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 manager(s)
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

26.69 %

1 Year rank in sector

154/258

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 49.0 m

FE Risk score

128

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Hong Kong & China
    32.2%
  • Taiwan
    14.8%
  • Korea
    12%
  • Turkey
    9.2%
  • Australia
    5.5%
  • Financials
    25%
  • Materials
    15.8%
  • Information Technology
    11.7%
  • Energy
    10.6%
  • Industrials
    10.5%
  • Asia Pacific Equities
    32.2%
  • Taiwanese Equities
    14.8%
  • South Korean Equities
    12%
  • Turkish Equities
    9.2%
  • Australian Equities
    5.5%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.21 %12.03 %26.69 %7.87 %0 %
Sector2.57 %12.51 %28.86 %16.03 %24.13 %
Rank within sector245 / 277151 / 266154 / 258182 / 210 /
Quartile th4 th3 rd3 rd4 th th

Calendar performance

YTD-20172016201520142013
Fund25.86 %6.5 %-15.3 %-5.45 %0 %
Sector27.72 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector153 / 263169 / 239160 / 211168 / 192 /
Quartile th3 rd3 rd4 th4 th th

Risk statistics

Alpha-1.88
Beta1.06
Sharpe-0
Volatility14.61
Tracking error3.58
Information ratio-0.49
R-Squared0.94

Price movement

52 week high103.21
52 week low80.24
Current bid price0
Current offer price0
Current mid price102.66

Holdings by region

  • 32.2% Hong Kong & China
  • 14.8% Taiwan
  • 12% Korea
  • 9.2% Turkey
  • 5.5% Australia
  • 4.6% Thailand
  • 3.7% Brazil
  • 3.4% Russia
  • 2.9% Others
  • 2.8% South Africa

Holdings by sector

  • 25% Financials
  • 15.8% Materials
  • 11.7% Information Technology
  • 10.6% Energy
  • 10.5% Industrials
  • 7.5% Consumer Discretionary
  • 6.1% Telecommunications Utilities
  • 5.2% Real Estate
  • 2.7% Utilities
  • 2% Consumer Staples

Holdings by asset type

  • 32.2% Asia Pacific Equities
  • 14.8% Taiwanese Equities
  • 12% South Korean Equities
  • 9.2% Turkish Equities
  • 5.5% Australian Equities
  • 4.6% Thai Equities
  • 3.7% Brazilian Equities
  • 3.4% Russian Equities
  • 2.9% International Equities
  • 2.8% South African Equities

Individual holdings

  • 1.72% TURKIYE PETROL RAFINERILERI A.S.
  • 1.25% CHINA CONSTRUCTION BANK
  • 1.21% BANK OF CHINA LTD
  • 1% GLOBAL CHEMICAL PCL PTT
  • 0.99% POWSZECHNY ZAKLAD UBEZPIECZEN SA
  • 0.98% AGRICULTURAL BANK OF CHINA
  • 0.97% CHINA PETROLEUM & CHEMICAL CORP
  • 0.97% NAN YA PLASTIC
  • 0.97% PUBLIC JOINT-STOCK COMPANY GAZPROM
  • 0.96% FORMOSA PLASTIC CORP