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LO Funds - Alternative Risk Premia SH (EUR) NA

Ranked 91 out of 110 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 : 30/09/2017 - 30/09/2018
  • Rank 91/110 Total Return
  • Rank 105/110 Standard Deviation
  • Rank 100/110 Max Drawdown
Fund Name Currency Return
89 ERAAM Premia Low Vol A EUR

-3.6%

90 LUX IM Eurizon MltAst Opt Dvsfd Appr DL Cap EUR EUR

-3.7%

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

Currency exposure is hedged

Currency exposure is hedged

EUR

-3.8%

92 Helium Selection A EUR Cap EUR

-3.9%

93 ShelteR Invest Best Alternative UCITS I EUR Acc EUR

-4.1%

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

8.6

104 SPS Active Value Selection EUR

9.0

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

Currency exposure is hedged

Currency exposure is hedged

EUR

9.2

106 THEAM Quant FI High Vol I EUR

10.4

107 Okavango Delta A, FI EUR

12.1

Fund Name Currency Loss
98 Gothaer Multi Select EUR

-7.5%

99 ERAAM Premia A EUR

-7.5%

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

Currency exposure is hedged

Currency exposure is hedged

EUR

-8.4%

101 JPM Systematic Alpha A Acc EUR EUR

-8.5%

102 THEAM Quant FI High Vol I EUR

-9.3%

Total Return

Quarterly Performance

to 30/09/2018 Annual Q1 Q2 Q3 Q4
2018 -6.4% -0.7% 1.0%
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 size11Mn
  • 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).