One year after launch, RAM Active Investments reports that its Long/Short Global Equities strategy has more than USD370 million of assets under management, and has generated an annual return of 4.6 per cent net of fees with volatility of 3.8 per cent.
The RAM Long/Short Global Equities Strategy aims at capturing the inefficiencies present in the whole universe of developed markets, through a selection process based on RAM’s distinctive quantitative method; amalgamating a fundamental and behavioural philosophy. The objective of the Strategy is to deliver a consistent risk-adjusted return, with a diversified portfolio of more than 800 stocks and with no correlation to global equity markets.
RAM AI has a deep history in managing Long/Short beta-neutral strategies: since March 2009 it has offered to its clients the RAM Long/Short European Equities Strategy, and since December 2011 the RAM UCITS Long/Short Emerging Markets Equities; both strategies have recently been awarded with the UCITS Hedge Awards 2018 for their performances. On the back of this success, the RAM Long/Short Global Equities was created with the aim of taking advantage of the decorrelation effect relative to the strategies dedicated to Europe and Emerging Markets, and shares with these strategies the same investment philosophy, typical of RAM AI, based on a bottom-up approach to stock selection, driven by fundamentals and systematically applied.
Emmanuel Hauptmann (pictured), Senior Equity Fund Manager & Founding Partner, RAM Active Investments, says: “Our models have witnessed wide dispersions across both regions and sectors since the Strategy’s inception. This high degree of dispersion, enables us to identify and select stocks across regions providing us with an unparalleled level of diversification in our book, helping us to enhance our risk-adjusted returns and importantly maintain a low volatility profile for our investors despite large regional style rotations. Additionally, the Sharpe ratio we’ve generated remains perfectly in line with our expectations.”
The Sub-Funds are available in Belgium, UK, Austria, Germany, France, Luxembourg, Sweden, Norway, Finland, Denmark, Holland, Spain, Switzerland and Italy across both retail and institutional share classes.
