Fact sheet: AXA Rosbrg Jap Sm Cap Alpha

Fund information

Fund name
AXA Rosbrg Japan Small Cap Alpha A JPY
Fund company manager
AXA Rosenberg Management Irela
Fund type
SIB
Fund manager
AXA Rosenberg Investment Management Ltd.
since 01/10/1999
Fund objective
The investment objective of the AXA Rosenberg Japan Small Cap Alpha Fund is to provide long-term capital appreciation with a total return greater than the return of the MSCI Japan Small Cap Index on a rolling three-year basis. This Sub-Fund will primarily (meaning not less than 75% of its Net Asset Value) invest in equity securities of small capitalisation companies traded principally on Regulated Markets that the Manager has identified as undervalued and that are issued by companies that have their registered office or carry out a predominant portion of their economic activity (meaning not less than 51%) in Japan. It is intended that the Sub-Fund will be substantially fully invested in such equity securities. The MSCI Japan SmallCap Index is a float-weighted, rules-based benchmark comprised of securities which fall within the bottom 14% of the available market capitalisation of the Japanese equity universe.
Benchmark
MSCI Japan Small Cap
Investment style
Active,Value
Investment method
Shares

Performance snapshot

Quick stats

1 Year return

35.62 %

1 Year rank in sector

9/19

Sector

FO Equity - Small Cap Japan

Yield
-
Fund size

£ 14.8 b

FE Risk score

127

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    99.69%
  • Money Market
    0.31%
  • Consumer Discretionary
    33.87%
  • Industrials
    16.23%
  • Information Technology
    16.04%
  • Real Estate
    10.67%
  • Consumer Staples
    9.03%
  • Japanese Equities
    99.69%
  • Money Market
    0.31%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund3.33 %9.25 %35.62 %41.59 %151.87 %
Sector3.68 %13.97 %32.72 %55.59 %169.22 %
Rank within sector13 / 2016 / 209 / 1911 / 158 / 14
Quartile th3 rd4 th2 nd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund15.16 %-0.98 %16.08 %11.98 %46.72 %
Sector21.1 %6.7 %14.92 %11.58 %49.03 %
Rank within sector15 / 1916 / 185 / 157 / 159 / 14
Quartile th4 th4 th2 nd2 nd3 rd

Risk statistics

Alpha-4.17
Beta1.13
Sharpe0.61
Volatility14.85
Tracking error6.31
Information ratio-0.4
R-Squared0.83

Price movement

52 week high2539.49
52 week low1873.91
Current bid price0
Current offer price0
Current mid price2541.34

Holdings by region

  • 99.69% Japan
  • 0.31% Money Market

Holdings by sector

  • 33.87% Consumer Discretionary
  • 16.23% Industrials
  • 16.04% Information Technology
  • 10.67% Real Estate
  • 9.03% Consumer Staples
  • 6.61% Materials
  • 3.08% Health Care
  • 3.07% Financials
  • 0.68% Energy
  • 0.41% Telecommunications Utilities

Holdings by asset type

  • 99.69% Japanese Equities
  • 0.31% Money Market

Individual holdings

  • 1.49% HASEKO CORP
  • 1.4% SQUARE ENIX HLDGS CO LTD
  • 1.39% DIC CORP
  • 1.32% NHK SPRING CO
  • 1.28% NTN CORP
  • 1.27% SUMITOMO FORESTRY CO
  • 1.25% TAIYO YUDEN CO
  • 1.19% HEIWA CORP
  • 1.18% TS TECH CO.LTD.
  • 1.17% H2O RETAILING CORP