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(s)
Thomas de Saint Seine
since 15/12/2011
Maxime Botti
since 15/12/2011
Emmanuel Hauptmann
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 equities markets in emerging or developing countries.
Benchmark
No Specified Index
Investment style
Market Neutral
Investment method
Equity

Quick stats

1 Year return

5.61 %

1 Year rank in sector

65/131

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 132.0 m

FE Risk score

93

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
Fund1.77 %1.72 %5.61 %2.24 %10.68 %
Sector1.34 %3.83 %6.89 %7.93 %17.58 %
Rank within sector42 / 14680 / 14065 / 13152 / 7236 / 48
Quartile th2 nd3 rd2 nd3 rd3 rd

Calendar performance

YTD-20182017201620152014
Fund1.35 %3.74 %-4.21 %1.76 %2.57 %
Sector1.3 %6.17 %-1.99 %2.66 %2.51 %
Rank within sector59 / 13680 / 12968 / 9944 / 7132 / 55
Quartile th2 nd3 rd3 rd3 rd3 rd

Risk statistics

Alpha-0.25
Beta0.3
Sharpe-0
Volatility3.37
Tracking error3.85
Information ratio-0.47
R-Squared0.07

Price movement

52 week high118.71
52 week low111.94
Current bid price0
Current offer price0
Current mid price118.2

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

  • 0.89% CNOOC Limited
  • 0.72% YAGEO CORP
  • 0.66% AGILE GROUP HLDGS LTD
  • 0.64% ANHUI CONCH CEMENT CO LTD
  • 0.59% TURKIYE PETROL RAFINERILERI A.S.