1798 Fundamental Strategies

ISINKYG675281698

General information

Asset Class Alternatives
Category Fund of Hedge Funds
Fund base currency USD
Share Class reference currency EUR
Dividend Policy Accumulated
Total Assets (all classes) in mn EUR 887.74 31.05.2016
Number of positions - -
TER 1.79% 31.12.2014

Documents

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
Total Return 93.61%
Annualized Return 5.52%
Annualized Volatility 8.00%
Sharpe Ratio 0.62
Downside Deviation 5.11%
Positive Months 63.95%
Maximum Drawdown -18.48%
*  Risk-Free Rate 0.56% Target Rate 0.56%
Calculations based on monthly time series
Earliest Date: 31.12.2007, Latest date: 30.03.2020

Highlights

With more than 8 years of track record, the 1798 Fundamental Strategies Fund is a multistrategy fund that combines the best expertize of 1798, the LOIM hedge fund platform. The capital allocation committee is composed of seasoned investors who’s role is to select teams of talented and differentiated hedge fund managers and allocate capital to them to capture the best opportunity set. The Fund targets net returns of 8% with volatility around 8% in every economic cycles, independently of whether it is a bull or bear market. Also, the Fund aims at offering diversification to a global portfolio. As a result, It is intended that the Fund should have low directionality and thus low correlation to traditional asset classes. At the underlying strategies level, risk is monitored real time by the 1798 risk team who has full transparency on all positions, controls risk limits through proprietary tools and can enforce risk reduction if necessary. Investing in 1798 internal hedge funds only, enables Lombard Odier to better control risks and efficiently allocate capital due to full transparency.

Breakdowns


This information is not available for this fund at the moment.

Managers

1798 Capital Allocation Committee

Security numbers

Dealing

Subscriptions and redemptions frequency quarterly
Redemptions cut-off day T-45
NAV valuation point T
NAV calculation frequency Monthly
Minimum Investment USD 5 mn or equivalent
Management Fee 0.0%
Performance Fee None (investing in underlying funds with 20% performance fee)

Security Numbers

ISIN KYG675281698
TELEKURS 3502385

Prices

Export

Prices over selected period

Last EUR 0.00 30.03.2020
First EUR 0.00 31.12.2007
Highest EUR 0.00 30.03.2020
Lowest EUR 0.00 28.11.2008
* Earliest Date: 31.12.2007, Latest date: 30.03.2020

Documents

Professional investors only

Newsletter IM - Professional
31.03.2020

Annexe

UK Reporting Status - Reportable Income
28.06.2018

Legal Documents

Offering Memorandum
01.03.2019