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

30.22 %

1 Year rank in sector

135/257

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 48.0 m

FE Risk score

132

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Hong Kong & China
    27.4%
  • Korea
    15.2%
  • Taiwan
    12.9%
  • Australia
    8%
  • Turkey
    7.2%
  • Financials
    23.2%
  • Materials
    16.5%
  • Information Technology
    11%
  • Industrials
    10.6%
  • Energy
    9.3%
  • Asia Pacific Equities
    27.4%
  • South Korean Equities
    15.2%
  • Taiwanese Equities
    12.9%
  • Australian Equities
    8%
  • Turkish Equities
    7.2%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund7.82 %11.79 %30.22 %22.23 %0 %
Sector6.46 %12.68 %30.18 %26.16 %21.59 %
Rank within sector93 / 276161 / 272135 / 257169 / 206 /
Quartile th2 nd3 rd3 rd4 th th

Calendar performance

YTD-20182017201620152014
Fund5.17 %28.23 %6.5 %-15.3 %-5.45 %
Sector4.57 %28.42 %10.7 %-14.35 %-1.42 %
Rank within sector108 / 276139 / 257161 / 232157 / 206165 / 188
Quartile th2 nd3 rd3 rd4 th4 th

Risk statistics

Alpha-2.03
Beta1.07
Sharpe0.1
Volatility14.49
Tracking error3.66
Information ratio-0.46
R-Squared0.94

Price movement

52 week high110.01
52 week low84.49
Current bid price0
Current offer price0
Current mid price110.01

Holdings by region

  • 27.4% Hong Kong & China
  • 15.2% Korea
  • 12.9% Taiwan
  • 8% Australia
  • 7.2% Turkey
  • 6.9% Thailand
  • 4.1% Brazil
  • 4.1% Russia
  • 3.8% Others
  • 1.7% India

Holdings by sector

  • 23.2% Financials
  • 16.5% Materials
  • 11% Information Technology
  • 10.6% Industrials
  • 9.3% Energy
  • 7% Consumer Discretionary
  • 5.3% Telecommunications Utilities
  • 5.1% Consumer Staples
  • 4.8% Utilities
  • 2.9% Real Estate

Holdings by asset type

  • 27.4% Asia Pacific Equities
  • 15.2% South Korean Equities
  • 12.9% Taiwanese Equities
  • 8% Australian Equities
  • 7.2% Turkish Equities
  • 6.9% Thai Equities
  • 4.1% Brazilian Equities
  • 4.1% Russian Equities
  • 3.8% International Equities
  • 1.7% Indian Equities

Individual holdings

  • 1.44% UNI-PRESIDENT ENTERPRISES CORP
  • 1.12% CHINA PETROLEUM & CHEMICAL CORP
  • 1.12% CTBC FINANCIAL HOLDING CO LTD
  • 1.11% CHINA CINDA ASSET MANAGEMENT CO 4.3% BDS 14/04/20 CNY10000000
  • 1.1% POWSZECHNY ZAKLAD UBEZPIECZEN SA
  • 1.1% PTT GLOBAL CHEMICAL
  • 1.09% PUBLIC JOINT-STOCK COMPANY GAZPROM
  • 1.08% NAN YA PLASTIC
  • 1.07% PEOPLE`S INSURANCE CO GRP OF CHINA
  • 1.06% POLYUS GOLD OSJC