Fact sheet: RAM L SysFd Lg/Shrt Eur Eq

Fund information
Fund name
RAM (LUX) Systematic Funds Long/Short European Equities B EUR
Fund manager company
RAM Active Investments SA
Fund type
Offshore Fund
Fund managers
  • Emmanuel Hauptmannsince 15/12/2011
  • Thomas de Saint Seinesince 15/12/2011
  • Maxime Bottisince 15/12/2011
Fund objective
The RAM (Lux) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES objective is to achieve mid to long-term capital appreciation through investments in European equities using bottom-up fundamentally driven stock picking strategies applied systematically. Our proprietary model seeks to maximize risk-adjusted returns by trading securities of pan-European companies on the long and short side as well as European index futures. The optimized portfolio is the result of multi-factor strategies picking investment opportunities through a blend of value, defensive and momentum approaches.
Benchmark
  • No Specified Index
Investment style
Market Neutral
Investment method
Equity
Quick stats
1 Year return
-0.6%
1 Year rank in sector
51/106
Sector
FO Hedge/Stru Prod - Equity
Yield
-
Fund size
£474m (£214m 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.
100
Top in this sector
Fund name1 Year
MontLake ToscaMiCaUCITS21.8%
Ennismore Eurpn Smallar Cos19.3%
Income Partners AllSeasnAsCred18.7%
Majedie Tortoise16.8%
BlackRock SF Asia Extnn15.8%
...more in FO Hedge/Stru Prod - Equity

Performance snapshot

Holdings snapshot

  • UK26.6%
    Norway4.4%
    Sweden4.3%
    Finland3.2%
    Italy1.7%
  • Materials14.1%
    Industrials9.5%
    Real Estate4.9%
    Consumer Staples3.8%
    Information Technology2.2%
  • UK Equities26.6%
    Norwegian Equities4.4%
    Swedish Equities4.3%
    Finnish Equities3.2%
    Italian Equities1.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.7%2.2%4.6%-0.6%26.9%-
Sector0.5%1.3%1.3%-1%5.4%15.9%
Rank within sector101 / 12038 / 12225 / 11651 / 10611 / 75-
Quartile4th2nd1st2nd1st
Calendar performance
 YTD - 20162015201420132012
Fund-3.1%14%7.5%12.8%4.7%
Sector-1.8%2.7%2.5%7.1%3.9%
Rank within sector67 / 1124 / 10013 / 8132 / 7236 / 59
Quartile3rd1st1st2nd3rd
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.
6.95
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.
0.55
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.
0.58
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%.
7.49
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.
7.4
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.
0.78
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.
0.06
Price movement
52 week high144.55
52 week low128.61
Current bid price-
Current offer price-
Current mid price139.73
Region
1UK26.6%
2Norway4.4%
3Sweden4.3%
4Finland3.2%
5Italy1.7%
6Austria1.6%
7Denmark1%
8Portugal0.9%
9Luxembourg0.2%
Industry sector
1Materials14.1%
2Industrials9.5%
3Real Estate4.9%
4Consumer Staples3.8%
5Information Technology2.2%
6Health Care1.5%
7Utilities0.7%
8Energy-0.6%
9Financials-1.8%
Asset type
1UK Equities26.6%
2Norwegian Equities4.4%
3Swedish Equities4.3%
4Finnish Equities3.2%
5Italian Equities1.7%
6Austrian Equities1.6%
7Danish Equities1%
8Portuguese Equities0.9%
9Luxembourg Equities0.2%
Individual holdings
1COVESTRO AG2.34%
2BUNZL PLC2.33%
3COMPASS GROUP PLC2.12%
4POLYMETAL INTL PLC2.04%
5ADIDAS AG1.99%
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 - LONG/SHORT EUROPEAN EQUITIES objective is to achieve mid to long-term capital appreciation through investments in European equities using bottom-up fundamentally driven stock picking strategies applied systematically. Our proprietary model seeks to maximize risk-adjusted returns by trading securities of pan-European companies on the long and short side as well as European index futures. The optimized portfolio is the result of multi-factor strategies picking investment opportunities through a blend of value, defensive and momentum approaches.
Benchmark
  • No Specified Index
Investment style
Market Neutral
Investment method
Equity
Fund managers
NameSinceBiography
Emmanuel Hauptmann15/12/2011Emmanuel 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 Seine15/12/2011Thomas 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).
Maxime Botti15/12/2011Maxime 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)
Compliance
Transparent for Austrian Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, France, United Kingdom, Italy, Luxembourg, Netherlands, Offshore, Singapore, Sweden
RAM (LUX) Systematic Funds Long/Short European Equities B EUR
Initial charge2%
Annual charge2%
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 price139.73
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0N2B
RAM (LUX) Systematic Funds Long/Short European Equities C CHF
Initial charge2%
Annual charge2%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price136.72
CurrencyCHF
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0QX3
RAM (LUX) Systematic Funds Long/Short European Equities C CHF 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 price125.5
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFCPQ
RAM (LUX) Systematic Funds Long/Short European Equities D USD
Initial charge2%
Annual charge2%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price140.36
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0QX4
RAM (LUX) Systematic Funds Long/Short European Equities D USD 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 price125.1
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFCPR
RAM (LUX) Systematic Funds Long/Short European Equities F 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 price145.25
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFESK
RAM (LUX) Systematic Funds Long/Short European Equities F 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 price1393.27
CurrencySEK
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFESL
RAM (LUX) Systematic Funds Long/Short European Equities I EUR
Initial charge2%
Annual charge1.5%
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 price143.17
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0QX5
RAM (LUX) Systematic Funds Long/Short European Equities I 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 price1428.49
CurrencySEK
Price updated22/01/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFV5S
RAM (LUX) Systematic Funds Long/Short European Equities I SEK 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 price153.76
CurrencyEUR
Price updated22/01/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFV5R
RAM (LUX) Systematic Funds Long/Short European Equities IC CHF
Initial charge2%
Annual charge1.5%
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 price140.06
CurrencyCHF
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFFEG
RAM (LUX) Systematic Funds Long/Short European Equities IC EUR
Initial charge2%
Annual charge1.5%
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 price128.57
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFFEH
RAM (LUX) Systematic Funds Long/Short European Equities ID USD
Initial charge2%
Annual charge1.5%
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 price142.85
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFCPT
RAM (LUX) Systematic Funds Long/Short European Equities ID USD EUR
Initial charge2%
Annual charge1.5%
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 price127.32
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFCPS
RAM (LUX) Systematic Funds Long/Short European Equities IPF EUR
Initial charge2%
Annual charge1.2%
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 price105.18
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFT7C
RAM (LUX) Systematic Funds Long/Short European Equities R 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 price134.78
CurrencyEUR
Price updated11/07/2014
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFCPU
RAM (LUX) Systematic Funds Long/Short 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 price158.78
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFCPV
RAM (LUX) Systematic Funds Long/Short 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 price108.06
CurrencyCHF
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFSLN
RAM (LUX) Systematic Funds Long/Short 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 price99.19
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFSLO
RAM (LUX) Systematic Funds Long/Short European Equities U EUR
Initial charge2%
Annual charge1.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price140.99
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE50F
RAM (LUX) Systematic Funds Long/Short European Equities Y EUR
Initial charge2%
Annual charge1.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price164.97
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQ9G
RAM (LUX) Systematic Funds Long/Short European Equities Y GBP
Initial charge2%
Annual charge1.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price142.83
CurrencyGBP
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQ9H
Data provided by

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