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

23.19 %

1 Year rank in sector

41/106

Sector

FO Equity - Japan

Yield
-
Fund size

£ 11.7 b

FE Risk score

132

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    97.2%
  • Money Market
    2.8%
  • Industrials
    22.7%
  • Information Technology
    18.2%
  • Consumer Discretionary
    17.9%
  • Financials
    15%
  • Materials
    9.9%
  • Japanese Equities
    97.2%
  • Money Market
    2.8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.7 %5.92 %23.19 %23.51 %94.9 %
Sector0.86 %5.98 %21.63 %36.21 %108.31 %
Rank within sector79 / 11045 / 10941 / 10669 / 9147 / 77
Quartile th3 rd2 nd2 nd4 th3 rd

Calendar performance

YTD-20172016201520142013
Fund9.45 %-4.65 %9.46 %1.23 %50.31 %
Sector9.38 %4.48 %11.76 %4.15 %43.22 %
Rank within sector42 / 10988 / 10069 / 9362 / 8734 / 82
Quartile th2 nd4 th3 rd3 rd2 nd

Risk statistics

Alpha-3.95
Beta1.09
Sharpe0.2
Volatility14.89
Tracking error5.25
Information ratio-0.62
R-Squared0.88

Price movement

52 week high1435
52 week low1123
Current bid price0
Current offer price0
Current mid price1413

Holdings by region

  • 97.2% Japan
  • 2.8% Money Market

Holdings by sector

  • 22.7% Industrials
  • 18.2% Information Technology
  • 17.9% Consumer Discretionary
  • 15% Financials
  • 9.9% Materials
  • 5.4% Health Care
  • 3.3% Real Estate
  • 3.2% Consumer Staples
  • 3.1% Telecommunications Utilities
  • 1.3% Others

Holdings by asset type

  • 97.2% Japanese Equities
  • 2.8% Money Market

Individual holdings

  • 3.2% SOFTBANK GROUP CORP
  • 2.7% NIDEC CORP
  • 2.5% MITSUBISHI UFJ FINANCIAL GROUP
  • 2.5% TOYOTA MOTOR CORP
  • 2.4% KEYENCE CORP
  • 2.2% HOYA CORP
  • 2.2% SUZUKI MOTOR CORP
  • 2.1% FANUC CORP
  • 2% DAIKIN INDUSTRIES
  • 2% PEPTIDREAM INC