LOM News
02/13/09 - LOM Asset Management will launch a new Euro Fixed Income Fund on February 26th, 2009 12/03/08 - LOM Securities Cayman Ltd. Receives Cayman Islands Chamber of Commerce Corporate Citizen Award 1/21/09 - LOM's Bermuda office has repaired the telephone outage, you should be able to get through without any problems
CAD Money Market Fund
Investment Objective
To preserve capital and liquidity while providing, through active management, a return in line with short-term money rates of the relevant currency.
Management Style
Management monitors macroeconomic indicators to project short-term interest rate trends. Average portfolio maturity is adjusted to be consistent with interest rate forecasts; shortened if rates are projected to trend higher and lengthened if rates are projected to fall.
Fund Performance
Table represents annualized yield.
| 7 Day Yield | 0.03% |
| 30 Day Yield | 0.03% |
| YTD Return | 0.01% |
| Annualized Return | 0.23% |
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
2010 | 0.04% | 0.03% | - | - | - | - | - | - | - | - | - | - |
2009 | 0.97% | 0.91% | 0.68% | 0.37% | 0.29% | 0.20% | 0.23% | 0.34% | 0.13% | 0.29% | 0.11% | 0.07% |
2008 | 5.14% | 3.84% | 3.39% | 2.34% | 3.08% | 2.47% | 1.75% | 2.47% | 2.30% | -25.65% | 2.53% | 1.66% |
2007 | 3.55% | 3.81% | 3.58% | 3.57% | 3.95% | 3.55% | 3.50% | 4.22% | 4.06% | 3.91% | 4.00% | 3.50% |
2006 | 3.23% | 2.53% | 3.16% | 2.98% | 3.25% | 3.45% | 3.78% | 3.84% | 3.37% | 3.46% | 3.71% | 3.34% |
2005 | 2.00% | 2.02% | 1.77% | 1.96% | 1.96% | 1.94% | 1.87% | 2.02% | 2.04% | 2.30% | 2.28% | 2.80% |
2004 | 2.00% | 1.85% | 1.69% | 1.51% | 1.64% | 1.41% | 1.54% | 1.49% | 1.37% | 1.62% | 1.91% | 1.99% |
2003 | 1.91% | 2.11% | 2.39% | 2.44% | 2.68% | 2.82% | 2.53% | 2.21% | 2.15% | 2.08% | 1.92% | 2.08% |
2002 | 1.23% | 1.39% | 1.54% | 1.80% | 1.75% | 1.90% | 2.18% | 2.18% | 2.20% | 2.19% | 2.01% | 2.33% |
Top 10 Holdings
| Issuer | Coupon | Maturity | Weighting |
|---|---|---|---|
| Canada Housing Trust | Float | 03/15/10 | 8.60% |
| Ontario (Province of) | Float | 12/03/10 | 7.16% |
| Manitoba (Province of) | Float | 06/02/11 | 6.98% |
| Ontario (Province of) | Float | 11/10/11 | 6.06% |
| Manulife Bank of Canada | Float | 06/15/11 | 6.01% |
| Danske Bank A/S | Float | 03/12/10 | 5.99% |
| Bank of Scotland | Float | 07/19/10 | 5.98% |
| Greater Toronto Airports | 6.70% | 07/19/10 | 5.76% |
| Intesa Sanpaolo Ireland | Float | 07/13/10 | 5.19% |
| General Electric | 3.65 | 06/07/10 | 4.92% |
Current Monthly Strategy Allocation

Analytics (1 Year)
| CAD Money Market | Peer Group | |
|---|---|---|
| 1 Year Total Return | 0.23% | NA |
| 3 Year Total Return | 3.56% | NA |
| 5 Year Total Return | 9.54% | NA |
| 10 Year Total Return | 26.39% | NA |
| Annualized Standard Deviation | 0.06% | NA |
| Annualized Sharpe Ratio | -7.70% | NA |
| Annualized Sortino Ratio | -19.01% | NA |
| Downside Risk | 0.02% | NA |
| % Periods Up | 96.15% | NA |
| Maximum Drawdown | 0.00% | NA |
| Management Fee | 0.50% | NA |
|
|













