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(s)
Emmanuel Hauptmann
since 15/12/2011
Thomas de Saint Seine
since 15/12/2011
Maxime Botti
since 15/12/2011
Fund objective
To seek medium/long-term capital growth. Via the intermediary of hedging strategies, the sub-fund totally or partially neutralises the risk exposure to European equities markets.
Benchmark
No Specified Index
Investment style
Long/Short
Investment method
Equity

Quick stats

1 Year return

9.73 %

1 Year rank in sector

38/131

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 751.0 m

FE Risk score

105

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Italy
    9.2%
  • Sweden
    7.4%
  • France
    5.7%
  • Denmark
    4%
  • Austria
    3.8%
  • Industrials
    15.8%
  • Consumer Discretionary
    5.6%
  • Financials
    4.1%
  • Information Technology
    3.2%
  • Utilities
    3.2%
  • Italian Equities
    9.2%
  • Swedish Equities
    7.4%
  • French Equities
    5.7%
  • Danish Equities
    4%
  • Austrian Equities
    3.8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.51 %3.6 %9.73 %14.87 %47.19 %
Sector1.34 %3.83 %6.89 %7.93 %17.58 %
Rank within sector49 / 14660 / 14038 / 13130 / 7212 / 48
Quartile th2 nd2 nd2 nd2 nd1 st

Calendar performance

YTD-20182017201620152014
Fund1.7 %8.41 %-4.51 %13.98 %7.45 %
Sector1.3 %6.17 %-1.99 %2.66 %2.51 %
Rank within sector43 / 13640 / 12970 / 993 / 7111 / 55
Quartile th2 nd2 nd3 rd1 st1 st

Risk statistics

Alpha4.43
Beta0.64
Sharpe0.3
Volatility7.17
Tracking error6.97
Information ratio0.48
R-Squared0.07

Price movement

52 week high151.75
52 week low139.01
Current bid price0
Current offer price0
Current mid price151.75

Holdings by region

  • 9.2% Italy
  • 7.4% Sweden
  • 5.7% France
  • 4% Denmark
  • 3.8% Austria
  • 2% Spain
  • 1.5% Norway
  • 1.1% Ireland
  • 1.1% Switzerland
  • 1% Finland

Holdings by sector

  • 15.8% Industrials
  • 5.6% Consumer Discretionary
  • 4.1% Financials
  • 3.2% Information Technology
  • 3.2% Utilities
  • 2.1% Materials
  • -0.2% Real Estate
  • -0.6% Health Care
  • -1.4% Telecommunications Utilities
  • -4.2% Consumer Staples

Holdings by asset type

  • 9.2% Italian Equities
  • 7.4% Swedish Equities
  • 5.7% French Equities
  • 4% Danish Equities
  • 3.8% Austrian Equities
  • 2% Spanish Equities
  • 1.5% Norwegian Equities
  • 1.1% Irish Equities
  • 1.1% Swiss Equities
  • 1% Finnish Equities

Individual holdings

  • 2.6% DEUTSCHE LUFTHANSA AG
  • 2.56% STRAUMANN HOLDING AG
  • 2.42% DSV A/S ORD
  • 2.19% PARTNERS GROUP HOLDING AG
  • 2.15% ASR NEDERLAND NV