Fact sheet: LO JpnEqFctEnh

Fund information

Fund name
LO Japan Equity Factor Enhanced (JPY) MA
Fund company manager
Lombard Odier
Fund type
SIB
Fund manager(s)
N. Mieszkalski
since 25/05/2016
Alexey Medvedev
since 01/06/2017
Fund objective
LO Funds - Japan Equity Factor Enhanced is a rule-based portfolio. Its long-only Japanese equity strategy has been in place since May 2016. It invests in securities within the Topix universe. It seeks to offer higher risk-adjusted returns compared to the Topix index. The investment approach seeks to offer a transparent, systematic and dynamic process combining: i) a factor-based stock selection focusing on Value, Quality and Small Size and ii) a risk-based allocation achieving diversification by equalizing the risk contribution of sectors to the portfolio. The portfolio typically holds around 200 to 300 stocks and is rebalanced on a quarterly basis. Risk management is performed by fund managers at a portfolio level, alongside independent teams who oversee investment, counterparty and operational risks.
Benchmark
Topix
Investment style
Growth
Investment method
Shares

Quick stats

1 Year return

18 %

1 Year rank in sector

71/109

Sector

FO Equity - Japan

Yield
-
Fund size

£ 5.6 b

FE Risk score

112

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    98.9%
  • Money Market
    1.1%
  • Information Technology
    15.1%
  • Health Care
    14.9%
  • Industrials
    14.1%
  • Consumer Discretionary
    12.8%
  • Financials
    11.2%
  • Japanese Equities
    99%
  • Money Market
    1%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.81 %13.26 %18 %0 %0 %
Sector1.79 %12.92 %21.07 %43.03 %124.34 %
Rank within sector54 / 11163 / 11271 / 109 / /
Quartile th2 nd3 rd3 rd th th

Calendar performance

YTD-20172016201520142013
Fund18.6 %0 %0 %0 %0 %
Sector21.77 %4.48 %11.76 %4.15 %43.22 %
Rank within sector79 / 111 / / / /
Quartile th3 rd th th th th

Price movement

52 week high13405
52 week low11023
Current bid price0
Current offer price0
Current mid price13359

Holdings by region

  • 98.9% Japan
  • 1.1% Money Market

Holdings by sector

  • 15.1% Information Technology
  • 14.9% Health Care
  • 14.1% Industrials
  • 12.8% Consumer Discretionary
  • 11.2% Financials
  • 9.5% Telecommunications
  • 9.3% Materials
  • 9.2% Consumer Staples
  • 2.9% Real Estate
  • 1% Others

Holdings by asset type

  • 99% Japanese Equities
  • 1% Money Market

Individual holdings

  • 3.4% NIPPON TELEGRAPH & TELEPHONE CORP
  • 3.2% NTT DOCOMO INC
  • 2.4% SUMITOMO MITSUI FINANCIAL GROUP INC
  • 2.3% KDDI CORP
  • 2.2% JAPAN TOBACCO INC
  • 2% ASTELLAS PHARMA INC
  • 1.9% CHUGAI PHARMACEUTICAL CO
  • 1.9% MIZUHO FINANCIAL GROUP
  • 1.8% HITACHI
  • 1.7% OTSUKA CORP