Switzerland 0.00%
Austria 0.00%
Liquid assets 0.00%

Currencies (in %)

CHF 0.00%

Managers

Johan Utterman Investment Management (Global Equities)
Read more
Fabian Wiederin Investment Management (Swiss Equities)
Damian Burkhardt Investment Management (Swiss Equities)

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
NAV valuation point T
NAV calculation day T+1
NAV calculation frequency Daily
Minimum Investment One share
Management Fee 0.75%
Distribution Fee 0.75%

Security Numbers

BLOOMBERG DHSWLDR SW
ISIN CH0011786628
REUTERS 1178662X.CHE
TELEKURS 1178662
SEDOL GBB9L4PR5

Prices

Export

Prices over selected period

Last CHF 0.00 01.04.2020
First CHF 0.00 21.02.2001
Highest CHF 0.00 19.02.2020
Lowest CHF 0.00 12.03.2003
* Earliest Date: 21.02.2001, Latest date: 01.04.2020

Documents

Professional investors only

Newsletter IM - Professional
29.02.2020

Reporting

Performance Review
29.02.2020
Fact Sheet (marketing document)
29.02.2020

Legal Documents

Prospectus
19.03.2020
Semi-Annual Report
31.01.2020
Key Investor Information Document
16.01.2020
Annual Report
31.07.2019