LO Funds - Alternative Risk Premia V300

Overview

Fund Strategy Multi Strategy
Fund Geography Global
Investment Advisor Lombard Odier Investment Managers
Portfolio Manager Laurent Joué, Marc Pellaud
Fund Currency USD
Fund AUM $53.5m
Fund AUM (GBP) £40m
Fund AUM as of 29 May 2018
Fund Inception 13 October 2016
Fund Indices AH Multi Strategy UCITS Index

Fund Objective

LO Funds - Alternative Risk Premia v300 is a rule-based portfolio of long-short strategies launched in October 2016. 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 +1.5-2.5% (net of fees) annualized returns above cash with a volatility of 2-3%. 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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