About AsianInvestor Asset Management Awards 2023

https://www.asianinvestor.net/article/asset-management-awards-2023-asset-class-winners/484020

Participants are Mercer's universe of tracked strategies. Measured using US-dollar terms performance for 2022.

Sompo AM paid no fees to participate in selection.

About the R&I Fund Award

The R&I Fund Award is presented to provide reference information based on the past data R&I believes to be reliable (however, its accuracy and completeness are not guaranteed by R&I) and is not intended to recommend the purchase, sale or holding of particular products or guarantee their future performance. The Award is not the Credit Rating Business, but one of the Other Lines of Business (business excluding Credit Rating Business and also excluding the Ancillary Businesses) as set forth in Article 299, paragraph (1), item (xxviii) of the Cabinet Office Ordinance on Financial Instruments Business, etc. With respect to such business, relevant laws and regulations require measures to be implemented so that activities pertaining to such business would not unreasonably affect the Credit Rating Activities. Intellectual property rights including copyright and all other rights in this Award are the sole property of R&I, and any unauthorized copying, reproduction and so forth are prohibited.
Sompo AM paid no fees to participate in selection.

Selection method for 2024: The selection period is the past 3 years for the Investment Trust category, the past 10 years for the Investment Trust 10 category, and the past 20 years for the Investment Trust 20 category. The selection period is based on the ranking by the Sharpe Ratio and takes into account the maximum drawdown. Those eligible for the award have at least 1 year until the redemption date, and have at least the top 50% in their category and a balance of at least 3 billion yen. The selection is for domestic public open-ended stock investment trusts other than those dedicated to defined contribution pension plans and SMA/wrap accounts. The assessment date was March 31, 2024.

Selection method for 2023: The selection period is the past 3 years for the Investment Trust category, the past 10 years for the Investment Trust 10 category, and the past 20 years for the Investment Trust 20 category. The selection period is based on the ranking by the Sharpe Ratio and takes into account the maximum drawdown. Those eligible for the award have at least 1 year until the redemption date, and have at least the top 50% in their category and a balance of at least 3 billion yen. The selection is for domestic public open-ended stock investment trusts other than those dedicated to defined contribution pension plans and SMA/wrap accounts. The assessment date was March 31, 2023.

Selection method for 2018: The funds nominated for "Investment Trusts Category", "iDeCo & DC Category" and "Defined Benefit Pension Category" are those ranked in the top 75% of the annual quantitative evaluation for three consecutive years based on the actual performance data for each year ended March 2016, 2017 and 2018. Winners are selected according to the ranking of quantitative evaluation for the three-year period ended March 2018. The funds nominated for "NISA Category" are those meeting the criteria stated in the 2018 version of "NISA Screening" (published by R&I on February 8), and winners are selected according to the ranking of quantitative evaluation for the three-year period ended March 2018. The funds nominated for "Investment Trusts/10-year Category" are those ranked in the top 75% of the quantitative evaluation for the past five years as of end-March 2013 and as of end-March 2018 and for the past three years as of end-March 2018 based on the actual performance data for the respective periods. Winners are selected according to the ranking of quantitative evaluation for the 10-year period ended March 2018. The funds nominated for " Investment Trusts/20-year Category" are those ranked in the top 75% of the quantitative evaluation for the past 10 years as of end-March 2008 and as of end-March 2018 and for the past three years as of end-March 2018 based on the actual performance data for the respective periods. Winners are selected according to the ranking of quantitative evaluation for the 20-year period ended March 2018. The quantitative evaluation for "Investment Trusts Category", "iDeCo & DC Category", "NISA Category", "Investment Trusts/10-year Category" and "Investment Trusts/20-year Category" is based on "Sharpe Ratio" and for "Defined Benefit Pension Category", "Information Ratio". Fund nominees are required to have one year or more left before maturity. For "Investment Trusts Category", "Investment Trusts/10-year Category" and "Investment Trusts/20-year Category", funds must have 3 billion yen or more outstanding and rank among the top 50% in their respective subcategories in terms of outstanding balance. "NISA Category" funds are those with 3 billion yen or more outstanding. Funds for "iDeCo & DC Category" need to have 1 billion yen or more outstanding and rank among the top 75% in their respective subcategories in terms of outstanding balance. For "Investment Trusts Category", "iDeCo & DC Category", "NISA Category", "Investment Trusts/10-year Category" and "Investment Trusts/20-year Category", R&I awards the first prize to one fund and the second prize to about two funds. "Defined Benefit Pension Category" have no prize levels. Fund manager nominees for "Investment Trusts/Aggregate Category" are required to have three funds or more with the balance of 3 billion yen or more each as of end-March 2018. The first prize is awarded to one fund manager and the second prize to two fund managers based on the ranking by balance-weighted average "Sharpe Ratio" of funds during the last three years. The funds eligible for "Investment Trusts Category", "Investment Trusts/Aggregate Category", "Investment Trusts/10-year Category" and "Investment Trusts/20-year Category" are Japanese Publicly Offered Open-type Stock Investment Trusts excluding defined contribution pension funds. Those for "iDeCo & DC Category" consist of Japanese Publicly Offered Open-type Stock Investment Trusts used in iDeCo & DC plans (individual and corporate-type defined contribution pension plans). "NISA Category" funds are Japanese Publicly Offered Open-type Stock Investment Trusts for Nippon Individual Savings Accounts. For "Defined Benefit Pension Category", investment products registered in "R&I Universe Data Service" are eligible. All of them are in principle based on R&I's classifications.

https://www.r-i.co.jp/en/news_investment-fund-award/2018/05/news_investment-fund-award_20180518_eng.pdf

These awards are based on past achievements and do not guarantee future results.