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Index
Japan Corporate Reform Index
official“An index of large Japanese companies leveraged to the corporate-governance reform tailwind — TSE prime listings, buybacks, and unwinding of cross-shareholdings.” — by Daichi Whitfield
built · 2026-04-30 21:38·rebalance · semiannual·next run · 2026-10-30
backtest · S&P 500 (SPX)·range
CAGR—
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Sortino—
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risk-free raterf = 4.50%
vs S&P 500 (SPX) · 1M—
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vs S&P 500 (SPX) · 3Y—
vs S&P 500 (SPX) · 5Y—
vs S&P 500 (SPX) · 10Y—
no backtest data
sharpe ratio
| ticker | weight | YTD | 1Y | 3Y | 5Y | 10Y |
|---|---|---|---|---|---|---|
| EWJ | 18.0% | — | — | — | — | — |
| TM | 15.0% | — | — | — | — | — |
| MFG | 10.0% | — | — | — | — | — |
| MUFG | 10.0% | — | — | — | — | — |
| SMFG | 10.0% | — | — | — | — | — |
| NMR | 6.0% | — | — | — | — | — |
| HMC | 7.0% | — | — | — | — | — |
| SONY | 10.0% | — | — | — | — | — |
| MTU | 7.0% | — | — | — | — | — |
| ITOCY | 7.0% | — | — | — | — | — |
| weighted | 100% | — | — | — | — | — |
attribution factsheet
holdings · 10
click a row to drill in ↗NameAllocation· cap 18%Rationale
EWJiShares MSCI Japan ETFFinancials18.00%Broad Japan equity beta wrapper.TMToyota MotorConsumer Discretionary15.00%Largest Japanese auto OEM with strong hybrid demand.MFGMizuho Financial GroupFinancials10.00%Major Japanese megabank benefiting from BoJ rate normalization.MUFGMitsubishi UFJFinancials10.00%Largest Japanese bank with broad global footprint.SMFGSumitomo Mitsui FinancialFinancials10.00%Japanese megabank with rising NIMs.SONYSony GroupCommunication Services10.00%Gaming, music, and image sensors with capital-return discipline.HMCHonda MotorConsumer Discretionary7.00%Japanese auto OEM with strong free cash flow.MTUMitsubishi UFJ (additional)Financials7.00%Reserved megabank weight for BoJ normalization.ITOCYItochu CorporationIndustrials7.00%Japanese trading house with Berkshire Hathaway backing.NMRNomura HoldingsFinancials6.00%Largest Japanese broker-dealer benefiting from market reform.
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weighting · market_cap · cap=18%
rebalance · semiannual
