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

18.7 %

1 Year rank in sector

165/273

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 45.0 m

FE Risk score

123

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Hong Kong & China
    28.9%
  • Korea
    20.5%
  • Taiwan
    10.8%
  • Turkey
    7.2%
  • Australia
    5.5%
  • Financials
    30.5%
  • Industrials
    13.5%
  • Materials
    11.2%
  • Information Technology
    10.6%
  • Energy
    7.7%
  • Asia Pacific Equities
    28.9%
  • South Korean Equities
    20.5%
  • Taiwanese Equities
    10.8%
  • Turkish Equities
    7.2%
  • Australian Equities
    5.5%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund4.31 %13.81 %18.7 %-3.84 %0 %
Sector3.27 %14.06 %19.99 %4.17 %24.42 %
Rank within sector89 / 285152 / 279165 / 273184 / 225 /
Quartile th2 nd3 rd3 rd4 th th

Calendar performance

YTD-20172016201520142013
Fund20.25 %6.5 %-15.3 %-5.45 %0 %
Sector19.38 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector133 / 279172 / 260169 / 235180 / 209 /
Quartile th2 nd3 rd3 rd4 th th

Risk statistics

Alpha-2.83
Beta1.08
Sharpe-0.01
Volatility15.08
Tracking error4.16
Information ratio-0.7
R-Squared0.93

Price movement

52 week high98.41
52 week low80.07
Current bid price0
Current offer price0
Current mid price98.09

Holdings by region

  • 28.9% Hong Kong & China
  • 20.5% Korea
  • 10.8% Taiwan
  • 7.2% Turkey
  • 5.5% Australia
  • 3.7% Russia
  • 3.3% Malaysia
  • 2.8% Others
  • 2.6% South Africa
  • 2.6% Thailand

Holdings by sector

  • 30.5% Financials
  • 13.5% Industrials
  • 11.2% Materials
  • 10.6% Information Technology
  • 7.7% Energy
  • 6.3% Consumer Discretionary
  • 6.1% Real Estate
  • 6.1% Telecommunications Utilities
  • 3.5% Utilities
  • 3% Consumer Staples

Holdings by asset type

  • 28.9% Asia Pacific Equities
  • 20.5% South Korean Equities
  • 10.8% Taiwanese Equities
  • 7.2% Turkish Equities
  • 5.5% Australian Equities
  • 3.7% Russian Equities
  • 3.3% Malaysian Equities
  • 2.8% International Equities
  • 2.6% South African Equities
  • 2.6% Thai Equities

Individual holdings

  • 1.61% CHINA CONSTRUCTION BANK
  • 1.57% AGRICULTURAL BANK OF CHINA
  • 1.56% TURKIYE PETROL RAFINERILERI A.S.
  • 1.54% PETKIM PETROKIMYA HLDG AS
  • 1.45% LG CORP
  • 1.16% DAEWOO ENGINEERING & CONSTRUCTION
  • 1.11% CTBC FINANCIAL HLDGS CO LTD
  • 1.1% BENDIGO & ADELAIDE BANK LTD
  • 1.08% NATIONAL AUSTRALIA BANK
  • 1.07% MALAYAN BANKING BHD