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
Deruaz A.
since 25/05/2016
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

21.89 %

1 Year rank in sector

47/106

Sector

FO Equity - Japan

Yield
-
Fund size

£ 4.6 b

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

Top in sector

Holdings snapshot

  • Japan
    99.5%
  • Money Market
    0.5%
  • Information Technology
    14.6%
  • Health Care
    14.5%
  • Consumer Discretionary
    13.9%
  • Industrials
    13.7%
  • Financials
    11.6%
  • Japanese Equities
    99.5%
  • Money Market
    0.5%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-2.07 %3.53 %22.84 %0 %0 %
Sector0.56 %5.53 %20.7 %35.57 %109.14 %
Rank within sector104 / 11078 / 10947 / 106 / /
Quartile th4 th3 rd2 nd th th

Calendar performance

YTD-20172016201520142013
Fund5.28 %0 %0 %0 %0 %
Sector8.87 %4.48 %11.76 %4.15 %43.22 %
Rank within sector86 / 109 / / / /
Quartile th4 th th th th th

Price movement

52 week high12199
52 week low9548
Current bid price0
Current offer price0
Current mid price11859

Holdings by region

  • 99.5% Japan
  • 0.5% Money Market

Holdings by sector

  • 14.6% Information Technology
  • 14.5% Health Care
  • 13.9% Consumer Discretionary
  • 13.7% Industrials
  • 11.6% Financials
  • 10.1% Telecommunications
  • 9.8% Materials
  • 7.3% Consumer Staples
  • 3.2% Real Estate
  • 1.3% Others

Holdings by asset type

  • 99.5% Japanese Equities
  • 0.5% Money Market

Individual holdings

  • 2.8% NTT CORPORATION
  • 2.5% NTT DOCOMO INC
  • 2.5% SOFTBANK GROUP CORP
  • 2.1% SUMITOMO MITSUI FINANCIAL GROUP INC
  • 2% ASTELLAS PHARMA INC
  • 1.9% JAPAN TOBACCO INC
  • 1.9% KDDI CORP
  • 1.8% MIZUHO FINANCIAL GROUP
  • 1.7% HITACHI
  • 1.6% HOYA CORP