Fact sheet: LO JpnRspEqEnh

Fund information

Fund name
LO Japan Responsible Equity 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

21.46 %

1 Year rank in sector

82/110

Sector

FO Equity - Japan

Yield
-
Fund size

£ 5.8 b

FE Risk score

113

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    99.6%
  • Money Market
    0.4%
  • Health Care
    16.4%
  • Information Technology
    13.9%
  • Telecommunications
    13.9%
  • Consumer Discretionary
    13.8%
  • Industrials
    12.7%
  • Japanese Equities
    99.8%
  • Money Market
    0.2%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund4.18 %13.1 %19.64 %0 %0 %
Sector4.85 %17.73 %24.36 %51.55 %112.95 %
Rank within sector79 / 11191 / 11182 / 110 / /
Quartile th3 rd4 th3 rd th th

Calendar performance

YTD-20182017201620152014
Fund2.8 %18.28 %0 %0 %0 %
Sector3.66 %22.97 %4.48 %11.76 %4.15 %
Rank within sector92 / 11187 / 110 / / /
Quartile th4 th4 th th th th

Price movement

52 week high13869
52 week low11023
Current bid price0
Current offer price0
Current mid price13696

Holdings by region

  • 99.6% Japan
  • 0.4% Money Market

Holdings by sector

  • 16.4% Health Care
  • 13.9% Information Technology
  • 13.9% Telecommunications
  • 13.8% Consumer Discretionary
  • 12.7% Industrials
  • 11.5% Financials
  • 6.7% Materials
  • 4.9% Real Estate
  • 4.4% Consumer Staples
  • 1.8% Others

Holdings by asset type

  • 99.8% Japanese Equities
  • 0.2% Money Market

Individual holdings

  • 3.7% NIPPON TELEGRAPH & TELEPHONE CORP
  • 3.3% NTT DOCOMO INC
  • 2.5% KDDI CORP
  • 2.4% SUMITOMO MITSUI FINANCIAL GROUP INC
  • 2.2% JAPAN TOBACCO INC
  • 2% CHUGAI PHARMACEUTICAL CO
  • 1.9% MIZUHO FINANCIAL GROUP
  • 1.8% ASTELLAS PHARMA INC
  • 1.8% OTSUKA CORP
  • 1.7% HITACHI