Fact sheet: L&G Japan Equity Index PMC Pn

Fund information
Fund name
L&G Japan Equity Index PMC Pn G25
Fund manager company
Legal & General Assurance Soc
Fund type
Pension Fund
Fund manager
  • Tom Hammondsince 13/05/2004
No data available.
Fund objective
To track the sterling total returns of the FTSE Japan Index (including re-invested income, less withholding tax) to within +/- 0.50% per annum for two years in three.
Benchmark
  • FTSE Japan
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
37.6%
1 Year rank in sector
77/191
Sector
PN Japan
Yield
-
Fund size
£15m (£9m 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.
119
Bid price
2539.6
Offer price
2539.6
Top in this sector
Fund name1 Year
Wesleyan Japanese Sh Pn66%
Aviva ManGLGJpCreAlpPn59.9%
OMW Man GLG Jpn CA59.6%
SIP GLG Japan Core AlphaPn59.2%
Pru Japan Pn57.3%
...more in PN Japan

Performance snapshot

Holdings snapshot

  • Japan102%
    Money Market-2%
  • Consumer Goods25.7%
    Industrials22.2%
    Financials17%
    Consumer Services11.2%
    Health Care7.3%
  • Japanese Equities102%
    Cash & Cash Equivalents-2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.9%5.4%12.4%37.6%65.4%83.5%
Sector2.6%5.4%13.2%38.2%60.6%84.6%
Rank within sector146 / 19692 / 197118 / 19377 / 19162 / 18183 / 172
Quartile3rd2nd3rd2nd2nd2nd
Calendar performance
 YTD - 20172016201520142013
Fund3.3%24.8%15.6%3.5%23.9%
Sector4.5%23.8%15.7%1.5%26.2%
Rank within sector174 / 19784 / 19084 / 18844 / 18187 / 178
Quartile4th2nd2nd1st2nd
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.
1.06
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.
0.96
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%.
13.6
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.
2.95
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.
0.36
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.
0.96
Price movement
52 week high2563.6
52 week low1845.7
Current bid price2539.6
Current offer price2539.6
Current mid price-
Region
1Japan101.98%
2Money Market-1.98%
Industry sector
1Consumer Goods25.73%
2Industrials22.22%
3Financials17.03%
4Consumer Services11.17%
5Health Care7.27%
6Basic Materials6.21%
7Technology4.83%
8Telecommunications4.55%
9Utilities2.12%
Asset type
1Japanese Equities101.98%
2Cash & Cash Equivalents-1.98%
Individual holdings
1TOYOTA MOTOR CORP5.13%
2MITSUBISHI UFJ FINANCIAL GROUP2.58%
3HONDA MOTOR CO1.69%
4SOFTBANK GROUP CORP1.63%
5KDDI CORP1.57%
6SUMITOMO MITSUI FINANCIAL GROUP INC1.55%
7MIZUHO FINANCIAL GROUP1.43%
8JAPAN TOBACCO INC1.34%
9SONY CORP1.17%
Management
Fund manager group
Legal & General
Fund manager company
Legal & General Assurance Soc
Fund type
Pension Fund
Fund objective
To track the sterling total returns of the FTSE Japan Index (including re-invested income, less withholding tax) to within +/- 0.50% per annum for two years in three.
Benchmark
  • FTSE Japan
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Tom Hammond13/05/2004Tom joined Legal & General Investment Management in February 2000 initially as an Investment Reporting analyst and then as a fund accountant for the Linked Life fund. He manages funds in all regions of the world and currently assists with the management of UK, Global and Asia Pacific equity funds.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
L&G Japan Equity Index PMC Pn 3
Initial charge-
Annual charge0.12%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.12%
Bid price257.1
Offer price257.1
Mid price-
CurrencyGBX
Price updated23/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNDG0
L&G Japan Equity Index PMC Pn G17
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price259
Offer price259
Mid price-
CurrencyGBX
Price updated23/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeEJZ9
L&G Japan Equity Index PMC Pn G25
Initial charge-
Annual charge0.2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.2%
Bid price2539.6
Offer price2539.6
Mid price-
CurrencyGBX
Price updated23/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeAME2
Data provided by

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