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
EUR 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
All data as of February 28, 2010
Table represents annualized yield
Table represents annualized yield
| 7 Day Yield | 0.16% |
| 30 Day Yield | 0.00% |
| YTD Return | 0.03% |
| Annualized Return | 0.71% |
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
2010 | 0.44% | 0.00% | - | - | - | - | - | - | - | - | - | - |
2009 | 2.83% | 1.08% | 1.53% | 1.14% | 2.48% | 1.00% | 0.59% | 0.42% | 0.13% | 0.28% | 0.23% | 0.37% |
2008 | 2.68% | 2.85% | 3.39% | 4.01% | 5.63% | 4.61% | 3.03% | 3.90% | 4.16% | 4.12% | 4.43% | 2.54% |
2007 | 2.83% | 3.88% | 3.99% | 3.84% | 3.56% | 3.83% | 3.50% | 3.06% | 3.99% | 3.90% | 3.52% | 2.42% |
2006 | 1.79% | 1.62% | 2.04% | 2.21% | 2.07% | 2.15% | 2.12% | 2.26% | 2.48% | 2.48% | 2.88% | 2.62% |
2005 | 1.39% | 1.31% | 1.36% | 1.43% | 1.43% | 1.51% | 1.54% | 1.32% | 1.45% | 1.48% | 1.46% | 1.31% |
2004 | 1.56% | 1.38% | 1.59% | 1.18% | 1.11% | 1.56% | 1.69% | 1.43% | 1.55% | 1.59% | 1.45% | 1.09% |
2003 | 2.78% | 2.26% | 2.07% | 1.91% | 2.03% | 1.68% | 1.33% | 1.46% | 1.51% | 1.39% | 1.37% | 0.80% |
2002 | 2.54% | 2.78% | 3.14% | 2.90% | 2.91% | 3.18% | 2.80% | 3.01% | 2.22% | 2.69% | 3.01% | 2.58% |
Top 10 Holdings
| Issuer | Coupon | Maturity | Weighting |
|---|---|---|---|
| Rabobank | 2.375% | 07/02/10 | 6.19% |
| Freddie Mac | 5.75% | 09/15/10 | 6.02% |
| Danske Bank A/S | Float | 09/10/10 | 5.89% |
| Bank of America | Float | 11/23/10 | 5.85% |
| Ontario (Province of) | 3.50% | 03/12/10 | 4.76% |
| Aventis SA | 4.25% | 09/15/10 | 4.48% |
| UBS | 4.625% | 06/07/10 | 4.44% |
| Abbey Treasury | Float | 08/26/10 | 4.42% |
| Eurohypo AG | 2.05% | 05/03/10 | 4.41% |
| Royal Bank of Canada | Float | 03/23/11 | 4.41% |
Current Monthly Strategy Allocation
Analytics
| EUR Money Market | Rank in Peer Group | |
|---|---|---|
| 1 Year Total Return | 0.71% | 61/ 144 |
| 3 Year Total Return | 7.91% | 51/ 144 |
| 5 Year Total Return | 12.25% | 44/ 144 |
| 10 Year Total Return | 26.11% | 39/ 144 |
| Annualized Standard Deviation | 0.20% | 80/ 144 |
| Annualized Sharpe Ratio | -1.59% | 87/ 144 |
| Annualized Sortino Ratio | -4.00% | 87/ 144 |
| Downside Risk | 0.06% | 87/ 144 |
| % Periods Up | 96.15% | 48/ 144 |
| Maximum Drawdown | -0.03% | 41/ 144 |
| Management Fee | 0.50% | n/a |
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Investors should consider factors that may be relevant to their circumstances, including tax considerations, before making any investments. Please note that past performance of an investment, is not a guide to future performance. Investment return and principal value may fluctuate with changing market conditions. Products described herein, may involve greater risk. Please meet with your Investment Advisor to discuss your personal situation. Where appropriate, please review a prospectus to obtain a complete outline of the terms and risks associated with mutual fund investments.
