LOM Fixed Income Fund EUR
Investment Objective
The LOM Euro Fixed Income Fund is an absolute return, investment grade bond fund. The fund’s objective is to outperform short-term interest rates while preserving capital.
Management Style
The Fund invests in euro government bonds and notes, corporate bonds, asset-backed securities, and foreign bonds. The average portfolio duration of this Fund normally varies within a two to five-year time frame based on LOM’s forecast for interest rates.
Fund Performance
| YTD Return | 1.49% |
| 1 Year Total Return | 0.28% |
|
Inception Date
|
02/27/09 |
|
Year
|
Jan
|
Feb
|
Mar
|
Apr
|
May
|
Jun
|
Jul
|
Aug
|
Sep
|
Oct
|
Nov
|
Dec
| Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
2011
|
-0.1%
|
0.37%
|
0.0%
|
0.3%
|
0.3%
|
0.1%
|
0.83% |
-0.7% | -0.8% | 1.11% |
-1.47
|
1.30% |
1.49%
|
|
2010
|
0.7%
|
0.3%
|
0.4%
|
0.4%
|
-0.2%
|
0.1%
|
0.2% |
0.6% | 0.0% | -0.1% |
0.0%
|
0.0% |
2.3%
|
|
2009
|
-
|
-
|
0.1%
|
0.5%
|
1.0%
|
0.5%
|
1.0% |
0.5% |
0.5% |
0.4%
|
0.4%
|
0.01%
|
4.9%
|
Top 10 Holdings
| Issuer | Coupon | Maturity | Weighting |
|---|---|---|---|
| Kingdom of Denmark | 3.12% | 03/17/14 | 7.9% |
| AT&T | 6.12% | 04/02/15 | 6.9% |
| Bacardi | 7.75% | 04/09/14 | 6.9% |
| Heineken NV |
7.12% |
04/07/14 |
6.8% |
| ABIBB | 6.50% | 02/27/14 |
6.8% |
| TLIASS | 5.12% |
03/13/14 |
6.6% |
| BMY |
4.37% | 11/15/16 | 6.6 |
| REEDLN | 6.5% | 04/02/13 | 6.5% |
| AON | Float | 09/22/15 | 6.5% |
| HOFP | 4.37% | 04/02/13 | 6.2% |
Current Monthly Strategy Allocation

Analytics (1 Year)
| Fixed Income | Benchmark | |
|---|---|---|
| Annualized Return | 1.49% |
0.95% |
| 3 Year Annualized Return | N/A |
5.28%
|
| Maximum Periodic Change |
1.06%
|
1.52%
|
| Minimum Periodic Change |
-0.96%
|
-1.41%
|
| Duration | 1.36 | n/a |
| Annualized Sharpe Ratio |
0.03%
|
0.48%
|
| Annualized Sortino Ratio |
0.25%
|
0.46%
|
| Volatility |
2.48%
|
3.56%
|
| Downside Risk |
1.66%
|
2.64%
|
| % Periods Up |
51.92%
|
63.59%
|
| Maximum Drawdown |
-1.52%
|
n/a
|
|
|












