Fact sheet: RAM LSysFd L/S Emg Mk Eq

Fund information

Fund name
RAM (LUX) Systematic Funds Long/Short Emerging Markets Equities B USD
Fund company manager
RAM Active Investments SA
Fund type
SIB
Fund manager
Emmanuel Hauptmann
since 15/12/2011
Fund objective
The RAM (Lux) SYSTEMATIC FUNDS - LONG/SHORT EMERGING MARKETS EQUITIES objective is to achieve mid to long-term capital appreciation through investments in emerging markets equities using bottom-up fundamentally driven stock picking strategies applied systematically. Our proprietary model seeks to maximize risk-adjusted returns by trading securities of emerging markets companies on the long and short side as well as 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
Market Neutral
Investment method
Equity

Quick stats

1 Year return

0.86 %

1 Year rank in sector

98/133

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 135.0 m

FE Risk score

88

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • China
    7.9%
  • Korea
    6.4%
  • Turkey
    3.3%
  • New Zealand
    2.2%
  • Taiwan
    1.9%
  • Financials
    7.1%
  • Industrials
    4.7%
  • Information Technology
    3.2%
  • Real Estate
    2.9%
  • Materials
    2.1%
  • Chinese Equities
    7.9%
  • South Korean Equities
    6.4%
  • Turkish Equities
    3.3%
  • New Zealand Equities
    2.2%
  • Taiwanese Equities
    1.9%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.59 %1.81 %0.86 %4.82 %13.17 %
Sector0.81 %3.02 %4.71 %5.91 %17.26 %
Rank within sector35 / 14086 / 14298 / 13353 / 8039 / 57
Quartile th1 st3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund4.5 %-4.21 %1.76 %2.57 %6.1 %
Sector4.76 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector61 / 13770 / 10948 / 8737 / 7147 / 64
Quartile th2 nd3 rd3 rd3 rd3 rd

Risk statistics

Alpha0.71
Beta0.35
Sharpe-0
Volatility3.3
Tracking error3.73
Information ratio-0.11
R-Squared0.11

Price movement

52 week high117.49
52 week low111.92
Current bid price0
Current offer price0
Current mid price117.49

Holdings by region

  • 7.9% China
  • 6.4% Korea
  • 3.3% Turkey
  • 2.2% New Zealand
  • 1.9% Taiwan
  • 1.3% Israel
  • 1.2% Malaysia
  • 1.2% Thailand
  • 0.6% Singapore
  • 0.4% Czech Republic

Holdings by sector

  • 7.1% Financials
  • 4.7% Industrials
  • 3.2% Information Technology
  • 2.9% Real Estate
  • 2.1% Materials
  • 2.1% Utilities
  • 0.6% Telecommunications Utilities
  • 0.2% Energy
  • -0.1% Consumer Discretionary
  • -1.6% Health Care

Holdings by asset type

  • 7.9% Chinese Equities
  • 6.4% South Korean Equities
  • 3.3% Turkish Equities
  • 2.2% New Zealand Equities
  • 1.9% Taiwanese Equities
  • 1.3% Israeli Equities
  • 1.2% Malaysian Equities
  • 1.2% Thai Equities
  • 0.6% Singapore Equities
  • 0.4% Czech Republic Equities

Individual holdings

  • 1.06% TURKIYE PETROL RAFINERILERI A.S.
  • 0.86% PETKIM PETROKIMYA HLDG AS
  • 0.75% MALAYAN BANKING BHD
  • 0.61% SAMSUNG ELECTRONICS CO
  • 0.59% SFA ENGINEERING CORP