Asset Allocation Strategy
- NAV :
- 114.54 €
as of 05.21.2013, NAV Frequency : daily
Senior Fund Manager
Investment strategy
Sycomore Allocation Patrimoine is an asset allocation fund managed with a patrimonial approach. The flexible and discretionary allocation of the fund is based on two pillars: a equity strategy (60% max.) and a portage / bond yield strategy (100% max.). Those two strategies are completed by two diversification compartments: an absolute return fund compartment and a commodities compartment. The fund management have the possibility to be fully invested on cash in order to securise assets. The investment target of Sycomore Allocation Patrimoine is to offer a higher return than its composite index on a 3-year investment horizon.
- ISIN Code :
- FR0010474015
- Bloomberg Code :
- SYCOPAI FP Equity
- Fund positioning :
- Flexible Asset Allocation
- AMF Classification :
- Diversified
- Legal structure :
- French law FCP
- Inception date :
- 11.27.2002
- Benchmark :
- Composite Index *
- Investment horizon :
- 3 years
- * 1/3 MSCI World TR, 1/3 Barclays Euro Agg, 1/3 Eonia
Fund track record
Download performance from to Download
Past performance cannot be a guarantee of future performance.
Performance data as of 05.21.2013
Performance
| Fund | Benchmark | |
|---|---|---|
| May 2013 | 1.82% | 1.79% |
| 2013 | 5.77% | 6.39% |
| 1 year | 10.61% | 12.41% |
| 3 years | 13.86% | 20.94% |
| Inception | 15.84% | 24.28% |
| Annualised | 4.61% | 6.89% |
Performance calendar
| Fund | Benchmark | |
|---|---|---|
| 2012 | 7.6% | 8.5% |
| 2011 | -5.96% | 0.89% |
| 2010 | 6.8% | - |
| 2009 | - | - |
| 2008 | - | - |
| 2007 | - | - |
| 2006 | - | - |
| 2005 | - | - |
| 2004 | - | - |
| 2003 | - | - |
Statistics
| 3 years | Inception | |
|---|---|---|
| Correlation | 0.74 | 0.65 |
| Beta | 0.2 | 0.2 |
| Alpha | 2.89% | -0.03% |
| Volatility | 2.78% | 4.17% |
| Vol. indice | 0.04 | 0.05 |
| Tracking | 2.41% | 3.66% |
| Sharpe Ratio | 2.65 | 0.64 |
| Info. Ratio | -0.35 | -0.64 |
| Drawdown | -2.74% | -10.77% |
Characteristics
Classification
- Capitalisation
- Fund currency: Euro
- UCITS IV: No
- PEA Eligibility: No
Subscription / Redemption
- Order Frenquency: Daily
- NAV Frequency: Daily
- Centralisation: BNPP Securities Services
- Settlement date: D+3
Management fee
- Fixed management fee: 0.90%
- Outperformance fee:
25% above the fund benchmark - Entry fee: 7% maximum
- Exit fee: n/a
- Movement fee: n/a