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(s)
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

29.97 %

1 Year rank in sector

13/108

Sector

FO Equity - Japan

Yield
-
Fund size

£ 14.0 b

FE Risk score

133

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    98.7%
  • Money Market
    1.3%
  • Consumer Discretionary
    24.6%
  • Information Technology
    18.7%
  • Industrials
    17.5%
  • Financials
    12.2%
  • Materials
    10.5%
  • Japanese Equities
    98.3%
  • Money Market
    1.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund3.33 %17.87 %29.97 %29.22 %120.47 %
Sector2.81 %13.55 %23.51 %40.78 %127.87 %
Rank within sector35 / 11113 / 11213 / 10869 / 9347 / 81
Quartile th2 nd1 st1 st3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund22.62 %-4.65 %9.46 %1.23 %50.31 %
Sector19.28 %4.48 %11.76 %4.15 %43.22 %
Rank within sector25 / 11189 / 10170 / 9363 / 8835 / 82
Quartile th1 st4 th4 th3 rd2 nd

Risk statistics

Alpha-3.12
Beta1.11
Sharpe0.44
Volatility15.28
Tracking error5.38
Information ratio-0.38
R-Squared0.88

Price movement

52 week high1629
52 week low1226
Current bid price0
Current offer price0
Current mid price1583

Holdings by region

  • 98.7% Japan
  • 1.3% Money Market

Holdings by sector

  • 24.6% Consumer Discretionary
  • 18.7% Information Technology
  • 17.5% Industrials
  • 12.2% Financials
  • 10.5% Materials
  • 7.1% Health Care
  • 2.8% Consumer Staples
  • 2.5% Real Estate
  • 2.4% Telecommunications
  • 1.7% Others

Holdings by asset type

  • 98.3% Japanese Equities
  • 1.7% Money Market

Individual holdings

  • 3.2% SONY CORP
  • 3% TOYOTA MOTOR CORP
  • 2.7% MITSUBISHI UFJ FINANCIAL GROUP
  • 2.6% SOFTBANK GROUP CORP
  • 2.2% CANON INC
  • 2.2% SHIN-ETSU CHEMICAL CO
  • 2.1% NIDEC CORP
  • 2.1% PANASONIC CORP
  • 2% DAIKIN INDUSTRIES
  • 2% TOYOTA INDUSTRIES CORP