Fact sheet: CS Idx (Lux) Equi Jpn

Fund information
Fund name
CS Index (Lux) Equities Japan EB EUR
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund manager
  • Credit Suisse AG, Index Solutions Teamsince 30/03/2014
Fund objective
The fund is managed with a ”passive”  approach and is distinguished by its broad diversification, minimal tracking error and cost-effective management. The aim of the fund is to track the reference index as closely as possible and to minimize performance deviations from the benchmark.
Benchmark
  • MSCI Japan (NR)
Investment style
Passive/Tracking
Investment method
Shares, Physical – Sampled/Optimised
Quick stats
1 Year return
5.1%
1 Year rank in sector
35/109
Sector
FO Equity - Japan
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
0.22%
Fund size
£13,451m (£14,078m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
156
Top in this sector
Fund name1 Year
Eastspring Inv JapFdVal34.6%
GAM Star Jap Eq32.3%
Lindsell Train Japnse Eq30%
Russell IC Japan Equity28.1%
JOHCM Japan27%
...more in FO Equity - Japan

Performance snapshot

Holdings snapshot

  • Japan99.9%
    Money Market0.1%
  • Consumer Discretionary21%
    Industrials20.2%
    Financials12.7%
    Information Technology10.6%
    Health Care8%
  • Japanese Equities99.9%
    Cash & Cash Equivalents0.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund4%4.3%11%5.1%19.6%-
Sector5%8.3%11.2%2.4%25.1%92.6%
Rank within sector72 / 11787 / 11755 / 11635 / 109--
Quartile3rd3rd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund4.1%2.9%---
Sector3.4%11.8%4.1%43.2%13.9%
Rank within sector41 / 11099 / 101---
Quartile2nd4th
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
0.3
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.94
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
0.07
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
21.78
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
17.42
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-0.09
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.35
Price movement
52 week high1136.14
52 week low856.28
Current bid price-
Current offer price-
Current mid price1121.51
Region
1Japan99.89%
2Money Market0.11%
Industry sector
1Consumer Discretionary21%
2Industrials20.23%
3Financials12.69%
4Information Technology10.64%
5Health Care7.97%
6Consumer Staples7.93%
7Others7.49%
8Telecommunications Utilities6.08%
9Materials5.87%
Asset type
1Japanese Equities99.89%
2Cash & Cash Equivalents0.11%
Individual holdings
1TOYOTA MOTOR CORP5.15%
2MITSUBISHI UFJ FINANCIAL GROUP2.21%
3SOFTBANK GROUP CORP2.01%
4KDDI CORP1.86%
5HONDA MOTOR CO1.63%
6SUMITOMO MITSUI FINANCIAL GROUP INC1.56%
7JAPAN TOBACCO INC1.4%
8SONY CORP1.35%
9MIZUHO FINANCIAL GROUP1.34%
Management
Fund manager group
Credit Suisse
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund objective
The fund is managed with a ”passive”  approach and is distinguished by its broad diversification, minimal tracking error and cost-effective management. The aim of the fund is to track the reference index as closely as possible and to minimize performance deviations from the benchmark.
Benchmark
  • MSCI Japan (NR)
Investment style
Passive/Tracking
Investment method
Shares, Physical – Sampled/Optimised
Fund manager
NameSinceBiography
Credit Suisse AG, Index Solutions Team30/03/2014
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, FE Passive Rateable, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Spain, France, United Kingdom, Italy, Luxembourg, Netherlands, Offshore, Sweden
CS Index (Lux) Equities Japan DB CHF
Initial charge-
Annual charge0.03%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1053.45
CurrencyCHF
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE1CB
CS Index (Lux) Equities Japan DB EUR
Initial charge-
Annual charge0.03%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.06%
Total expense ratio (TER)0.06%
Bid price-
Offer price-
Mid price1400.72
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFE4M
CS Index (Lux) Equities Japan EB EUR
Initial charge-
Annual charge0.14%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.22%
Total expense ratio (TER)0.17%
Bid price-
Offer price-
Mid price1121.51
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFM4Z
CS Index (Lux) Equities Japan FB JPY
Initial charge-
Annual charge0.19%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.22%
Bid price-
Offer price-
Mid price11773
CurrencyJPY
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEA2N
Data provided by

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