Fact sheet: RAM LUX SF GblShYdEq

Fund information
Fund name
RAM (LUX) Systematic Funds Global Shareholder Yield Equities LP EUR
Fund manager company
RAM Active Investments SA
Fund type
Offshore Fund
Fund manager
No data available.
Fund objective
The objective of the RAM (Lux) SYSTEMATIC FUNDS – GLOBAL SHAREHOLDER YIELD EQUITIES fund is to achieve long-term capital appreciation through investments in global developed equity markets. The strategy aims to generate attractive risk-adjusted returns by investing in a diversified portfolio of companies returning strong value to shareholders through dividends and share repurchases. It also looks for companies with appealing cash-flow generation and positive growth prospects that are likely to generate substantial value to shareholders in the future.
Benchmark
  • MSCI World High Dividend Yield Index
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
21%
1 Year rank in sector
174/477
Sector
FO Equity - International
Yield
-
Fund size
£8m (£45m 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
Heptagon Kprnk GblAlCpEq82.3%
SKAGEN Focus58.3%
Dodge & Cox Gbl Stk57.7%
Schroder ISF Gbl Rec56.5%
Morg Stnly Global Discovery52.3%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • USA38.4%
    UK13.6%
    Australia8.9%
    Japan7.3%
    Hong Kong3.7%
  • Consumer Discretionary23%
    Financials18.2%
    Information Technology11.7%
    Industrials10.2%
    Utilities8.6%
  • US Equities38.4%
    UK Equities13.6%
    Australian Equities8.9%
    Japanese Equities7.3%
    Hong Kong Equities3.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.5%8.9%9.8%21%--
Sector1.9%4.8%6.2%18.8%17%56.7%
Rank within sector485 / 51168 / 506145 / 497174 / 477--
Quartile4th1st2nd2nd
Calendar performance
 YTD - 20172016201520142013
Fund0.3%10.1%11%--
Sector2%7.9%0.7%6%21.3%
Rank within sector486 / 509143 / 47647 / 423--
Quartile4th2nd1st
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high140.4
52 week low107.71
Current bid price-
Current offer price-
Current mid price138.27
Region
1USA38.4%
2UK13.6%
3Australia8.9%
4Japan7.3%
5Hong Kong3.7%
6Canada3.2%
7Korea2.9%
8Denmark2.7%
9Others2.6%
Industry sector
1Consumer Discretionary23%
2Financials18.2%
3Information Technology11.7%
4Industrials10.2%
5Utilities8.6%
6Health Care7.9%
7Telecommunications Utilities4.9%
8Consumer Staples4.8%
9Others3.7%
Asset type
1US Equities38.4%
2UK Equities13.6%
3Australian Equities8.9%
4Japanese Equities7.3%
5Hong Kong Equities3.7%
6Canadian Equities3.2%
7South Korean Equities2.9%
8Danish Equities2.7%
9International Equities2.6%
Individual holdings
1INTERDIGITAL INC1.82%
2VALERO ENERGY CORP(NEW)1.75%
3APPLE INC1.73%
4AFLAC INC1.63%
5AMERICAN EXPRESS CO1.63%
6CORELOGIC INC1.44%
7EXPRESS SCRIPTS HLDG CO1.43%
8CBS CORP1.42%
9BIG LOTS INC1.41%
Management
Fund manager group
REYL Asset Management
Fund manager company
RAM Active Investments SA
Fund type
Offshore Fund
Fund objective
The objective of the RAM (Lux) SYSTEMATIC FUNDS – GLOBAL SHAREHOLDER YIELD EQUITIES fund is to achieve long-term capital appreciation through investments in global developed equity markets. The strategy aims to generate attractive risk-adjusted returns by investing in a diversified portfolio of companies returning strong value to shareholders through dividends and share repurchases. It also looks for companies with appealing cash-flow generation and positive growth prospects that are likely to generate substantial value to shareholders in the future.
Benchmark
  • MSCI World High Dividend Yield Index
Investment style
Growth
Investment method
Shares
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Germany, Denmark, Spain, Finland, France, United Kingdom, Italy, Luxembourg, Netherlands, Norway, Offshore, Singapore, Sweden
RAM (LUX) Systematic Funds Global Shareholder Yield Equities BP USD
Initial charge2%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price106.62
CurrencyUSD
Price updated13/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNG1T
RAM (LUX) Systematic Funds Global Shareholder Yield Equities INEP EUR
Initial charge2%
Annual charge0.75%
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 price140.99
CurrencyEUR
Price updated13/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNG1W
RAM (LUX) Systematic Funds Global Shareholder Yield Equities INGP GBP
Initial charge2%
Annual charge0.75%
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 price150.1
CurrencyGBP
Price updated13/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNG1X
RAM (LUX) Systematic Funds Global Shareholder Yield Equities INcp CHF
Initial charge2%
Annual charge0.75%
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 price114.75
CurrencyCHF
Price updated09/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNG1V
RAM (LUX) Systematic Funds Global Shareholder Yield Equities IP (SEK) USD
Initial charge2%
Annual charge0.75%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price157.01
CurrencyUSD
Price updated09/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNG1U
RAM (LUX) Systematic Funds Global Shareholder Yield Equities IP USD
Initial charge2%
Annual charge0.75%
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 price108.62
CurrencyUSD
Price updated13/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFM6V
RAM (LUX) Systematic Funds Global Shareholder Yield Equities LP EUR
Initial charge2%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price138.27
CurrencyEUR
Price updated13/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNG1Y
RAM (LUX) Systematic Funds Global Shareholder Yield Equities NP CHF
Initial charge2%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price122.06
CurrencyCHF
Price updated13/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNG1Z
RAM (LUX) Systematic Funds Global Shareholder Yield Equities R USD
Initial charge2%
Annual charge-
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 price111.74
CurrencyUSD
Price updated13/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNG2A
RAM (LUX) Systematic Funds Global Shareholder Yield Equities XP USD
Initial charge2%
Annual charge0.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price172.91
CurrencyUSD
Price updated09/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNG2B
RAM (LUX) Systematic Funds Global Shareholder Yield Equities ZP USD
Initial charge2%
Annual charge0.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price114.74
CurrencyUSD
Price updated09/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNG2C
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.