Active Alpha Strategy
- NAV :
- 114.98 €
as of 05.15.2012, NAV Frequency : daily
Emeric Préaubert,
Founding Partner
Downloads
Monthly reportingInvestment strategy
Sycomore Eurocap's objective is to outperform the Eurozone equity markets on a long-term period of time. Its investment universe is made of listed continental Europe equities without any constraint of size, sector or style.
- ISIN Code :
- FR0010117069
- Bloomberg Code :
- SYCEURI FP Equity
- Fund positioning :
- All caps Euro
- AMF Classification :
- Eurozone Equities
- Legal structure :
- French law FCP
- Inception date :
- 10.30.2001
- Benchmark :
- EURO STOXX TR
- Investment horizon :
- 5 years
Fund track record
Download performance from to Download
Past performance cannot be a guarantee of future performance.
Performance data as of 05.15.2012
Performance
| Fund | Benchmark | |
|---|---|---|
| May 2012 | -6.15% | -6.01% |
| 2012 | -2.89% | -0.86% |
| 1 year | -20.38% | -20.42% |
| 3 years | 5.83% | 9.21% |
| 5 years | -35.89% | -40.43% |
| Inception | 14.98% | 1.75% |
| Annualised | 1.33% | 0.16% |
Performance calendar
| Fund | Benchmark | |
|---|---|---|
| 2011 | -12.24% | -15.22% |
| 2010 | 0.61% | 2.69% |
| 2009 | 28.38% | 27.62% |
| 2008 | -38.52% | -44.61% |
| 2007 | 4.57% | 7.28% |
| 2006 | 26.41% | 23.02% |
| 2005 | 26.24% | 25.84% |
| 2004 | 16.04% | 12.31% |
| 2003 | 19.78% | 20.77% |
Statistics
| 3 years | Inception | |
|---|---|---|
| Correlation | 0.99 | 0.96 |
| Beta | 0.93 | 0.92 |
| Alpha | 0.78% | 2.2% |
| Volatility | 22.84% | 19.94% |
| Tracking | 3.57% | 5.5% |
| Sharpe Ratio | 0.16 | -0.03 |
| Info. Ratio | 0.19 | 0.42 |
| Drawdown | -27.71% | -55.84% |
Characteristics
Classification
- Capitalisation
- Fund currency: Euro
- UCITS IV: Yes
- PEA Eligibility: Yes
Subscription / Redemption
- Order Frenquency: Daily
- NAV Frequency: Daily
- Centralisation: BNPP Securities Services
- Settlement date: D+3
Management fee
- Fixed management fee: 1%
- Outperformance fee:
25% above the fund benchmark - Entry fee: 7% maximum
- Exit fee: n/a
- Movement fee: n/a