RAM (LUX) Systematic Funds Long/Short European Equities

Investment Objective

The funds 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.

Latest Meeting Note

Meeting 28 Jun 2022

The RAM (LUX) Systematic Funds Long/Short European Equities strategy has seen several changes since our last research. ESG is now considered as one of the four dimensions of the investment objective, next to alpha, risk, and liquidity. R... Read more

The RAM (LUX) Systematic Funds Long/Short European Equities strategy has seen several changes since our last research. ESG is now considered as one of the four dimensions of the investment objective, next to alpha, risk, and liquidity. RAM AI’s research suggests that ESG brings a sustainable angle to the investment process that not only makes it more socially responsible but can also help reduce long-term investment risk and help enhance strategy returns. During 2021, research efforts were focused on strengthening the machine learning platform and models particularly in respect of integration of ESG and unstructured datasets. A range of new ESG inputs have been integrated, reflecting the growing number of data inputs available, going further than just carbon data, such as new environmental (waste, water, nitrate emissions) and governance inputs. Whilst new inputs are currently being integrated from earnings announcements’ transcripts data. Using NLP the team can extract a range of sentiment and polarity inputs from the text of management presentations and Q&As with analysts which the team believe have some predictive power on future stock returns.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2021 0.9 0.4 0.1 0.1 0.5 0.1 0.9 0.4 0.7 0.8 0.6 0.0 0.4
2020 0.4 0.7 0.1 0.2 0.8 0.3 0.8 0.9 0.1 0.5 0.5 0.5 0.9

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Close Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.