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RAM (Lux) SF-Long/Short European Equities B

classificato 18 su 37 di - Market Neutral su un periodo di 12 mesi
All calculations are in EUR unless stated

Gestito da

Maxime Botti

Maxime Botti was involved in the setting up of RAM Active Investments with Thomas de Saint-Seine. He played a determining role in the research that underpins the RAM Systematic Equity management. Before joining the group, Maxime Botti worked as a hedge fund manager for Equinoxe Partners and as arbitrage risk analyst at Barep Asset Management, a subsidiary of Société Générale. He has been with the group since 2004. He is a graduate of the Rouen Business School (Finance, 2002).

Thomas de Saint-Seine

Thomas de Saint-Seine is a founding partner of RAM Active Investments, which specializes in managing the investment funds grouped under the RAM Systematic and RAM Tactical Funds brands and at the origin of the research that underpins RAM Systematic Equity management. From 1996 to 2001, Thomas worked as a equity and bond fund manager at Crédit Agricole Indosuez (Luxembourg, Paris and Geneva). He joined the Reyl Group in 2001. Thomas de Saint-Seine is a graduate from the University of Paris X (Econometrics, 1994) and the Rouen Business School (Finance, 1996).

Emmanuel Hauptmann

Emmanuel Hauptmann co-manages RAM Systematic Equity investment strategies. He develops and implements systematic fundamental and technical strategies which originate from the team proprietary research on alpha, liquidity and risk factors. Before joining RAM in 2007, he worked in London as Senior Quantitative Analyst for Citigroup and built their Execution Analytics models in Europe as Director in their Alternative Execution department. Previously he worked as Quantitative Derivative strategist within Morgan Stanley Quantitative and Derivative Strategies in London. Hauptmann earned a MSc in Finance & Economics with distinction at the London School of Economics after graduating from Ecole Centrale Paris in Engineering and Paris I – Sorbonne in Economics.

Obiettivo

A minimum of 75% of the net assets of the sub-fund shall be invested in the shares of companies that have their registered office in a Member State of the European Union or Norway. Long exposure to equities markets may vary between 75% and 130%. Short exposure may vary between 0% and 130%. The manager may also use derivatives in order to hedge or optimise the portfolios exposure. The sub-fund may invest up to 10% of its net assets in units of UCITS or other UCIs and hold cash on an ancillary basis. The portfolio is rebalanced monthly to be as close as possible to zero beta, without using a reference benchmark.

Performance

Market Neutral su un periodo di : 31/08/2017 - 31/08/2018
  • Classificazione 18/37 Rendimento totale
  • Classificazione 18/37 Deviazione Standard
  • Classificazione 13/37 Perdita Massima
Nome del Fondo Currency Risk
16 Parworld Absolute Return Equity Neutral C C EUR

3,2

17 BSF Americas Diversified Equity Abs Ret D2RF EUR H

L'esposizione valutaria coperta (dal rischio)

L'esposizione valutaria coperta (dal rischio)

EUR

3,2

18 RAM (Lux) SF-Long/Short European Equities B EUR

3,4

19 MLIS Marshall Wace TOPS UCITS (Mkt Ntrl) EUR C Acc EUR

3,4

20 Exane Funds 1 - Archimedes Fund A EUR

3,7

Nome del Fondo Currency Perdita
11 Insight - Absolute Insight Eq Market Neut B1p EUR EUR

-1,6%

12 BSF Americas Diversified Equity Abs Ret D2RF EUR H

L'esposizione valutaria coperta (dal rischio)

L'esposizione valutaria coperta (dal rischio)

EUR

-1,7%

13 RAM (Lux) SF-Long/Short European Equities B EUR

-1,8%

14 MLIS Marshall Wace TOPS UCITS (Mkt Ntrl) EUR C Acc EUR

-2,2%

15 Parworld Absolute Return Equity Neutral C C EUR

-2,5%

Rendimento totale

Performance trimestrale

a 30/06/2018 Annuale T1 T2 T3 T4
2018 -0,3% 1,4%
2017 8,4% 1,8% 4,1% 2,2% 0,2%
2016 -4,5% -5,6% 2,2% 1,5% -2,5%
2015 14,0% 7,4% -1,8% 4,5% 3,5%
2014 7,5% 3,2% -0,4% 1,3% 3,3%
2013 12,8% 5,2% 2,9% -1,0% 5,3%
2012 4,7% 0,7% 1,4% 0,3% 2,2%

Performance mensile

Rendimento vs rischio

Registrato Per La Vendita In

  1. Austria
  2. Belgio
  3. Francia
  4. Germania
  5. Italia
  6. Lussemburgo
  7. Paesi Bassi
  8. Svezia
  9. Svizzera
  10. Regno Unito

Informazioni sul fondo

  • Inizio collocamento15/12/2011
  • Dimensione share class196Mn
  • Valuta di baseEUR
  • ISIN LU0705071453

Informazioni per l'acquisto

  • Investimento aggiuntivo minimo0
  • Investimento aggiuntivo minimo0

Commissioni

  • Commissioni di gestione annuale2,00%

La performance è relativa al periodo indicato (da fine mese a fine mese, bid/bid, reddito lordo reinvestito, calcolato in EUR).