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LO Funds - Alternative Risk Premia SH (EUR) NA

Ranked 70 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 : 30/04/2017 - 30/04/2018
  • Rank 70/107 Total Return
  • Rank 100/107 Standard Deviation
  • Rank 96/107 Max Drawdown
Fund Name Currency Return
68 Legg Mason EnTrustPermal Alt Inc Strat A EUR Ac H

Currency exposure is hedged

Currency exposure is hedged

EUR

-1.3%

69 Aviva Investors Multi-Strategy Target Return A EUR EUR

-1.3%

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

Currency exposure is hedged

Currency exposure is hedged

EUR

-1.5%

71 Baumann and Partners - Premium Select P EUR

-1.6%

72 Kapital Total Return AMI P EUR

-1.6%

Fund Name Currency Risk
98 JPM Global Macro Opportunities A Acc EUR EUR

8.2

99 Veritas Global Real Return EUR A

Currency exposure is hedged

Currency exposure is hedged

EUR

8.6

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

Currency exposure is hedged

Currency exposure is hedged

EUR

9.4

101 THEAM Quant FI High Vol I EUR

11.6

102 Okavango Delta A, FI EUR

12.1

Fund Name Currency Loss
94 Hadron Alpha Select EUR EUR

-7.8%

95 Lemanik Sicav - Global Strategy Fund R EUR EUR

-7.9%

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

Currency exposure is hedged

Currency exposure is hedged

EUR

-8.4%

97 THEAM Quant FI High Vol I EUR

-8.9%

98 Amundi Funds II Global Mlt-Ast Tgt Inc A ND EUR EUR

-9.6%

Total Return

Quarterly Performance

to 31/03/2018 Annual Q1 Q2 Q3 Q4
2018 -6.4%
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 size18Mn
  • 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).