Stratégie Responsable Alpha
- NAV :
- 239.34 €
as of 05.16.2013, NAV Frequency : daily
Léa Dunand-Châtellet,
Fund Manager
Investment strategy
- ISIN Code :
- FR0010971705
- Bloomberg Code :
- SYSEREI FP Equity
- Fund positioning :
- SRI Euro Equities
- AMF Classification :
- Eurozone Equities
- Legal structure :
- French law FCP
- Inception date :
- 01.24.2011
- 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 05.16.2013
Performance
| Fund | Benchmark | |
|---|---|---|
| May 2013 | 4.07% | 4.41% |
| 2013 | 10.19% | 9.98% |
| 1 year | 29.61% | 32.72% |
| Inception | 19.67% | 6.18% |
| Annualised | 8.09% | 2.63% |
Performance calendar
| Fund | Benchmark | |
|---|---|---|
| 2012 | 23.1% | 19.3% |
| 2011 | -11.8% | -19.1% |
| 2010 | - | - |
| 2009 | - | - |
| 2008 | - | - |
| 2007 | - | - |
| 2006 | - | - |
| 2005 | - | - |
| 2004 | - | - |
Statistics
| 3 years | Inception | |
|---|---|---|
| Correlation | - | 0.97 |
| Beta | - | 0.85 |
| Alpha | - | 5.7% |
| Volatility | - | 21.2% |
| Tracking | - | 6.52% |
| Sharpe Ratio | - | 0.18 |
| Info. Ratio | - | 0.94 |
| Drawdown | - | -24.2% |
Characteristics
Classification
- Capitalisation
- Fund currency: Euro
- UCITS III: Yes
- PEA Eligibility: Yes
Subscription / Redemption
- Orders: Daily
- NAV Frequency: Daily
- Centralisation: CACEIS
- 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