LO Funds (CH)
Swiss Equity Factor Enhanced

ISINCH0116771202

General information

Asset Class Equities
Category Switzerland
Share Class reference currency CHF
Benchmark SPI TR®
Dividend Policy Distribution
Total Assets (all classes) in mn CHF 34.66 31.03.2020
Assets (share class) in mn CHF 1.12 31.03.2020
Number of positions 58 31.03.2020
TER 1.21% 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 74.27% 85.49%
Annualized Return 5.67% 6.33%
Annualized Volatility 11.12% 11.21%
Sharpe Ratio 0.55 0.61
Downside Deviation 7.32% 7.31%
Positive Months 61.48% 63.11%
Maximum Drawdown -16.36% -16.13%
*  Risk-Free Rate -0.46% Target Rate -0.46%
Calculations based on monthly time series
Earliest Date: 22.03.2010, Latest date: 02.04.2020
Fund vs Benchmark
Correlation 0.999
R2 0.997
Alpha -0.05%
Beta 0.991
Tracking Error 0.58%
Information Ratio -1.080

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.

Breakdowns

Top 10 (in %)

Nestlé 0.00%
Roche 0.00%
Novartis 0.00%
Zurich Insurance 0.00%
Credit Suisse Group 0.00%
UBS 0.00%
Geberit Ag-Reg 0.00%
Swisscom Ag-Reg 0.00%
Swiss Re 0.00%
Sonova Holding 0.00%

Sectors (in %)

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

Countries (in %)

Switzerland 0.00%
Austria 0.00%
Liechtenstein 0.00%
Netherlands 0.00%
Liquid assets 0.00%

Currencies (in %)

CHF 0.00%

Managers

Alexey Medvedev Investment Management (Systematic Equities & Alternatives)
Read more
Nicolas Mieszkalski Investment Management (Systematic Equities & Alternatives)
Read more

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

Prices

Export

Prices over selected period

Last CHF 0.00 02.04.2020
First CHF 0.00 22.03.2010
Highest CHF 0.00 19.02.2020
Lowest CHF 0.00 10.08.2011
* Earliest Date: 22.03.2010, Latest date: 02.04.2020

Documents

Professional investors only

Newsletter IM - Professional
30.09.2019

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