Fact sheet: RAM L SysFd Lg/Shrt Eur Eq

Fund information

Fund name
RAM (LUX) Systematic Funds Long/Short European Equities B EUR
Fund company manager
RAM Active Investments SA
Fund type
SIB
Fund manager
Maxime Botti
since 15/12/2011
Fund objective
The RAM (Lux) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES objective is to achieve mid to long-term capital appreciation through investments in European equities using bottom-up fundamentally driven stock picking strategies applied systematically. Our proprietary model seeks to maximize risk-adjusted returns by trading securities of pan-European companies on the long and short side as well as European index futures. The optimized portfolio is the result of multi-factor strategies picking investment opportunities through a blend of value, defensive and momentum approaches.
Benchmark
No Specified Index
Investment style
Long/Short
Investment method
Equity

Quick stats

1 Year return

3.23 %

1 Year rank in sector

72/125

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 592.0 m

FE Risk score

104

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    10.2%
  • France
    7.5%
  • Sweden
    7.1%
  • Norway
    4.6%
  • Austria
    3.5%
  • Industrials
    15.7%
  • Consumer Discretionary
    7.3%
  • Information Technology
    4.9%
  • Financials
    4.5%
  • Utilities
    4.3%
  • Italian Equities
    10.2%
  • French Equities
    7.5%
  • Swedish Equities
    7.1%
  • Norwegian Equities
    4.6%
  • Austrian Equities
    3.5%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %5.92 %3.23 %20.19 %40.63 %
Sector0.66 %2.7 %4.26 %5.27 %18.23 %
Rank within sector97 / 14432 / 13872 / 12513 / 8215 / 56
Quartile th3 rd1 st3 rd1 st2 nd

Calendar performance

YTD-20172016201520142013
Fund6.41 %-4.51 %13.98 %7.45 %12.76 %
Sector3.69 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector34 / 13674 / 1136 / 9112 / 7331 / 66
Quartile th1 st3 rd1 st1 st2 nd

Risk statistics

Alpha5.89
Beta0.5
Sharpe0.41
Volatility7.08
Tracking error7.06
Information ratio0.69
R-Squared0.05

Price movement

52 week high147.36
52 week low136.77
Current bid price0
Current offer price0
Current mid price146.47

Holdings by region

  • 10.2% Italy
  • 7.5% France
  • 7.1% Sweden
  • 4.6% Norway
  • 3.5% Austria
  • 3% Denmark
  • 2.4% Netherlands
  • 1.6% Spain
  • 1.2% Switzerland
  • 0.8% Finland

Holdings by sector

  • 15.7% Industrials
  • 7.3% Consumer Discretionary
  • 4.9% Information Technology
  • 4.5% Financials
  • 4.3% Utilities
  • 4% Materials
  • 0.7% Real Estate
  • -2% Telecommunications Utilities
  • -2.1% Health Care
  • -2.9% Energy

Holdings by asset type

  • 10.2% Italian Equities
  • 7.5% French Equities
  • 7.1% Swedish Equities
  • 4.6% Norwegian Equities
  • 3.5% Austrian Equities
  • 3% Danish Equities
  • 2.4% Dutch Equities
  • 1.6% Spanish Equities
  • 1.2% Swiss Equities
  • 0.8% Finnish Equities

Individual holdings

  • 2.51% IPSEN
  • 2.43% FERRARI NV
  • 1.9% PHILIPS LIGHTING NV
  • 1.67% COVESTRO AG
  • 1.65% VAT GROUP AG