Active Alpha Strategy
- NAV :
- 226.14 €
as of 05.15.2012, NAV Frequency : daily
Cyril Charlot,
Founding Partner
Investment strategy
Sycomore Francecap's objective is to outperform French equities on a long-term period of time. Its investment universe is composed of all listed French equities without any consideration of size, sector or size.
- ISIN Code :
- FR0010111724
- Bloomberg Code :
- SYCMICI FP Equity
- Fund positioning :
- All caps France
- AMF Classification :
- French Equities
- Legal structure :
- French law FCP
- Inception date :
- 10.30.2001
- Benchmark :
- CAC All-Tradable NR
- 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 | -5.33% | -5.80% |
| 2012 | 4.44% | -0.59% |
| 1 year | -20.82% | -19.67% |
| 3 years | 19.06% | 12.57% |
| 5 years | -34.21% | -36.74% |
| Inception | 126.14% | 12.61% |
| Annualised | 8.04% | 1.13% |
Performance calendar
| Fund | Benchmark | |
|---|---|---|
| 2011 | -16.22% | -13.79% |
| 2010 | 9.16% | 3.24% |
| 2009 | 32.54% | 29.02% |
| 2008 | -42.02% | -40.89% |
| 2007 | 0.81% | 3.06% |
| 2006 | 25.41% | 22.55% |
| 2005 | 33.3% | 28.45% |
| 2004 | 40.41% | 11.83% |
| 2003 | 30.16% | 20.01% |
Statistics
| 3 years | Inception | |
|---|---|---|
| Correlation | 0.97 | 0.87 |
| Beta | 0.85 | 0.72 |
| Alpha | 1.91% | 6.61% |
| Volatility | 21.27% | 17.43% |
| Tracking | 6.19% | 10.44% |
| Sharpe Ratio | 0.28 | 0.32 |
| Info. Ratio | 0.31 | 0.64 |
| Drawdown | -32.75% | -56.94% |
Characteristics
Classification
- Capitalisation
- Fund currency: Euro
- UCITS III: Yes
- PEA Eligibility: Yes
Subscription / Redemption
- Orders: 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