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 riskadjusted 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

25.47 %

1 Year rank in sector

51/105

Sector

FO Equity - Japan

Yield
-
Fund size

£ 5.2 b

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    98.8%
  • Money Market
    1.2%
  • Health Care
    15%
  • Information Technology
    14.6%
  • Industrials
    13.7%
  • Consumer Discretionary
    13.1%
  • Financials
    11.4%
  • Japanese Equities
    98.8%
  • Money Market
    1.2%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund3.96 %14.51 %25.47 %0 %0 %
Sector4.86 %15.12 %23.95 %52.4 %126.19 %
Rank within sector89 / 10968 / 10951 / 105 / /
Quartile th4 th3 rd2 nd th th

Calendar performance

YTD-20172016201520142013
Fund12.06 %0 %0 %0 %0 %
Sector15.48 %4.48 %11.76 %4.15 %43.22 %
Rank within sector81 / 108 / / / /
Quartile th3 rd th th th th

Price movement

52 week high12622
52 week low9736
Current bid price0
Current offer price0
Current mid price12622

Holdings by region

  • 98.8% Japan
  • 1.2% Money Market

Holdings by sector

  • 15% Health Care
  • 14.6% Information Technology
  • 13.7% Industrials
  • 13.1% Consumer Discretionary
  • 11.4% Financials
  • 9.6% Consumer Staples
  • 9.5% Telecommunications
  • 9.4% Materials
  • 2.8% Real Estate
  • 0.9% Others

Holdings by asset type

  • 98.8% Japanese Equities
  • 1.2% Money Market

Individual holdings

  • 3.4% NIPPON TELEGRAPH & TELEPHONE CORP
  • 3.1% NTT DOCOMO INC
  • 2.4% KDDI CORP
  • 2.4% SUMITOMO MITSUI FINANCIAL GROUP INC
  • 2.3% JAPAN TOBACCO INC
  • 2% ASTELLAS PHARMA INC
  • 1.9% MIZUHO FINANCIAL GROUP
  • 1.7% CHUGAI PHARMACEUTICAL CO
  • 1.7% HITACHI
  • 1.7% OTSUKA CORP