Active Alpha Strategy
- NAV :
- 171.82 €
as of 05.15.2012, NAV Frequency : daily
Thomas Dhainaut,
Senior Fund Manager
Investment strategy
Sycomore Largecap aim is to outperform the representative index of large european listed companies. Its investment universe is composed of Continental Europe large capitalisations without any constraints of style or sector.
- ISIN Code :
- FR0010148015
- Bloomberg Code :
- SYCLGCP FR Equity
- Fund positioning :
- Continental Europe Large caps
- AMF Classification :
- Eurozone Equities
- Legal structure :
- French law FCP
- Inception date :
- 12.30.2004
- Benchmark :
- EURO STOXX 50 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 | -6.75% | -6.10% |
| 2012 | 0.01% | -4.10% |
| 1 year | -28.17% | -21.86% |
| 3 years | -0.40% | 2.01% |
| 5 years | -49.52% | -41.73% |
| Inception | -14.09% | -6.83% |
| Annualised | -2.04% | -0.95% |
Performance calendar
| Fund | Benchmark | |
|---|---|---|
| 2011 | -22% | -14.1% |
| 2010 | 1.06% | -2.81% |
| 2009 | 24.72% | 25.65% |
| 2008 | -46.51% | -42.4% |
| 2007 | 6.31% | 9.59% |
| 2006 | 22.2% | 18.05% |
| 2005 | 26.26% | 24.3% |
| 2004 | -0.4% | -0.01% |
Statistics
| 3 years | Inception | |
|---|---|---|
| Correlation | 0.97 | 0.97 |
| Beta | 1.04 | 1.06 |
| Alpha | -2.16% | -1.36% |
| Volatility | 27.78% | 23.84% |
| Tracking | 7.12% | 6.34% |
| Sharpe Ratio | -0.04 | -0.18 |
| Info. Ratio | -0.31 | -0.27 |
| Drawdown | -38.42% | -61.2% |
Characteristics
Classification
- Capitalisation
- Fund currency: Euro
- UCITS III: 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