Fact sheet: RAM LSysFd L/S Emg Mk Eq

Fund information
Fund name
RAM (LUX) Systematic Funds Long/Short Emerging Markets Equities B USD
Fund manager company
RAM Active Investments SA
Fund type
Offshore Fund
Fund managers
  • Thomas de Saint Seinesince 15/12/2011
  • Maxime Bottisince 15/12/2011
  • Emmanuel Hauptmannsince 15/12/2011
Fund objective
The RAM (Lux) SYSTEMATIC FUNDS - LONG/SHORT EMERGING MARKETS EQUITIES objective is to achieve mid to long-term capital appreciation through investments in emerging markets equities using bottom-up fundamentally driven stock picking strategies applied systematically. Our proprietary model seeks to maximize risk-adjusted returns by trading securities of emerging markets companies on the long and short side as well as 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
43/106
Sector
FO Hedge/Stru Prod - Equity
Yield
-
Fund size
£167m (£159m 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.
73
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

  • Taiwan13.3%
    New Zealand7%
    Turkey6.1%
    Russia3.8%
    Thailand3.5%
  • Information Technology7.5%
    Materials5.3%
    Utilities3.9%
    Consumer Discretionary3.6%
    Real Estate2.6%
  • Taiwanese Equities13.3%
    New Zealand Equities7%
    Turkish Equities6.1%
    Russian Equities3.8%
    Thai Equities3.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.2%0.8%2.1%0.6%7.2%-
Sector0.5%1.3%1.3%-1%5.4%15.9%
Rank within sector95 / 12062 / 12241 / 11643 / 10638 / 75-
Quartile4th3rd2nd2nd3rd
Calendar performance
 YTD - 20162015201420132012
Fund0.1%1.8%2.6%6.1%5.8%
Sector-1.8%2.7%2.5%7.1%3.9%
Rank within sector47 / 11256 / 10039 / 8151 / 7231 / 59
Quartile2nd3rd2nd3rd3rd
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.
2.06
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.
0.35
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
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%.
2.63
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.
3.2
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.
0.23
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.
0.19
Price movement
52 week high118.13
52 week low114.02
Current bid price-
Current offer price-
Current mid price117.45
Region
1Taiwan13.3%
2New Zealand7%
3Turkey6.1%
4Russia3.8%
5Thailand3.5%
6Singapore1.7%
7Mexico0.6%
8Israel0.4%
9Others0.4%
Industry sector
1Information Technology7.5%
2Materials5.3%
3Utilities3.9%
4Consumer Discretionary3.6%
5Real Estate2.6%
6Industrials1.5%
7Telecommunications Utilities1.5%
8Health Care1.1%
9Financials-0.3%
Asset type
1Taiwanese Equities13.3%
2New Zealand Equities7%
3Turkish Equities6.1%
4Russian Equities3.8%
5Thai Equities3.5%
6Singapore Equities1.7%
7Mexican Equities0.6%
8International Equities0.4%
9Israeli Equities0.4%
Individual holdings
1MALAKOFF CORP BHD0.97%
2SAMSUNG ELECTRONICS CO0.72%
3PETKIM PETROKIMYA HLDG AS0.7%
4LUKOIL PJSC0.69%
5TRIPOD TECHNOLOGY CORP0.68%
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 EMERGING MARKETS EQUITIES objective is to achieve mid to long-term capital appreciation through investments in emerging markets equities using bottom-up fundamentally driven stock picking strategies applied systematically. Our proprietary model seeks to maximize risk-adjusted returns by trading securities of emerging markets companies on the long and short side as well as 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
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)
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).
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 Emerging Markets Equities B 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 price117.45
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0N2C
RAM (LUX) Systematic Funds Long/Short Emerging Markets 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 price112.03
CurrencyCHF
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0QX6
RAM (LUX) Systematic Funds Long/Short Emerging Markets Equities C CHF 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 price115.38
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFCPW
RAM (LUX) Systematic Funds Long/Short Emerging Markets Equities E EUR
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 price114.36
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0QX7
RAM (LUX) Systematic Funds Long/Short Emerging Markets Equities E EUR 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 price128.31
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFCPX
RAM (LUX) Systematic Funds Long/Short Emerging Markets Equities I SEK
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 price1173.56
CurrencySEK
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFCQB
RAM (LUX) Systematic Funds Long/Short Emerging Markets Equities I SEK 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 price137.27
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFCQC
RAM (LUX) Systematic Funds Long/Short Emerging Markets Equities I 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 price120.03
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0QX8
RAM (LUX) Systematic Funds Long/Short Emerging Markets 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 price113.14
CurrencyCHF
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFLTL
RAM (LUX) Systematic Funds Long/Short Emerging Markets Equities IC CHF 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 price116.52
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFLTM
RAM (LUX) Systematic Funds Long/Short Emerging Markets Equities IE 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 price116.8
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeG2KZ
RAM (LUX) Systematic Funds Long/Short Emerging Markets Equities IE EUR 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 price131.05
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFCPY
RAM (LUX) Systematic Funds Long/Short Emerging Markets Equities R 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 price121.4
CurrencyUSD
Price updated11/07/2014
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFCPZ
RAM (LUX) Systematic Funds Long/Short Emerging Markets 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 price128.62
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFCQA
RAM (LUX) Systematic Funds Long/Short Emerging Markets 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 price101.73
CurrencyCHF
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFSLP
RAM (LUX) Systematic Funds Long/Short Emerging Markets 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 price104.78
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFSLQ
RAM (LUX) Systematic Funds Long/Short Emerging Markets 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 price119.78
CurrencyGBP
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFR8C
RAM (LUX) Systematic Funds Long/Short Emerging Markets Equities Y GBP USD
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 price155.23
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFR8D
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

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.