LO Funds - Alternative Risk Premia

Investment Objective

LO Funds - Alternative Risk Premia is a rule-based portfolio of long-short strategies launched in August 2014. It invests across multiple asset classes (equities, credit, currencies, commodities, volatility) through liquid derivatives. It seeks to provide uncorrelated sources of returns to traditional asset classes. 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. Income tends to deliver a regular yield flow in stable and improving markets while trend premia have the ability to go against the market and aim to reduce exposure to market drawdowns. The team skill lies in using a risk-based framework to combine these sources of returns helping to create a robust portfolio across varying market cycles. Risk management is performed by fund managers at a portfolio level, alongside independent teams who oversee investment, counterparty and operational risks.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 0.8 0.8 0.2 0.1 0.9 0.6 0.9 0.7 0.6 0.5 0.7 0.2 0.1
2019 0.4 0.6 0.3 1.0 0.3 0.9 0.5 0.5 0.8 0.9 0.2 0.9 0.6

or Register for Free

  • Access the full universe of UCITS Hedge Funds and Absolute Return Funds.
  • Build and curate a watchlist.
  • View the latest research.
Close Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.