Fact sheet: RAM (LUX) SysFd Eurpn Eqs

Fund information
Fund name
RAM (LUX) Systematic Funds European Equities F EUR
Fund manager company
RAM Active Investments SA
Fund type
Offshore Fund
Fund managers
  • Emmanuel Hauptmannsince 30/09/2007
  • Maxime Bottisince 31/12/2004
  • Thomas de Saint Seinesince 31/01/2001
Fund objective
The RAM (Lux) SYSTEMATIC FUNDS - EUROPEAN EQUITIES objective is to achieve long-term capital appreciation through investments in European equities exhibiting the following characteristics: strong earnings visibility and predictability, robust balance sheet, attractive valuation, above market earnings growth momentum and favourable technical outlook
Benchmark
  • MSCI Europe
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
7.4%
1 Year rank in sector
43/224
Sector
FO Equity - Europe inc UK
Yield
-
Fund size
£279m (£293m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
89
Top in this sector
Fund name1 Year
Mirabaud Eqts PanEur SmllMid35.6%
IVI European32.7%
Schroder ISF Eur SpclSits31.1%
JOHCM European Sel Val31%
GS Eur CORE Eq Portfolio28.3%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

  • UK33.1%
    Switzerland10.2%
    Germany10%
    Sweden8.9%
    France6.7%
  • Industrials21.5%
    Consumer Discretionary13.4%
    Materials13.1%
    Consumer Staples12.9%
    Financials9.9%
  • UK Equities33.1%
    Swiss Equities10.2%
    German Equities10%
    Swedish Equities8.9%
    French Equities6.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.3%7.8%6.3%7.4%32.5%92.5%
Sector0.2%7%3.5%1.8%17.3%67.6%
Rank within sector106 / 23347 / 23442 / 23143 / 22429 / 20035 / 176
Quartile2nd1st1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund-1.5%17%7.4%25.9%19.7%
Sector-3.9%11.1%4.2%21.1%17.6%
Rank within sector64 / 22939 / 21557 / 20248 / 19080 / 180
Quartile2nd1st2nd2nd2nd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
5.27
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.78
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
0.69
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
10.56
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
5.03
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
0.75
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.84
Price movement
52 week high368.35
52 week low304.59
Current bid price-
Current offer price-
Current mid price359.8
Region
1UK33.1%
2Switzerland10.2%
3Germany10%
4Sweden8.9%
5France6.7%
6Spain4.8%
7Italy4.7%
8Norway4.2%
9Finland4.1%
Industry sector
1Industrials21.5%
2Consumer Discretionary13.4%
3Materials13.1%
4Consumer Staples12.9%
5Financials9.9%
6Health Care8.1%
7Information Technology7.7%
8Real Estate4%
9Utilities3.8%
Asset type
1UK Equities33.1%
2Swiss Equities10.2%
3German Equities10%
4Swedish Equities8.9%
5French Equities6.7%
6Spanish Equities4.8%
7Italian Equities4.7%
8Norwegian Equities4.2%
9Finnish Equities4.1%
Individual holdings
1RENTOKIL INITIAL0.94%
2AENA SA0.88%
3RELX PLC0.85%
4BUNZL0.84%
5INDIVIOR PLC0.84%
6DFDS AS0.83%
7COMPASS GROUP0.82%
8COVESTRO AG0.82%
9ADIDAS AG0.77%
Management
Fund manager group
REYL Asset Management
Fund manager company
RAM Active Investments SA
Fund type
Offshore Fund
Fund objective
The RAM (Lux) SYSTEMATIC FUNDS - EUROPEAN EQUITIES objective is to achieve long-term capital appreciation through investments in European equities exhibiting the following characteristics: strong earnings visibility and predictability, robust balance sheet, attractive valuation, above market earnings growth momentum and favourable technical outlook
Benchmark
  • MSCI Europe
Investment style
Growth
Investment method
Shares
Fund managers
NameSinceBiography
Emmanuel Hauptmann30/09/2007Emmanuel Hauptmann is co-manager of Reyl Asset Management’s Equity funds. He brings to the team extensive research experience in the alpha, risk and execution dimensions of systematic investment processes. He started his career as European Equity Derivatives strategist in Morgan Stanley’s Quantitative and Derivative Strategies team in 2002. He was then Senior Quantitative Analyst as Director within Citigroup’s Alternative Execution team in London. He joined Reyl Asset Management in September 2007. Emmanuel Hauptmann is a graduate of the Ecole Centrale Paris (2002), the London School of Economics (MSc, Finance and Economics, 2002) and the University of Paris I (Lic. Economics, 2001).
Maxime Botti31/12/2004Maxime Botti was involved in the setting up of Reyl Asset Management with Thomas de Saint-Seine. He played a determining role in the research that underpins Reyl Funds equity management. Before joining the group in 2004, Maxime Botti worked as a fund manager at Equinoxe Partners and an arbitrage risk analyst at Barep Asset Management, a subsidiary of Société Générale. He has been with Reyl Asset Management since its creation in 2007. He is a graduate of the Rouen Business School (Finance, 2002)
Thomas de Saint Seine31/01/2001Thomas de Saint-Seine is a Founding Partner of Reyl Asset Management, which specialises in managing the investment funds grouped under the Reyl Funds brand and initiated the proprietary research that underpins Reyl Funds equity management.From 1996 to 2001, Thomas de Saint-Seine worked as an equity and bond Fund Manager at Crédit Agricole Indosuez (Luxembourg, Paris and Geneva). He joined the group in 2001 to establish and develop the activity of fund management.Thomas de Saint-Seine is a graduate of the University of Paris X (Econometrics, 1994) and the Rouen Business School (Finance, 1996).
Compliance
Transparent for Austrian Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Italy, Luxembourg, Netherlands, Norway, Offshore, Singapore, Sweden
RAM (LUX) Systematic Funds European Equities B EUR
Initial charge2%
Annual charge1.5%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price376.32
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIGE4
RAM (LUX) Systematic Funds European Equities BP EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price369.09
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFTVP
RAM (LUX) Systematic Funds European Equities C CHF
Initial charge2%
Annual charge1.5%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price334.45
CurrencyCHF
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIGE5
RAM (LUX) Systematic Funds European Equities C EUR
Initial charge2%
Annual charge1.5%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price307.09
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFCPL
RAM (LUX) Systematic Funds European Equities D EUR
Initial charge2%
Annual charge1.75%
Min single investment£50,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price329.69
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFCPK
RAM (LUX) Systematic Funds European Equities D USD
Initial charge2%
Annual charge1.75%
Min single investment£50,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price368.93
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIGE7
RAM (LUX) Systematic Funds European Equities Dp USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price343.49
CurrencyUSD
Price updated02/02/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFT2X
RAM (LUX) Systematic Funds European Equities Dp USD EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price315.18
CurrencyEUR
Price updated02/02/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFT2W
RAM (LUX) Systematic Funds European Equities F EUR
Initial charge2%
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price359.8
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIGE6
RAM (LUX) Systematic Funds European Equities Fp EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price386.17
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFHDV
RAM (LUX) Systematic Funds European Equities Fp SEK
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price3719.41
CurrencySEK
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFHDW
RAM (LUX) Systematic Funds European Equities H EUR
Initial charge5%
Annual charge1.75%
Min single investment£50,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price352.65
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIGE9
RAM (LUX) Systematic Funds European Equities I EUR
Initial charge5%
Annual charge1%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price385.09
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIGE8
RAM (LUX) Systematic Funds European Equities ICP CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price388.14
CurrencyCHF
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFWTH
RAM (LUX) Systematic Funds European Equities ICP CHF EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price356.4
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFWTI
RAM (LUX) Systematic Funds European Equities IDP EUR
Initial charge5%
Annual charge1%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price349.76
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFCPH
RAM (LUX) Systematic Funds European Equities IDP USD
Initial charge5%
Annual charge1%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price391.38
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFCPG
RAM (LUX) Systematic Funds European Equities IP EUR
Initial charge5%
Annual charge1%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price391.7
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFBFZ
RAM (LUX) Systematic Funds European Equities IP SEK
Initial charge5%
Annual charge1%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price3903.89
CurrencySEK
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFCPC
RAM (LUX) Systematic Funds European Equities IP SEK EUR
Initial charge5%
Annual charge1%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price405.33
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFCPD
RAM (LUX) Systematic Funds European Equities IPF EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price394.61
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFINN
RAM (LUX) Systematic Funds European Equities N CHF
Initial charge5%
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price328.81
CurrencyCHF
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFCPJ
RAM (LUX) Systematic Funds European Equities N EUR
Initial charge5%
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price301.92
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFCPI
RAM (LUX) Systematic Funds European Equities R EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price402.87
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFGGG
RAM (LUX) Systematic Funds European Equities S EUR
Initial charge2%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price403.52
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFGYN
RAM (LUX) Systematic Funds European Equities SP CHF
Initial charge2%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price108.42
CurrencyCHF
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFS5S
RAM (LUX) Systematic Funds European Equities SP CHF EUR
Initial charge2%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price99.55
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFS5T
RAM (LUX) Systematic Funds European Equities U EUR
Initial charge5%
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price314.41
CurrencyEUR
Price updated18/03/2014
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFCPF
RAM (LUX) Systematic Funds European Equities Z CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price339.69
CurrencyCHF
Price updated27/01/2015
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFIKQ
RAM (LUX) Systematic Funds European Equities Z EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price330.39
CurrencyEUR
Price updated27/01/2015
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFIKR
Data provided by

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