Fact sheet: Threadneedle Japanese Eq Pn

Fund information
Fund name
Threadneedle Japanese Equity Pn A WRA
Fund manager company
Threadneedle Pensions
Fund type
Pension Fund
Fund manager
  • Sarah Williamssince 01/12/2010
No data available.
Fund objective
To invest the assets of the fund primarily in Japanese equities. It aims to achieve total returns that are 2% or more per annum above its benchmark, gross of fees, over rolling 3 year periods.
Benchmark
  • Japan TOPIX 1st Section Total Return
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
19.4%
1 Year rank in sector
120/189
Sector
PN Japan
Yield
-
Fund size
£4m (£21m 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.
129
Top in this sector
Fund name1 Year
Zurich Inv PerpJapnseSmCosPn39.8%
FL GM Japnse Eq Pn37.7%
OMW InvescoPerpetaulJpnSlCos35.4%
SIP Inv Prp Jpnse Sm Cos Pn35.2%
OMW M&G Japan Smaller Cos31.5%
...more in PN Japan

Performance snapshot

Holdings snapshot

  • Japan98.4%
    Money Market1.6%
  • Consumer Discretionary22.3%
    Information Technology18.9%
    Industrials18.3%
    Financials17.4%
    Consumer Staples7.7%
  • Japanese Equities98.4%
    Money Market1.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-3.5%4.5%19%19.4%37.9%79.4%
Sector-3.2%5%19.1%19.8%42.2%82.2%
Rank within sector117 / 19588 / 193102 / 192120 / 189144 / 180102 / 168
Quartile3rd2nd3rd3rd4th3rd
Calendar performance
 YTD - 20162015201420132012
Fund17.4%18%-2.3%28.2%3.4%
Sector18.9%15.7%1.5%26.2%4%
Rank within sector129 / 18927 / 187164 / 18055 / 177106 / 168
Quartile3rd1st4th2nd3rd
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.
-0.58
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.
1.01
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.
0.62
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%.
13.83
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.
4.64
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.
-0.12
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.
0.88
Price movement
52 week high237.46
52 week low155.85
Current bid price-
Current offer price-
Current mid price219.79
Region
1Japan98.4%
2Money Market1.6%
Industry sector
1Consumer Discretionary22.3%
2Information Technology18.9%
3Industrials18.3%
4Financials17.4%
5Consumer Staples7.7%
6Health Care7.4%
7Materials4.2%
8Money Market1.6%
9Telecommunications Utilities1.1%
Asset type
1Japanese Equities98.4%
2Money Market1.6%
Individual holdings
No data available.
Management
Fund manager group
Threadneedle
Fund manager company
Threadneedle Pensions
Fund type
Pension Fund
Fund objective
To invest the assets of the fund primarily in Japanese equities. It aims to achieve total returns that are 2% or more per annum above its benchmark, gross of fees, over rolling 3 year periods.
Benchmark
  • Japan TOPIX 1st Section Total Return
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Sarah Williams01/12/2010Sarah Williams joined the company as a portfolio manager in 2004. She is responsible for constructing Japanese institutional portfolios and manages the Threadneedle Japan Fund. Before joining the company, Sarah worked for Scottish Widows Investment Partnership and Hill Samuel Asset Management for over 10 years, latterly as an Investment Director. She has also worked at Cresvale Asset Management and Target Investment Management. Sarah has a degree in Classics (First Class) from University College, London University.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Threadneedle Japanese Equity Pn
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 price203.74
CurrencyGBX
Price updated06/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeSH82
Threadneedle Japanese Equity Pn 2 WRA
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 price156.47
CurrencyGBX
Price updated06/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeEXD4
Threadneedle Japanese Equity Pn 3 WRA
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 price128.22
CurrencyGBX
Price updated06/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeEXD5
Threadneedle Japanese Equity Pn A WRA
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 price219.79
CurrencyGBX
Price updated06/12/2016
Type-
Institutional or retail classRetail
Domicile-
Citi codeEXU4
Threadneedle Japanese Equity Pn Ret 1
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 price112.06
CurrencyGBX
Price updated30/07/2012
Type-
Institutional or retail classRetail
Domicile-
Citi codeEHS0
Threadneedle Japanese Equity Pn UND
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 price157.9
CurrencyGBX
Price updated16/12/2013
Type-
Institutional or retail classRetail
Domicile-
Citi codeEXT2
Data provided by

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