Fact sheet: CS Idx (Lux) Equi Jpn

Fund information
Fund name
CS Index (Lux) Equities Japan FB JPY
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund manager
  • Credit Suisse AG, Index Solutions Teamsince 05/11/2013
Fund objective
The investment objective is to replicate 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
17.4%
1 Year rank in sector
-
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
£15,243m (£11,618m last year)
Top in this sector
Fund name1 Year
DSBI Lux SICAV DSBIJpnEqFdtlAct56.2%
Eastspring Inv JapFdVal43.1%
Pictet Japanese Equity Opp41.6%
Old Mutual Japanese Eq40.1%
Russell IC Japan Equity38.5%
...more in FO Equity - Japan

Performance snapshot

Holdings snapshot

  • Japan99.9%
    Money Market0.1%
  • Industrials20.5%
    Consumer Discretionary20.2%
    Financials14.2%
    Information Technology10.9%
    Health Care7.5%
  • Japanese Equities99.9%
    Cash & Cash Equivalents0.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.5%0.6%15.6%17.4%--
Sector0.8%3.4%14.4%20.9%43%83.2%
Rank within sector69 / 117101 / 11741 / 115---
Quartile3rd4th2nd
Calendar performance
 YTD - 20172016201520142013
Fund2.5%----
Sector4.4%4.5%11.8%4.1%43.2%
Rank within sector101 / 117----
Quartile4th
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high12376
52 week low9413
Current bid price-
Current offer price-
Current mid price12272
Region
1Japan99.9%
2Money Market0.1%
Industry sector
1Industrials20.45%
2Consumer Discretionary20.25%
3Financials14.19%
4Information Technology10.88%
5Health Care7.47%
6Consumer Staples7.43%
7Materials6.47%
8Telecommunications Utilities5.59%
9Real Estate4.33%
Asset type
1Japanese Equities99.9%
2Cash & Cash Equivalents0.1%
Individual holdings
1TOYOTA MOTOR CORP5.09%
2MITSUBISHI UFJ FINANCIAL GROUP2.71%
3SOFTBANK GROUP CORP2.42%
4SUMITOMO MITSUI FINANCIAL GROUP INC1.74%
5KDDI CORP1.61%
6HONDA MOTOR CO1.6%
7MIZUHO FINANCIAL GROUP1.47%
8FANUC CORP1.25%
9SONY CORP1.25%
Management
Fund manager group
Credit Suisse
Fund manager company
Credit Suisse Fund Management
Fund type
Offshore Fund
Fund objective
The investment objective is to replicate 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 Team05/11/2013
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, FE Passive Rateable, Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Spain, France, United Kingdom, Italy, Liechtenstein, Luxembourg, Netherlands, Norway, Offshore, Singapore, Sweden
CS Index (Lux) Equities Japan DB CHF
Initial charge0.03%
Annual charge0.03%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.03%
Total expense ratio (TER)0.03%
Bid price-
Offer price-
Mid price1097.46
CurrencyCHF
Price updated20/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE1CB
CS Index (Lux) Equities Japan DB EUR
Initial charge0.03%
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 price1475.71
CurrencyEUR
Price updated20/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFE4M
CS Index (Lux) Equities Japan FB JPY
Initial charge0.03%
Annual charge0.22%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.22%
Total expense ratio (TER)0.22%
Bid price-
Offer price-
Mid price12272
CurrencyJPY
Price updated20/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEA2N
CS Index (Lux) Equities Japan QB EUR
Initial charge0.03%
Annual charge0.17%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.17%
Total expense ratio (TER)0.17%
Bid price-
Offer price-
Mid price1181.08
CurrencyEUR
Price updated20/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFM4Z
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.