Fact sheet: RAM (LUX) SysFd Nth Amer Eq

Fund information
Fund name
RAM (LUX) Systematic Funds North American Equities G EUR
Fund manager company
RAM Active Investments SA
Fund type
Offshore Fund
Fund managers
  • Maxime Bottisince 31/12/2004
  • Emmanuel Hauptmannsince 29/09/2007
  • Thomas de Saint Seinesince 31/01/2003
Fund objective
The RAM (Lux) SYSTEMATIC FUNDS - NORTH AMERICAN EQUITIES objective is to achieve long-term capital appreciation through investments in North American 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 North America
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
8.9%
1 Year rank in sector
16/37
Sector
FO Equity - North America
Yield
-
Fund size
£38m (£55m 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
Sanlam FOUR US Div Inc39.6%
M&G Offshore North Am Div33.5%
La Mondiale American Equity26.6%
Lloyds North American26%
SEB Nordamerika Små&Medel Blg23%
...more in FO Equity - North America

Performance snapshot

Holdings snapshot

  • USA89.5%
    Canada10.5%
  • Financials20%
    Consumer Discretionary16.4%
    Information Technology14.9%
    Industrials14.2%
    Health Care9.4%
  • US Equities89.5%
    Canadian Equities10.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund8.4%2.2%6.9%8.9%20.3%59.2%
Sector6.5%2.6%8.4%10.8%28.8%78%
Rank within sector9 / 3917 / 3917 / 3816 / 3721 / 3023 / 24
Quartile1st2nd2nd2nd3rd4th
Calendar performance
 YTD - 20162015201420132012
Fund12%-3.3%8%23.8%10.2%
Sector11.9%-0.8%12.9%29.7%8.8%
Rank within sector14 / 3729 / 3527 / 3126 / 2915 / 25
Quartile2nd4th4th4th3rd
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.
-1.68
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.
0.93
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.
0.22
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%.
11.05
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.
5.19
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.
-0.44
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.
0.78
Price movement
52 week high222.39
52 week low177.84
Current bid price-
Current offer price-
Current mid price220.08
Region
1USA89.5%
2Canada10.5%
Industry sector
1Financials20%
2Consumer Discretionary16.4%
3Information Technology14.9%
4Industrials14.2%
5Health Care9.4%
6Consumer Staples8%
7Materials7.4%
8Real Estate3%
9Energy2.8%
Asset type
1US Equities89.5%
2Canadian Equities10.5%
Individual holdings
1JOHNSON & JOHNSON1.68%
2BIG LOTS INC1.25%
3TIME WARNER INC1.13%
4ACCO BRANDS CORP1.12%
5APPLIED MATERIALS INC1.09%
6CORELOGIC INC1.02%
7Proassurance Corporation Ord1.01%
8OPERATOR EXPECTED AT POS 201%
9Western Digital Corporation Foreign - Equity1%
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 - NORTH AMERICAN EQUITIES objective is to achieve long-term capital appreciation through investments in North American 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 North America
Investment style
Growth
Investment method
Shares
Fund managers
NameSinceBiography
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)
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).
Thomas de Saint Seine31/01/2003Thomas 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 North American Equities B USD
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 price250.47
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIGF0
RAM (LUX) Systematic Funds North American Equities C 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 price240.9
CurrencyCHF
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFCOZ
RAM (LUX) Systematic Funds North American Equities C USD
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 price236.3
CurrencyUSD
Price updated09/10/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFCNV
RAM (LUX) Systematic Funds North American Equities CP CHF
Initial charge5%
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 price251.3
CurrencyCHF
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFCNU
RAM (LUX) Systematic Funds North American Equities CP USD
Initial charge5%
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 price245.58
CurrencyUSD
Price updated09/10/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFCNT
RAM (LUX) Systematic Funds North American Equities E
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 price149.29
CurrencyUSD
Price updated16/12/2010
Type-
Institutional or retail classRetail
Domicile-
Citi codeMVQ0
RAM (LUX) Systematic Funds North American Equities E 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 price230.76
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIGF1
RAM (LUX) Systematic Funds North American Equities E USD
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 price248.21
CurrencyUSD
Price updated09/10/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFCPB
RAM (LUX) Systematic Funds North American Equities F USD
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 price240.75
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIGF3
RAM (LUX) Systematic Funds North American Equities G 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 price220.08
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIGF2
RAM (LUX) Systematic Funds North American Equities G USD
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 price236.87
CurrencyUSD
Price updated09/10/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFCPA
RAM (LUX) Systematic Funds North American Equities H USD
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 price228.71
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeIGF5
RAM (LUX) Systematic Funds North American Equities I 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 price258.63
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeIGF4
RAM (LUX) Systematic Funds North American Equities IP 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 price272.37
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFBFY
RAM (LUX) Systematic Funds North American Equities S USD
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 price279.63
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFCNS
RAM (LUX) Systematic Funds North American 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 price109.65
CurrencyCHF
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFS5Q
RAM (LUX) Systematic Funds North American Equities SP CHF USD
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 price108.41
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFS5R
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