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- LO Funds (CH) - Swiss Equities Tracker+ ESG I D
LO Funds (CH)
Swiss Equities Tracker+ ESG
ISINCH0111012412LO Funds (CH) - Swiss Equities Tracker+ ESG I D
ISIN CH0111012412General information
| Morningstar | ||
| Asset Class | Equities | |
| Category | Switzerland | |
| Strategy | Sustainable Equities | |
| Fund base currency | CHF | |
| Share Class reference currency | CHF | |
| Benchmark | SPI TR® | |
| Dividend Policy | distribution | |
| Total Assets (all classes) in mn | CHF 130.25 | 30.09.2026 |
| Assets (share class) in mn | CHF 6.53 | 30.09.2026 |
| Number of positions | 78 | 30.09.2026 |
| TER | 0.25% | 31.01.2026 |
Risk rating
Performance & Statistics
| As of |
| Share Class (Net) |
| Benchmark |
| As of |
| Share Class (Net) |
| Benchmark |
| As of |
| Share Class (Net) |
| Benchmark |
| Fund | Benchmark | |
|---|---|---|
| Total Return | 33.58% | 36.92% |
| Annualized Return | 5.36% | 5.83% |
| Annualized Volatility | 11.87% | 11.98% |
| Sharpe Ratio | 0.41 | 0.45 |
| Downside Deviation | 7.77% | 7.79% |
| Positive Months | 55.22% | 56.72% |
| Maximum Drawdown | -19.59% | -19.93% |
| Fund vs Benchmark | |
|---|---|
| Correlation | 0.999 |
| R2 | 0.997 |
| Alpha | -0.03% |
| Beta | 0.990 |
| Tracking Error | 0.62% |
| Information Ratio | -0.738 |
Key risks
The following risks may be materially relevant
but may not always be adequately captured by the summary risk indicator and may cause additional loss:
Concentration risk:
To the extent that the fund's investments are concentrated in a particular country, market, industry, sector or asset class, the fund may be susceptible to loss due to adverse occurrences affecting that country, market, industry, sector or asset class.
Data risk:
Evaluation of extra-financial risks is complex and may be based on environmental, social and/or governance data that are difficult to obtain, incomplete, not audited, outdated or otherwise materially incorrect. Even if the data are identified, there is no guarantee that they will be correctly evaluated.
Sustainability risk:
Incorporation of extra-financial risks into the investment decision process may result in underweighting of profitable investments from the sub-fund’s investment universe and may also lead the management of the sub-fund to underweight investments that will continue to perform. Sustainability risks may lead to a significant deterioration in the financial profile, profitability or reputation of an underlying investment and may therefore have a significant impact on its market price or liquidity.
Highlights
LOF (CH) - Swiss Equities Tracker+ ESG is a systematic long-only Swiss equity portfolio. The strategy has been in place since April 2021. The Fund aims to replicate the performance of the SPI Index while seeking to respectively reduce and capture its embedded extra-financial risks and opportunities, with a target tracking error of 0.50%. The strategy pursues a sustainability goal (alignment-type approach) by promoting a reduction in the adverse environmental and other externalities associated with the global economy, including a reduction in carbon emissions. To reach that objective, the Fund invests directly and exclusively into securities of the SPI index using a proprietary systematic approach consisting of selectively adjusting securities weighting (or excluding securities) according to materiality-based Environmental, Social and Governance (ESG) factors, their level of controversy, and their carbon intensity (scopes 1 to 3). Risk management is performed by fund managers at a portfolio level, alongside independent teams who oversee investment, counterparty and operational risks. Securities lending is not implemented.
Breakdowns
Top 10 (in %)
| ROCHE PS PAR | 0.00% | 13.43% | |
| NOVARTIS 'R' | 0.00% | 12.73% | |
| NESTLE 'N' | 0.00% | 10.75% | |
| UBS | 0.00% | 6.89% | |
| ABB LTD N | 0.00% | 6.23% | |
| Richemont N | 0.00% | 5.74% | |
| Zurich Insurance | 0.00% | 4.86% | |
| Swiss Re | 0.00% | 2.58% | |
| LONZA GROUP | 0.00% | 1.87% | |
| Holcim | 0.00% | 1.87% |
Sectors (in %)
| Health care | 0.00% | 35.22% | |
| Financials | 0.00% | 19.95% | |
| Industrials | 0.00% | 13.93% | |
| Consumer staples | 0.00% | 12.25% | |
| Materials | 0.00% | 7.71% | |
| Consumer discretionary | 0.00% | 6.68% | |
| Information technology | 0.00% | 1.47% | |
| Real estate | 0.00% | 1.47% | |
| Communications & Services | 0.00% | 1.02% | |
| Utilities | 0.00% | 0.14% | |
| Energy | 0.00% | 0.00% | |
| Liquid assets | 0.00% | 0.15% |
Exposure (in % AUM)
| Small | 0.00% | 10.25% | |
| Mid | 0.00% | 13.80% | |
| Large | 0.00% | 75.80% | |
| Liquid assets | 0.00% | 0.15% |
Managers
Legal information
General information
| Domicile | Switzerland |
| Legal Form | FCP |
| Regulatory Status | Other investment fund for traditional investments |
| Registered in | CH |
| Class launch date | 30.03.2010 |
| Close of financial year | 31 July |
| Dividend Policy | distribution |
| - Distribution date | November |
| - Last dividend paid (13.11.2025) | CHF 5.07 |
| Governing law | Governing Law Federal Act of 23 June 2006 on Collective Investment Schemes (CISA). |
Fiscal Information
| DE Investmentsteuergesetz (InvStG) | Equity Fund |
| AT Investmentfondsgesetz (InvFG) | Declared Fund |
| UK Reporting Status | No |
Management Company & Agents
| Management Company | Lombard Odier Asset Management (Switzerland) SA |
| Custodian | CACEIS Bank, Montrouge, succursale de Nyon / Suisse |
| Auditor | PricewaterhouseCoopers SA |
| Portfolio valuation | CACEIS (Switzerland) SA |
Dealing
Dealing
| Subscriptions and redemptions frequency | daily |
| Subscriptions and redemptions cut-off day | T |
| Subscriptions and redemptions cut-off time | 12:00 CET |
| Subscriptions and redemptions settlement date | T+2 |
| Subscriptions and redemptions dealing charge (LC) | 0.02% |
| NAV valuation point | T |
| NAV calculation day | T+1 |
| NAV calculation frequency | daily |
| Minimum Investment | CHF 1 million |
| Management Fee | 0.15% |
| Distribution Fee | 0.00% |
Security Numbers
| BLOOMBERG | LOSWEID SW |
| ISIN | CH0111012412 |
| REUTERS | 11101241X.CHE |
| SEDOL | GBBYW8LW8 |
| TELEKURS | 11101241 |
Prices
Prices over selected period
| Last | CHF | 0.00 | 230.92 | 08.10.2026 |
| First | CHF | 0.00 | 172.87 | 01.04.2021 |
| Highest | CHF | 0.00 | 245.52 | 10.08.2026 |
| Lowest | CHF | 0.00 | 157.09 | 26.09.2022 |