RAM Rational Asset Management

RAM ONE

Strategy Description

RAM ONE is a fundamental global equity long/short hedge fund with a focus on Nordic companies. The exposure of the fund’s portfolio to the Nordic region normally exceeds 50%. The fund’s objective is to generate the highest possible long-term return using a balanced risk approach. RAM ONE may be marketed to both retail and professional investors in Sweden.

Fund Information

General Information

NHX CategoryEquities
NHX CountrySweden
Legal StructureOpen Ended Investment Fund
Fund DomicileSweden
Minimum Investment1,000,000 SEK
AUM473M SEK
Inception DateNov 2002
Management Fee1.00%
Performance Fee20.00%

Company Information

CompanyRAM Rational Asset Management
PrincipalErik Edholm
AddressNorrlandsgatan 15
Stockholm, SE-111 87
Phone+46850891800
E-mail[email protected]
Websitewww.ram.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 4.33 0.44 -2.92 0.79 -11.90 -1.26 1.52 0.86 -8.67
2022 -1.66 -5.61 1.73 -3.63 1.18 -7.90 6.48 -4.00 -7.69 -1.11 2.65 1.10 -17.88
2021 2.26 0.50 1.97 0.70 -1.05 -2.83 -1.34 -0.11 -0.86 -0.81 1.17 0.59 0.07
2020 -0.47 0.50 -8.11 3.42 5.49 -0.34 1.52 4.43 1.04 0.01 6.51 3.80 18.37
2019 0.46 1.00 -2.88 3.13 -1.35 0.57 0.00 -1.51 0.75 -0.42 0.74 1.86 2.23
2018 0.26 0.81 -1.71 0.51 -0.88 -1.47 2.01 -0.93 -0.74 1.61 2.61 -2.70 -0.76
2017 1.42 0.21 0.13 0.33 0.47 -0.67 -1.26 -0.18 1.63 -0.37 -0.24 0.24 1.69
2016 -2.40 3.74 0.22 0.22 0.53 -1.29 1.87 0.69 -0.61 0.32 -0.78 2.20 4.66
2015 0.58 2.36 -0.45 0.41 1.41 -1.41 -0.06 1.27 -1.43 1.92 2.50 -2.52 4.53
2014 -1.55 0.80 1.51 0.06 1.36 -0.37 -0.54 0.63 -0.47 1.37 0.94 0.33 4.10
2013 2.21 -0.28 0.25 1.03 0.66 -0.03 1.06 0.61 1.11 0.77 -0.69 1.98 8.99
2012 2.99 1.71 0.04 0.59 -3.61 1.49 1.25 0.53 2.39 -1.52 0.98 1.86 8.86
2011 0.40 -1.94 0.20 0.04 2.87 -1.05 -0.10 2.62 -0.69 4.38 -0.32 -0.82 5.54
2010 1.48 -3.07 4.17 -1.75 -1.43 -1.07 2.59 -0.30 1.06 1.03 -0.23 1.70 4.02
2009 -1.94 -0.04 2.08 18.34 4.37 1.63 4.84 4.62 3.07 -3.73 1.75 0.92 40.37
2008 0.26 3.95 0.23 -0.45 1.59 -7.05 -4.60 3.59 -10.95 -9.53 -2.11 2.15 -21.82
2007 2.34 2.43 2.88 1.27 2.27 -0.95 0.10 -3.06 0.51 1.84 -2.96 0.27 6.92
2006 1.63 1.53 2.78 0.52 -2.99 0.25 -1.00 1.82 1.42 1.66 1.72 5.36 15.48
2005 1.48 2.78 -0.41 0.18 0.91 0.75 3.22 -0.34 1.39 -0.84 2.18 2.67 14.79
2004 0.74 1.58 -0.18 3.32 -1.22 1.34 -0.63 -0.85 1.01 0.99 1.62 0.36 8.29
2003 0.93 -1.44 0.71 4.40 -2.35 1.16 -1.66 -4.26 -0.18 -4.74 0.73 -1.61 -8.33
2002 1.71 -2.13 -0.46

Portfolio Managers

No data filled

Disclaimer

This information is intended for institutional investors only. All data including performance numbers have been supplied by the respective managers and funds. HedgeNordic in no way guarantees the accuracy of these numbers and has supplied them to you for information purposes only. This does not constitute a solicitation to buy or an offer to sell. No investment should be made without fully reviewing the associated risk factors, fees and conflicts of interest as outlined in each fund’s risk disclosure document. There may be funds which have chosen not to be listed in the HedgeNordic database and the NHX that may have better or worse performance than those in our database.

The risk of loss in investing in hedge funds can be substantial. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition. Past results are not necessarily indicative of future results. Trade only with risk capital. Sales restrictions may apply in your jurisdiction.

Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 MONTH ROLLING ROR Return

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -30.54% 26 0 05/2021 -
2 -27.56% 6 9 06/2008 08/2009
3 -12.35% 8 18 05/2003 06/2005
4 -8.57% 16 4 12/2018 07/2020
5 -4.86% 2 6 12/2015 07/2016

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.37%-2.27%-1.20%-1.19%-0.49%
% Positive66.67%50.00%58.33%50.00%55.56%
Avg. Pos. Period1.19%1.06%1.67%1.90%1.98%
Avg. Neg. Period-1.26%-5.36%-4.98%-4.11%-3.42%
Sharpe Ratio1.09-1.62-0.87-0.95-0.39
Sortino Ratio1.74-1.56-0.99-1.09-0.54
Monthly Volatility1.19%4.61%4.36%4.03%3.69%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 18.34%-11.90%0.33%0.52%0.86%62.40%
3 Months 26.08%-21.14%1.01%1.20%1.10%65.73%
6 Months 41.91%-27.56%2.24%2.08%-12.85%70.20%
1 Year 45.26%-26.47%4.73%5.08%-13.48%74.06%
2 Years 49.50%-28.91%11.00%11.07%-24.95%83.26%
3 Years 64.68%-16.15%17.88%16.64%-16.15%93.02%
5 Years 85.11%-10.17%29.95%30.53%-8.55%95.81%

Volatility (12 Months Rolling)

CORRELATION (12 MONTH ROLLING)

AUM (EUR)

Disclaimer

This information is intended for institutional investors only. All data including performance numbers have been supplied by the respective managers and funds. HedgeNordic in no way guarantees the accuracy of these numbers and has supplied them to you for information purposes only. This does not constitute a solicitation to buy or an offer to sell. No investment should be made without fully reviewing the associated risk factors, fees and conflicts of interest as outlined in each fund’s risk disclosure document. There may be funds which have chosen not to be listed in the HedgeNordic database and the NHX that may have better or worse performance than those in our database.

The risk of loss in investing in hedge funds can be substantial. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition. Past results are not necessarily indicative of future results. Trade only with risk capital. Sales restrictions may apply in your jurisdiction.

Strategy Description

RAM ONE is a fundamental global equity long/short hedge fund with a focus on Nordic companies. The exposure of the fund’s portfolio to the Nordic region normally exceeds 50%. The fund’s objective is to generate the highest possible long-term return using a balanced risk approach. RAM ONE may be marketed to both retail and professional investors in Sweden.

Fund Information

General Information

NHX CategoryEquities
NHX CountrySweden
Legal StructureOpen Ended Investment Fund
Fund DomicileSweden
Minimum Investment1,000,000 SEK
AUM473M SEK
Inception DateNov 2002
Management Fee1.00%
Performance Fee20.00%

Company Information

CompanyRAM Rational Asset Management
PrincipalErik Edholm
AddressNorrlandsgatan 15
Stockholm, SE-111 87
Phone+46850891800
E-mail[email protected]
Websitewww.ram.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 4.33 0.44 -2.92 0.79 -11.90 -1.26 1.52 0.86 -8.67
2022 -1.66 -5.61 1.73 -3.63 1.18 -7.90 6.48 -4.00 -7.69 -1.11 2.65 1.10 -17.88
2021 2.26 0.50 1.97 0.70 -1.05 -2.83 -1.34 -0.11 -0.86 -0.81 1.17 0.59 0.07
2020 -0.47 0.50 -8.11 3.42 5.49 -0.34 1.52 4.43 1.04 0.01 6.51 3.80 18.37
2019 0.46 1.00 -2.88 3.13 -1.35 0.57 0.00 -1.51 0.75 -0.42 0.74 1.86 2.23
2018 0.26 0.81 -1.71 0.51 -0.88 -1.47 2.01 -0.93 -0.74 1.61 2.61 -2.70 -0.76
2017 1.42 0.21 0.13 0.33 0.47 -0.67 -1.26 -0.18 1.63 -0.37 -0.24 0.24 1.69
2016 -2.40 3.74 0.22 0.22 0.53 -1.29 1.87 0.69 -0.61 0.32 -0.78 2.20 4.66
2015 0.58 2.36 -0.45 0.41 1.41 -1.41 -0.06 1.27 -1.43 1.92 2.50 -2.52 4.53
2014 -1.55 0.80 1.51 0.06 1.36 -0.37 -0.54 0.63 -0.47 1.37 0.94 0.33 4.10
2013 2.21 -0.28 0.25 1.03 0.66 -0.03 1.06 0.61 1.11 0.77 -0.69 1.98 8.99
2012 2.99 1.71 0.04 0.59 -3.61 1.49 1.25 0.53 2.39 -1.52 0.98 1.86 8.86
2011 0.40 -1.94 0.20 0.04 2.87 -1.05 -0.10 2.62 -0.69 4.38 -0.32 -0.82 5.54
2010 1.48 -3.07 4.17 -1.75 -1.43 -1.07 2.59 -0.30 1.06 1.03 -0.23 1.70 4.02
2009 -1.94 -0.04 2.08 18.34 4.37 1.63 4.84 4.62 3.07 -3.73 1.75 0.92 40.37
2008 0.26 3.95 0.23 -0.45 1.59 -7.05 -4.60 3.59 -10.95 -9.53 -2.11 2.15 -21.82
2007 2.34 2.43 2.88 1.27 2.27 -0.95 0.10 -3.06 0.51 1.84 -2.96 0.27 6.92
2006 1.63 1.53 2.78 0.52 -2.99 0.25 -1.00 1.82 1.42 1.66 1.72 5.36 15.48
2005 1.48 2.78 -0.41 0.18 0.91 0.75 3.22 -0.34 1.39 -0.84 2.18 2.67 14.79
2004 0.74 1.58 -0.18 3.32 -1.22 1.34 -0.63 -0.85 1.01 0.99 1.62 0.36 8.29
2003 0.93 -1.44 0.71 4.40 -2.35 1.16 -1.66 -4.26 -0.18 -4.74 0.73 -1.61 -8.33
2002 1.71 -2.13 -0.46

Portfolio Managers

No data filled

Return Statistics

Last Month Return -
3 Month Return 1.10%
Year to Date Return -8.67%
12 Month Return -13.48%
36 Month Return -16.15%
Total Return Annualized 3.60%
Winning Months (%) 62.40%
Average Winning Month 1.74%
Average Losing Month -2.02%
Total Return Cumulative 108.95%

Risk Statistics (12M)

1 Year
Sharpe Ratio-0.87
Sortino Ratio-0.99
Sterling-0.53
Calmar-0.87
Skewness-1.70
Kurtosis3.22
Maximum Drawdown-15.50%
Correlation vs S&P 5000.36
Annualized Volatility15.11%
Annualized Down. Deviation14.56%

Risk/Return Comparison

Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 MONTH ROLLING ROR Return

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -30.54% 26 0 05/2021 -
2 -27.56% 6 9 06/2008 08/2009
3 -12.35% 8 18 05/2003 06/2005
4 -8.57% 16 4 12/2018 07/2020
5 -4.86% 2 6 12/2015 07/2016

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.37%-2.27%-1.20%-1.19%-0.49%
% Positive66.67%50.00%58.33%50.00%55.56%
Avg. Pos. Period1.19%1.06%1.67%1.90%1.98%
Avg. Neg. Period-1.26%-5.36%-4.98%-4.11%-3.42%
Sharpe Ratio1.09-1.62-0.87-0.95-0.39
Sortino Ratio1.74-1.56-0.99-1.09-0.54
Monthly Volatility1.19%4.61%4.36%4.03%3.69%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 18.34%-11.90%0.33%0.52%0.86%62.40%
3 Months 26.08%-21.14%1.01%1.20%1.10%65.73%
6 Months 41.91%-27.56%2.24%2.08%-12.85%70.20%
1 Year 45.26%-26.47%4.73%5.08%-13.48%74.06%
2 Years 49.50%-28.91%11.00%11.07%-24.95%83.26%
3 Years 64.68%-16.15%17.88%16.64%-16.15%93.02%
5 Years 85.11%-10.17%29.95%30.53%-8.55%95.81%

Volatility (12 Months Rolling)

CORRELATION (12 MONTH ROLLING)

AUM (EUR)

Disclaimer

This information is intended for institutional investors only. All data including performance numbers have been supplied by the respective managers and funds. HedgeNordic in no way guarantees the accuracy of these numbers and has supplied them to you for information purposes only. This does not constitute a solicitation to buy or an offer to sell. No investment should be made without fully reviewing the associated risk factors, fees and conflicts of interest as outlined in each fund’s risk disclosure document. There may be funds which have chosen not to be listed in the HedgeNordic database and the NHX that may have better or worse performance than those in our database.

The risk of loss in investing in hedge funds can be substantial. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition. Past results are not necessarily indicative of future results. Trade only with risk capital. Sales restrictions may apply in your jurisdiction.