Active Alpha Strategy
- NAV :
- 136.04 €
as of 05.22.2013, NAV Frequency : daily
Arnaud d'Aligny,
Senior Fund Manager
Investment strategy
- ISIN Code :
- FR0011166818
- Bloomberg Code :
- SYCEUCI FP Equity
- Fund positioning :
- All Caps Europe
- AMF Classification :
- Legal structure :
- French law FCP
- Inception date :
- 12.28.2011
- Benchmark :
- STOXX 600 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 05.22.2013
Performance
| Fund | Benchmark | |
|---|---|---|
| May 2013 | 5.34% | 5.26% |
| 2013 | 9.44% | 13.10% |
| 1 year | 30.27% | 30.85% |
| Inception | 36.04% | 36.08% |
| Annualised | 24.59% | 24.62% |
Performance calendar
| Fund | Benchmark | |
|---|---|---|
| 2012 | 22.1% | 18.2% |
| 2011 | - | - |
| 2010 | - | - |
| 2009 | - | - |
| 2008 | - | - |
| 2007 | - | - |
| 2006 | - | - |
| 2005 | - | - |
| 2004 | - | - |
Statistics
| 3 years | Inception | |
|---|---|---|
| Correlation | - | 0.98 |
| Beta | - | 1.09 |
| Alpha | - | 1.68% |
| Volatility | - | 16.94% |
| Tracking | - | 3.99% |
| Sharpe Ratio | - | 1.4 |
| Info. Ratio | - | 0.98 |
| Drawdown | - | -15.44% |
Characteristics
Classification
- Capitalisation
- Fund Currency : Euro
- UCITS IV : Yes
- PEA Eligibility : Yes
Subscription / Redemption
- Orders Frenquency: Daily
- NAV Frequency: Daily
- Transfert Agent: BNPP Securities Services
- Settlement date: D+3