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
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

5.96 %

1 Year rank in sector

56/130

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 693.0 m

FE Risk score

108

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
Fund-0.25 %5.16 %5.96 %22.32 %44.5 %
Sector0.71 %3.73 %5.27 %8.27 %18.14 %
Rank within sector108 / 13841 / 14256 / 13019 / 7713 / 53
Quartile th4 th2 nd2 nd1 st1 st

Calendar performance

YTD-20172016201520142013
Fund8.45 %-4.51 %13.98 %7.45 %12.76 %
Sector5.38 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector36 / 13369 / 1055 / 8313 / 6828 / 61
Quartile th2 nd3 rd1 st1 st2 nd

Risk statistics

Alpha5.84
Beta0.52
Sharpe0.45
Volatility7.19
Tracking error7.15
Information ratio0.63
R-Squared0.05

Price movement

52 week high150.66
52 week low136.77
Current bid price0
Current offer price0
Current mid price149.28

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

  • 2.66% UNIPER SE
  • 2.35% RECORDATI IND CHIM E FARM SPA
  • 2.17% DEUTSCHE LUFTHANSA AG
  • 2.13% FRAPORT AG
  • 2.04% ASR NEDERLAND NV