Fact sheet: MU Japan Equity Value

Fund information

Fund name
MU Japan Equity Value A JPY
Fund company manager
Mitsubishi UFJ Ast Mgt UK Ltd
Fund type
SIB
Fund manager(s)
Andrew Jenner
since 01/04/2006
Noriyuki Okamoto
since 01/06/2012
Fund objective
The primary investment objective is to obtain total returns by investing in Japanese equities. Enhanced returns are sought by applying a coherent valuation framework to the entire market while using consensus forecasts, for a full and fair view on all stocks. Our proprietary valuation model derives a market implied rate of return for all sectors and market cap sizes, and from these we arrive at the fair value for each stock. The universe of stocks is then optimised for implied rate of return, within the constraints of a given set of risk attributes to produce a portfolio with value characteristics.
Benchmark
Topix
Investment style
Value
Investment method
Shares

Quick stats

1 Year return

25.14 %

1 Year rank in sector

52/105

Sector

FO Equity - Japan

Yield
-
Fund size

£ 2.0 b

FE Risk score

114

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    100%
  • Others
    68.7%
  • Chemicals
    9%
  • Wholesale
    7.9%
  • Pharmaceuticals
    6.2%
  • Machinery
    3.8%
  • Japanese Equities
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.43 %13.64 %25.14 %46.13 %131.54 %
Sector5.26 %15.65 %23.59 %54.74 %122.27 %
Rank within sector104 / 10972 / 10952 / 10563 / 9130 / 79
Quartile th4 th3 rd2 nd3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund10.14 %-0.64 %11.83 %8.22 %53.17 %
Sector15.9 %4.48 %11.76 %4.15 %43.22 %
Rank within sector92 / 10866 / 9846 / 9129 / 8617 / 81
Quartile th4 th3 rd3 rd2 nd1 st

Risk statistics

Alpha2.76
Beta0.64
Sharpe0.35
Volatility15.63
Tracking error13.82
Information ratio-0.12
R-Squared0.28

Price movement

52 week high11997.3049
52 week low9240.3107
Current bid price0
Current offer price0
Current mid price11997.3049

Holdings by region

  • 100% Japan

Holdings by sector

  • 68.7% Others
  • 9% Chemicals
  • 7.9% Wholesale
  • 6.2% Pharmaceuticals
  • 3.8% Machinery
  • 2.6% Securities
  • 1.8% Paper - Packaging & Printing

Holdings by asset type

  • 100% Japanese Equities

Individual holdings

  • 3.4% NIPPON TELEGRAPH & TELEPHONE CORP
  • 3.3% SUMITOMO MITSUI FINANCIAL GROUP INC
  • 2.9% HITACHI
  • 2.5% ORIX CORP
  • 2.3% NTT DOCOMO INC
  • 2.2% SECOM CO
  • 2.2% SHIONOGI & CO
  • 1.9% MITSUBISHI CHEMICAL HLDGS CORP
  • 1.6% MITSUBISHI GAS CHEMICAL CO INC
  • 1.6% TAISHO PHARMACEUTICAL HOLDINGS