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
Institutional USD 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 28th, 2010.
Table represents annualized yield.
Table represents annualized yield.
| 7 Day Yield | 0.39% |
| 30 Day Yield | 0.38% |
| YTD Return | 0.06% |
| Annualized Return | 0.57% |
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
2010 | 0.34% | 0.38% | - | - | - | - | - | - | - | - | - | - |
2009 | 1.62% | 1.61% | 0.74% | 0.90% | 0.77% | 0.73% | 0.46% | 0.42% | 0.76% | 0.61% | 0.30% | 0.30% |
2008 | 4.74% | 3.17% | 2.86% | 3.59% | 2.11% | 0.99% | 1.99% | 2.01% | 2.59% | 2.16% | 2.19% | 2.65% |
2007 | 4.62% | 5.21% | 4.99% | 5.06% | 4.73% | 4.84% | 4.90% | 4.70% | 5.72% | 5.63% | 4.50% | 4.64% |
2006 | 4.31% | 4.34% | 4.49% | 4.69% | 4.33% | 4.71% | 4.70% | 4.95% | 5.03% | 5.04% | 5.06% | 5.32% |
2005 | 1.88% | 2.23% | 2.33% | 2.48% | 2.80% | 2.83% | 2.90% | 3.32% | 3.27% | 3.48% | 3.64% | 3.84% |
2004 | 0.82% | 0.73% | 0.67% | 0.69% | 0.56% | 0.72% | 1.05% | 1.05% | 1.26% | 1.35% | 1.49% | 2.02% |
2003 | 0.91% | 1.18% | 0.73% | 0.98% | 0.82% | 0.77% | 0.55% | 0.71% | 0.74% | 0.65% | 0.66% | 0.72% |
2002 | 2.10% | 1.78% | 0.98% | 1.61% | 1.76% | 1.77% | 1.53% | 1.34% | 1.44% | 0.72% | 1.41% | 0.85% |
Top 10 Holdings
| Matuity | |
|---|---|
| SUNTRUST BANK | 12/16/10 |
| BANK OF AMERICA | 9/13/10 |
| NH BUSINESS FIN AUTH | 7 day put |
| CITY OF GREENSBORO NC | 7 day put |
| SUNCORP-METWAY LTD | 12/17/10 |
| WELLS FARGO & CO | 3/23/10 |
| MET TRANS AUTH NY | 7 day put |
| CITY OF AUSTIN TX | 7 day put |
| FREDDIE MAC | 8/24/10 |
| MANITOBA (PROVINCE OF) | 2/22/10 |
Current Monthly Strategy Allocation
Analytics (1 Year)
| Institutional Money Market | Peer Group | |
|---|---|---|
| Annualized Return | 0.57% | NA |
| 3 Year Annualized Return | 2.50% | NA |
| Maximum Periodic Change | 0.02% | NA |
| Minimum Periodic Change | 0.00% | NA |
| Annualized Standard Deviation | 0.06% | NA |
| Annualized Sharpe Ratio | 7.06% | NA |
| Annualized Sortino Ratio | 12.88% | NA |
| Volatility | 0.03% | NA |
| Downside Risk | 0.02% | NA |
| % Periods Up | 100.00% | NA |
| Maximum Drawdown | 0.00% | NA |
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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.
