Fact sheet: RAM (LUX)SysFdEmMktsCrEqs

Fund information

Fund name
RAM (LUX) Systematic Funds Emerging Markets Core Equities B
Fund company manager
RAM Active Investments SA
Fund type
SIB
Fund objective
The RAM (Lux) SYSTEMATIC FUNDS - EMERGING MARKETS CORE EQUITIES objective is to achieve long-term capital appreciation through investments in liquid emerging markets equities. The strategy employs a systematic blend of value, income, low-vol and growth stock selection engines that help build-up a diversified investment portfolio.
Benchmark
MSCI Emerging Markets
Investment style
Growth
Investment method
Shares

Quick stats

1 Year return

18.75 %

1 Year rank in sector

152/274

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 47.0 m

FE Risk score

123

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Hong Kong & China
    34.2%
  • Korea
    18.3%
  • Taiwan
    10.6%
  • Turkey
    9.9%
  • Australia
    7.4%
  • Financials
    31.8%
  • Information Technology
    14.7%
  • Industrials
    13.7%
  • Materials
    7.4%
  • Real Estate
    6%
  • Asia Pacific Equities
    34.2%
  • South Korean Equities
    18.3%
  • Taiwanese Equities
    10.6%
  • Turkish Equities
    9.9%
  • Australian Equities
    7.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund4.75 %12.13 %18.75 %4.22 %0 %
Sector3.16 %11.4 %20.78 %8.52 %19.29 %
Rank within sector77 / 293125 / 281152 / 274177 / 229 /
Quartile th2 nd2 nd3 rd4 th th

Calendar performance

YTD-20172016201520142013
Fund25.22 %6.5 %-15.3 %-5.45 %0 %
Sector23.44 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector122 / 280173 / 259168 / 234182 / 211 /
Quartile th2 nd3 rd3 rd4 th th

Risk statistics

Alpha-2.26
Beta1.09
Sharpe-0.01
Volatility15.33
Tracking error4.08
Information ratio-0.55
R-Squared0.94

Price movement

52 week high102.06
52 week low80.07
Current bid price0
Current offer price0
Current mid price102.14

Holdings by region

  • 34.2% Hong Kong & China
  • 18.3% Korea
  • 10.6% Taiwan
  • 9.9% Turkey
  • 7.4% Australia
  • 3% Malaysia
  • 3% Thailand
  • 2.9% Brazil
  • 2.7% Others
  • 1.3% Russia

Holdings by sector

  • 31.8% Financials
  • 14.7% Information Technology
  • 13.7% Industrials
  • 7.4% Materials
  • 6% Real Estate
  • 5.6% Consumer Discretionary
  • 5.5% Energy
  • 4.6% Consumer Staples
  • 4.3% Utilities
  • 3.3% Telecommunications Utilities

Holdings by asset type

  • 34.2% Asia Pacific Equities
  • 18.3% South Korean Equities
  • 10.6% Taiwanese Equities
  • 9.9% Turkish Equities
  • 7.4% Australian Equities
  • 3% Malaysian Equities
  • 3% Thai Equities
  • 2.9% Brazilian Equities
  • 2.7% International Equities
  • 1.3% Russian Equities

Individual holdings

  • 1.79% PETKIM PETROKIMYA HLDG AS
  • 1.5% BANK OF CHINA LTD
  • 1.49% AGRICULTURAL BANK OF CHINA
  • 1.48% CHINA CONSTRUCTION BANK CORP
  • 1.46% TURKIYE PETROL RAFINERILERI A.S.
  • 1.26% SAMSUNG ELECTRONICS CO
  • 1.18% BANK OF COMMUNICATIONS
  • 1.18% INDUSTR & CIAL BK OF CHINA LTD
  • 1.18% INTOUCH HLDGS PCL
  • 1.16% UNI-PRESIDENT ENTERPRISES CORP