Fact sheet: Northern Trust Jap Eq Index

Fund information
Fund name
Northern Trust Japan Equity Index B
Fund manager company
Northern Trust Invst Funds plc
Fund type
No data available.
Fund manager
  • Nick Dymondsince 13/02/2004
Fund objective
The objective of The NT Japan Equity Index Fund is to closely match the risk and return characteristics of the MSCI Japan Index. The fund will invest in freely transferable equity and equity related securities issued by companies or linked to companies primarily making up the index. These will be securities and issuers listed on stock exchanges in Japan.
Benchmark
  • MSCI Japan
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
3.9%
1 Year rank in sector
44/109
Sector
FO Equity - Japan
Yield
-
Fund size
£23m
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.
127
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

  • Japan100%
  • Consumer Discretionary21%
    Industrials20.2%
    Financials12.8%
    Information Technology10.7%
    Health Care7.9%
  • Japanese Equities100%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.3%-0.5%4.8%3.9%11.3%45.6%
Sector5%8.3%11.2%2.4%25.1%92.6%
Rank within sector87 / 117103 / 11789 / 11644 / 10974 / 9176 / 84
Quartile3rd4th4th2nd4th4th
Calendar performance
 YTD - 20162015201420132012
Fund3.3%8.7%-3.8%27%8%
Sector3.4%11.8%4.1%43.2%13.9%
Rank within sector47 / 11079 / 10177 / 9157 / 8854 / 83
Quartile2nd4th4th3rd3rd
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.
-3.19
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.
0.83
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
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%.
13.03
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.
6.58
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.
-0.65
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.
0.77
Price movement
52 week high134.04
52 week low105.16
Current bid price-
Current offer price-
Current mid price131.76
Region
1Japan100%
Industry sector
1Consumer Discretionary20.98%
2Industrials20.22%
3Financials12.75%
4Information Technology10.67%
5Health Care7.9%
6Consumer Staples7.88%
7Telecommunications6.09%
8Materials5.92%
9Real Estate4.69%
Asset type
1Japanese Equities100%
Individual holdings
1TOYOTA MOTOR CORP5.17%
2MITSUBISHI UFJ FINANCIAL GROUP2.22%
3SOFTBANK GROUP CORP2.03%
4KDDI CORP1.87%
5HONDA MOTOR CO1.63%
6SUMITOMO MITSUI FINANCIAL GROUP INC1.57%
7JAPAN TOBACCO INC1.4%
8SONY CORP1.35%
9MIZUHO FINANCIAL GROUP1.34%
Management
Fund manager group
Northern Trust
Fund manager company
Northern Trust Invst Funds plc
Fund type
No data available.
Fund objective
The objective of The NT Japan Equity Index Fund is to closely match the risk and return characteristics of the MSCI Japan Index. The fund will invest in freely transferable equity and equity related securities issued by companies or linked to companies primarily making up the index. These will be securities and issuers listed on stock exchanges in Japan.
Benchmark
  • MSCI Japan
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Nick Dymond13/02/2004Nicholas Dymond is head of our EMEA equity index portfolio management team. Nick joined Northern Trust in 2006. Nicholas is the Head of the Northern Trust Index Equity Portfolio Management team based in London, he manages the index equity portfolio management team and is responsible for EMEA’s valuable institutional index equity business of index funds and segregated portfolios. Prior to this role, he was a portfolio manager responsible for managing a variety of index equity portfolios for large institutional clients, sub-advisory clients, and index funds. Prior to joining Northern Trust in 2006, Nicholas was at State Street, initially in the operations department focusing on Risk Control and Transitions, he joined their global structured products group in 2002 where he was primarily responsible for the management of index portfolios and asset allocation across their pooled funds range. Nicholas is a CFA charterholder and a member of the CFA Institute. Nicholas also earned a MEng in Civil Engineering with Architecture from the University of Leeds.
Compliance
Distributor Status, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom, Offshore
Northern Trust Japan Equity Index B
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price131.7587
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeABLB
Northern Trust Japan Equity Index P1 EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price135.6434
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKX3A
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.