LO Event Convexity

Investment Objective

LO Funds - Event Convexity is an actively managed UCITS portfolio. Its strategy focuses on building deeply asymmetric risk profiles around events using intra-capital structure dislocations. The investment approach seeks to enhance traditional fundamental event driven analysis with the convexity available from the combination of equities, credit and related financial derivatives. The strategy employs a methodical and disciplined investment process, which begins with unique screening and analysis systems to filter the universe of company events and dislocations, and results in a concentrated portfolio centered around trade construction. Risk philosophy is at the core of the Fund, embedding downside protection into all phases of the investment process and portfolio construction, further enhanced by the oversite of LOIM’s dedicated risk management team.


2021 0.8 0.1 0.9 0.5 0.6 0.9 0.7 0.2 0.5 0.9 0.1 0.1 0.3
2020 0.8 0.6 0.3 0.8 0.4 0.2 0.3 0.7 0.8 0.2 0.5 0.5 1.0

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