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LO Funds - Alternative Risk Premia SH (EUR) NA

Ranked 88 out of 107 in - Multi Strategy over 12 months
All calculations are in EUR unless stated

Objective

The fund is a rule-based portfolio of long-short strategies launched in August 2014. It invests across multiple asset classes (equities, bonds, currencies, commodities, volatility) through liquid derivatives. It seeks to provide uncorrelated sources of returns to traditional asset classes and targets +5-7% (net of fees) annualized returns above cash with a volatility of 6-8%. Selected strategies are designed to be simple, stable and persistent with strong economic and financial rationales. They draw on two complementary sources of return: income and trend.

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Performance

Multi Strategy over : 30/06/2017 - 30/06/2018
  • Rank 88/107 Total Return
  • Rank 101/107 Standard Deviation
  • Rank 96/107 Max Drawdown
Fund Name Currency Return
86 LUX IM Eurizon MltAst Opt Dvsfd Appr DL Cap EUR EUR

-3.1%

87 Barings Dynamic Absolute Return I EUR Hedged Acc

Currency exposure is hedged

Currency exposure is hedged

EUR

-3.5%

88 LO Funds - Alternative Risk Premia SH (EUR) NA

Currency exposure is hedged

Currency exposure is hedged

EUR

-3.6%

89 Twenty First Capital Tactical Long/Short B EUR

-3.7%

90 Invesco Global Targeted Returns A Acc EUR EUR

-4.0%

Fund Name Currency Risk
99 Veritas Global Real Return EUR A

Currency exposure is hedged

Currency exposure is hedged

EUR

8.9

100 JPM Global Macro Opportunities A Acc EUR EUR

9.1

101 LO Funds - Alternative Risk Premia SH (EUR) NA

Currency exposure is hedged

Currency exposure is hedged

EUR

9.3

102 THEAM Quant FI High Vol I EUR

11.1

103 Okavango Delta A, FI EUR

11.4

Fund Name Currency Loss
95 JPM Systematic Alpha A Acc EUR EUR

-8.4%

96 LO Funds - Alternative Risk Premia SH (EUR) NA

Currency exposure is hedged

Currency exposure is hedged

EUR

-8.4%

97 FCS World Equities Fund A EUR

-8.5%

98 Lemanik Sicav - Global Strategy Fund R EUR EUR

-9.2%

Total Return

Quarterly Performance

to 30/06/2018 Annual Q1 Q2 Q3 Q4
2018 -6.4% -0.7%
2017 8.8% 3.1% 1.8% 1.2% 2.4%
2016 0.7% 3.7% -1.8% 0.4% -1.5%
2015 -2.0% 7.2% -5.2% -2.9% -0.8%
2014 3.2%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. France
  3. Germany
  4. Liechtenstein
  5. Luxembourg
  6. Netherlands
  7. Norway
  8. Sweden
  9. Switzerland

Fund Info

  • Launch date06/08/2014
  • Share Class size17Mn
  • Base currencyCHF
  • ISIN LU1087779077
  • Currency exposure is hedged

Purchase Info

  • Min. initial investment1Mn
  • Min. regular additional investment0

Charges

  • Annual management0.85%

Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in the currency and currencies indicated).