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

17.37 %

1 Year rank in sector

78/106

Sector

FO Equity - Japan

Yield
-
Fund size

£ 11.2 b

FE Risk score

135

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    98.7%
  • Money Market
    1.3%
  • Industrials
    23%
  • Information Technology
    20.5%
  • Consumer Discretionary
    18.1%
  • Financials
    13%
  • Materials
    9.4%
  • Japanese Equities
    98.7%
  • Money Market
    1.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.78 %8.31 %16.86 %24.32 %102.13 %
Sector0.57 %7.74 %22.04 %36.32 %114.4 %
Rank within sector51 / 11037 / 10978 / 10668 / 9143 / 77
Quartile th2 nd2 nd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund10.07 %-4.65 %9.46 %1.23 %50.31 %
Sector9.29 %4.48 %11.76 %4.15 %43.22 %
Rank within sector35 / 10988 / 10068 / 9362 / 8734 / 82
Quartile th2 nd4 th3 rd3 rd2 nd

Risk statistics

Alpha-3.63
Beta1.1
Sharpe0.25
Volatility14.94
Tracking error5.3
Information ratio-0.55
R-Squared0.88

Price movement

52 week high1425
52 week low1123
Current bid price0
Current offer price0
Current mid price1421

Holdings by region

  • 98.7% Japan
  • 1.3% Money Market

Holdings by sector

  • 23% Industrials
  • 20.5% Information Technology
  • 18.1% Consumer Discretionary
  • 13% Financials
  • 9.4% Materials
  • 4.5% Health Care
  • 4% Real Estate
  • 3.7% Telecommunications Utilities
  • 3.2% Consumer Staples
  • 0.6% Others

Holdings by asset type

  • 98.7% Japanese Equities
  • 1.3% Money Market

Individual holdings

  • 3.5% MITSUBISHI UFJ FINANCIAL GROUP
  • 3.1% SOFTBANK GROUP CORP
  • 3% TOYOTA MOTOR CORP
  • 2.5% NIDEC CORP
  • 2.4% KEYENCE CORP
  • 2.2% MITSUBISHI CORP
  • 2.1% MIZUHO FINANCIAL GROUP
  • 2% DAIKIN INDUSTRIES
  • 2% DON QUIJOTE HLDGS CO LTD
  • 2% KEWPIE CORP