RBI-JPRBI-JP
A Japan-only capped market-cap robotics research portfolio.
- RESEARCH CUT 2026-08-27研究截点 2026-08-27
RESEARCH INDEX CONSTRUCTION · 8 HOLDINGS研究指数构建 · 8 项持仓
RBI-JP
Japan-only, market-cap weighted, 12.5% cap across the current 8-name universe.
CAPITAL POSITION资本配置
100.00%equities股票0.00% cash · 100.00% accounted for0.00% 现金 · 100.00% 已计入Annualized return年化收益+40.70%+22.03% vs SPY+22.03% 对比 SPY
Annualized volatility年化波动率43.70%SPY 12.70%
Maximum drawdown最大回撤-24.39%SPY -9.13%
Sharpe ratio夏普比率0.93SPY 1.47
Correlation to SPY与 SPY 的相关性—daily returns日收益率
PORTFOLIO HEATMAP投资组合热力图
Where the weight sits.权重分布在哪里。
Every position, largest first. Darker tiles carry more portfolio weight.按权重从高到低展示全部持仓。颜色越深，投资组合权重越高。
Lower weight较低权重Higher weight较高权重
LAST 13 MONTHS过去 13 个月
Growth of $100100 美元的增长
RBI-JPSPY
2025-07-28 to至 2026-08-28. SPY observations are aligned by date in the chart.图表中的 SPY 观测值按日期对齐。 8% cap is mathematically infeasible for this universe size (n=8); uses the min-feasible cap instead (12.5%).
PORTFOLIO EXPOSURE投资组合敞口
Where the portfolio is concentrated.投资组合集中在哪里。
Exposure is calculated across the complete portfolio shown above.敞口根据以上展示的完整投资组合计算。
Geography地域
JP100.00%
Robotics purity机器人业务纯度
High / diversified automation pure-play (100% of FY2025 revenue is industrial automation -- CNC/servo, robots, CNC-based machine tools and service -- but ROBOT is only 44.1% of sales; FA/servo (24.3%) and Robomachine (15.1%) are adjacent product lines, not robots per se)12.50%
High12.50%
Low / diversified industrial (aircraft, marine, railway, plus precision reducers)12.50%
Low-Medium / diversified industrial (motors across automotive, appliance, ICT and machinery; robotics is a minor sub-line within the ~13% Machinery segment, per the last full breakdown available)12.50%
Medium / diversified electronics conglomerate (industrial automation plus consumer healthcare devices, social/energy infrastructure and a health-data platform)12.50%
Medium / diversified industrial (pneumatics across semiconductor, general factory automation, automotive, food and life sciences; EOAT/grippers are one product line among many and are not separately disclosed)12.50%
Medium / single-segment industrial-machinery pure-play following the 2026 automotive divestiture, but robotics is one of several served end markets (machine tools, semiconductor equipment, electronics, EV/renewable energy) without a separately disclosed revenue share12.50%
High / concentrated in servo plus robots (Motion Control + Robotics = 89.1% of FY2025 revenue) -- System Engineering (steel-plant/social-systems integration, 7.1%) and Other/logistics (3.7%) are minor non-robotics dilution12.50%
RELATIVE PERFORMANCE相对业绩
Against every construction and benchmark.与所有构建方法和基准对比。
| Portfolio投资组合 | Ann. return年化收益 | Ann. vol年化波动 | Max DD最大回撤 | Sharpe夏普比率 | Corr / SPY与 SPY 相关性 |
|---|---|---|---|---|---|
| RBI-system-ce-T | +10.7% | 23.70% | -16.94% | 0.45 | 0.68 |
| RBI-system-ce-I | +14.7% | 32.95% | -23.00% | 0.45 | 0.67 |
| RBI-MCW | +34.4% | 23.83% | -17.97% | 1.44 | 0.59 |
| RBI-HP | +3.0% | 31.93% | -21.09% | 0.09 | 0.46 |
| RBI-US | +46.2% | 37.85% | -22.43% | 1.22 | — |
| RBI-JP | +40.7% | 43.70% | -24.39% | 0.93 | — |
| RBI-CN | -8.2% | 30.16% | -29.54% | -0.27 | — |
| SMH | +81.9% | 38.06% | -24.62% | 2.15 | 0.77 |
| SPY | +18.7% | 12.70% | -9.13% | 1.47 | — |
CAPITAL POSITIONS资本持仓
8 holdings · 100.00% invested.8 项持仓 · 已投资 100.00%。
| Ticker代码 | Company公司 | Country国家 | Portfolio weight投资组合权重 | Robotics purity机器人业务纯度 |
|---|---|---|---|---|
| 6954 | FANUC | JP | 12.50% | High / diversified automation pure-play (100% of FY2025 revenue is industrial automation -- CNC/servo, robots, CNC-based machine tools and service -- but ROBOT is only 44.1% of sales; FA/servo (24.3%) and Robomachine (15.1%) are adjacent product lines, not robots per se) |
| 6324 | Harmonic Drive Systems | JP | 12.50% | High |
| 6268 | Nabtesco | JP | 12.50% | Low / diversified industrial (aircraft, marine, railway, plus precision reducers) |
| 6594 | Nidec Corporation | JP | 12.50% | Low-Medium / diversified industrial (motors across automotive, appliance, ICT and machinery; robotics is a minor sub-line within the ~13% Machinery segment, per the last full breakdown available) |
| 6645 | OMRON | JP | 12.50% | Medium / diversified electronics conglomerate (industrial automation plus consumer healthcare devices, social/energy infrastructure and a health-data platform) |
| 6273 | SMC Corporation | JP | 12.50% | Medium / diversified industrial (pneumatics across semiconductor, general factory automation, automotive, food and life sciences; EOAT/grippers are one product line among many and are not separately disclosed) |
| 6481 | THK | JP | 12.50% | Medium / single-segment industrial-machinery pure-play following the 2026 automotive divestiture, but robotics is one of several served end markets (machine tools, semiconductor equipment, electronics, EV/renewable energy) without a separately disclosed revenue share |
| 6506 | Yaskawa Electric | JP | 12.50% | High / concentrated in servo plus robots (Motion Control + Robotics = 89.1% of FY2025 revenue) -- System Engineering (steel-plant/social-systems integration, 7.1%) and Other/logistics (3.7%) are minor non-robotics dilution |
| Total合计 | 100.00% | |||
- Ticker代码
- The exchange symbol used to identify the listed security.用于识别上市证券的交易所代码。
- Country国家
- The issuer's primary-market or headquarters classification in this snapshot.本快照中发行人的主要市场或总部分类。
- Portfolio weight投资组合权重
- The percentage of total capital assigned to the position; cash is included in the 100% total.分配给该持仓的总资本百分比；100% 合计中包括现金。
- Robotics purity机器人业务纯度
- A qualitative label for how directly the issuer's business is exposed to robotics.用于描述发行人业务与机器人领域直接相关程度的定性标签。
INDIVIDUAL METHODOLOGY单项方法论How RBI-JP is constructedRBI-JP 的构建方式Expand +展开 +
01
Hypothesis假设
Japan's automation, motion-control, and precision-component incumbents form a distinct robotics portfolio.
02
Universe样本范围
Eligible companies whose portfolio country is Japan at the snapshot date.
03
Weighting权重方法
Market-cap weighted with capped redistribution, converted to USD without currency hedging.
04
Caps权重上限
The minimum feasible equal cap when an 8% cap cannot sum to 100%; derived from the current constituent count.
05
Cash现金
Fully invested.
06
Rebalance再平衡
Quarterly using market capitalization on each rebalance date.
07
Benchmark基准
SPY for broad-market comparison and the other country portfolios for geographic attribution.
Backtest limitations回测局限
- No dividends, buybacks, or transaction costs -- price return only.
- Non-USD prices converted to USD daily via yfinance FX history, unhedged.
- Shares outstanding is a single current snapshot applied across the whole window.
- Fixed small universe -- no survivorship-bias reconstruction.
- Mechanical construction, not analyst-reviewed the way RBI-system-ce-T/-I are: no per-company sourcing, caveat, or exclusion-gate review beyond the shared reconciliation/governance/valuation/tradeability screen.