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 29/09/2007
  • 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
13.5%
1 Year rank in sector
65/225
Sector
FO Equity - Europe inc UK
Yield
-
Fund size
£338m (£283m 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.
96
Top in this sector
Fund name1 Year
SPL Parallel Private Equity IC47.7%
EP Pan European Opportunities33%
GS Eur CORE Eq Portfolio31.5%
IVI European31.2%
Sparinvest Eurpn Val28.5%
...more in FO Equity - Europe inc UK

Performance snapshot

Holdings snapshot

  • UK26.3%
    France13.6%
    Germany11.7%
    Sweden8.8%
    Switzerland6.7%
  • Industrials18.7%
    Financials18%
    Materials15.3%
    Consumer Discretionary13.7%
    Consumer Staples7.3%
  • UK Equities26.3%
    French Equities13.6%
    German Equities11.7%
    Swedish Equities8.8%
    Swiss Equities6.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.5%5.5%6.1%13.5%27.7%84.1%
Sector0.8%4.5%7.5%10.5%18.8%54.8%
Rank within sector137 / 23377 / 234133 / 23165 / 22547 / 19617 / 171
Quartile3rd2nd3rd2nd1st1st
Calendar performance
 YTD - 20172016201520142013
Fund4.6%0.7%17%7.4%25.9%
Sector4%-0.6%11.1%4.2%21.1%
Rank within sector87 / 23389 / 22435 / 20552 / 19447 / 180
Quartile2nd2nd1st2nd2nd
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.
3.88
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.
0.76
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.
0.39
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%.
10.2
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.
5.13
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.
0.55
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.
0.83
Price movement
52 week high387.47
52 week low317.14
Current bid price-
Current offer price-
Current mid price384.61
Region
1UK26.3%
2France13.6%
3Germany11.7%
4Sweden8.8%
5Switzerland6.7%
6Norway5.6%
7Spain4.8%
8Finland4.5%
9Italy4.4%
Industry sector
1Industrials18.7%
2Financials18%
3Materials15.3%
4Consumer Discretionary13.7%
5Consumer Staples7.3%
6Health Care6.6%
7Information Technology6%
8Utilities5.8%
9Energy3.6%
Asset type
1UK Equities26.3%
2French Equities13.6%
3German Equities11.7%
4Swedish Equities8.8%
5Swiss Equities6.7%
6Norwegian Equities5.6%
7Spanish Equities4.8%
8Finnish Equities4.5%
9Italian Equities4.4%
Individual holdings
1ENDESA SA0.95%
2MERCK KGAA0.94%
3UPM-KYMMENE OYJ0.82%
4ORION CORP0.79%
5MTU AERO ENGINES AG0.78%
6WOLSELEY PLC0.73%
7QINETIQ GROUP0.71%
8ARKEMA0.66%
9BASF SE0.63%
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 Hauptmann29/09/2007Emmanuel 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, UCITS V 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£50,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price403.18
CurrencyEUR
Price updated21/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIGE4
RAM (LUX) Systematic Funds European Equities BP EUR
Initial charge-
Annual charge1.5%
Min single investment£50,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price397.58
CurrencyEUR
Price updated21/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFTVP
RAM (LUX) Systematic Funds European Equities C CHF
Initial charge2%
Annual charge1.5%
Min single investment£50,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price357.33
CurrencyCHF
Price updated21/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIGE5
RAM (LUX) Systematic Funds European Equities C EUR
Initial charge2%
Annual charge1.5%
Min single investment£50,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price304.88
CurrencyEUR
Price updated09/10/2016
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 price331.02
CurrencyEUR
Price updated09/10/2016
TypeAccumulation
Institutional or retail classInstitutional
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 price397.17
CurrencyUSD
Price updated21/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIGE7
RAM (LUX) Systematic Funds European Equities Dp USD
Initial charge-
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 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 charge2%
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 price384.61
CurrencyEUR
Price updated21/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIGE6
RAM (LUX) Systematic Funds European Equities Fp EUR
Initial charge-
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 price385.66
CurrencyEUR
Price updated09/10/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFHDV
RAM (LUX) Systematic Funds European Equities Fp SEK
Initial charge-
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 price3987.29
CurrencySEK
Price updated21/03/2017
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 price377.43
CurrencyEUR
Price updated21/03/2017
TypeAccumulation
Institutional or retail classInstitutional
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 price413.55
CurrencyEUR
Price updated21/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIGE8
RAM (LUX) Systematic Funds European Equities ICP CHF
Initial charge-
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 price405.52
CurrencyCHF
Price updated25/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFWTH
RAM (LUX) Systematic Funds European Equities ICP CHF EUR
Initial charge-
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 price353.86
CurrencyEUR
Price updated09/10/2016
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 price351.23
CurrencyEUR
Price updated09/10/2016
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 price425.18
CurrencyUSD
Price updated21/03/2017
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 price422.78
CurrencyEUR
Price updated21/03/2017
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 price4207.5
CurrencySEK
Price updated21/03/2017
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 price404.94
CurrencyEUR
Price updated09/10/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFCPD
RAM (LUX) Systematic Funds European Equities IPF EUR
Initial charge-
Annual charge0.8%
Min single investment£20,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price426.3
CurrencyEUR
Price updated21/03/2017
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 price350.53
CurrencyCHF
Price updated21/03/2017
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 price299.69
CurrencyEUR
Price updated09/10/2016
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 price437.15
CurrencyEUR
Price updated21/03/2017
TypeAccumulation
Institutional or retail classRetail
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 price437.59
CurrencyEUR
Price updated21/03/2017
TypeAccumulation
Institutional or retail classRetail
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 price117.23
CurrencyCHF
Price updated21/03/2017
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 price109.15
CurrencyEUR
Price updated21/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFS5T
RAM (LUX) Systematic Funds European Equities U EUR
Initial charge5%
Annual charge1.1%
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 charge1.1%
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 charge1.1%
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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You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.