Fact sheet: LO Alpha Japan

Fund information

Fund name
LO Alpha Japan (JPY) R A
Fund company manager
Lombard Odier
Fund type
SIB
Fund manager
Alpha Japan Asset Advisors Ltd
since 01/08/2012
Fund objective
Objective: relative performance in the universe of Japanese small to mega cap companies. Deep knowledge of such companies backed by a research-driven approach to fundamentals. Concentrated and actively managed portfolio.
Benchmark
TOPIX
Investment style
Concentrated,Active,Growth
Investment method
Shares

Quick stats

1 Year return

25.49 %

1 Year rank in sector

31/106

Sector

FO Equity - Japan

Yield
-
Fund size

£ 12.4 b

FE Risk score

132

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    99.6%
  • Money Market
    0.4%
  • Information Technology
    22.3%
  • Industrials
    20.9%
  • Consumer Discretionary
    18.6%
  • Financials
    13.5%
  • Materials
    7.7%
  • Japanese Equities
    99.6%
  • Money Market
    0.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund5.09 %11.73 %25.49 %23.9 %104.32 %
Sector2.26 %7.52 %20.43 %34.72 %113.92 %
Rank within sector13 / 10914 / 10931 / 10669 / 9143 / 78
Quartile th1 st1 st2 nd4 th3 rd

Calendar performance

YTD-20172016201520142013
Fund13.63 %-4.65 %9.46 %1.23 %50.31 %
Sector11.16 %4.48 %11.76 %4.15 %43.22 %
Rank within sector25 / 10888 / 9969 / 9262 / 8733 / 82
Quartile th1 st4 th3 rd3 rd2 nd

Risk statistics

Alpha-4
Beta1.1
Sharpe0.24
Volatility14.85
Tracking error5.25
Information ratio-0.62
R-Squared0.88

Price movement

52 week high1470
52 week low1129
Current bid price0
Current offer price0
Current mid price1467

Holdings by region

  • 99.6% Japan
  • 0.4% Money Market

Holdings by sector

  • 22.3% Information Technology
  • 20.9% Industrials
  • 18.6% Consumer Discretionary
  • 13.5% Financials
  • 7.7% Materials
  • 6.8% Health Care
  • 4.4% Consumer Staples
  • 3% Telecommunications
  • 2.4% Real Estate
  • 0.4% Others

Holdings by asset type

  • 99.6% Japanese Equities
  • 0.4% Money Market

Individual holdings

  • 3% SOFTBANK GROUP CORP
  • 3% TOYOTA MOTOR CORP
  • 2.9% MITSUBISHI UFJ FINANCIAL GROUP
  • 2.8% NIDEC CORP
  • 2.6% PANASONIC CORP
  • 2.6% SONY CORP
  • 2.4% SUZUKI MOTOR CORP
  • 2.2% HOYA CORP
  • 2.1% DAIKIN INDUSTRIES
  • 2% SHIN-ETSU CHEMICAL CO