LO Funds - Commodity Risk Premia

Overview

Fund Strategy Commodities
Fund Geography Global
Investment Advisor Lombard Odier Investment Managers
Portfolio Manager Laurent Joué, Marc Pellaud
Fund Currency USD
Fund AUM $472.3m
Fund AUM (GBP) £357m
Fund AUM as of 14 December 2018
Fund Inception 07 June 2011
Fund Indices AH Commodities UCITS Index

Fund Objective

LO Funds - Commodity Risk Premia is a rule-based long-only commodity strategy launched in July 2011. It offers exposure to commodities in the energy, agriculture and metal sectors. It seeks to deliver stronger riskadjusted returns over an economic cycle than traditional indices such as the Bloomberg Commodity Index. The investment approach seeks to replicate, through a Total Return Swap, LOIM Commodity index. This index equalises the risk contribution of three sectors (energy, metal, agriculture) and of individual commodities within each of these. The cost of rolling forward future contracts is optimisedwhilstaking into account the shape of
forward curves in commodity markets.

Reference Index

Bloomberg Commodity Index Total Return

Teaser@2x

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