Active Alpha Strategy
- NAV :
- 167.55 €
as of 05.10.2013, NAV Frequency : weekly
Frédéric Ponchon,
Senior Fund Manager
Investment strategy
Sycomore Smallcap target is to deliver an anualised return above 7% on a five year investment horizon by investing in Euro zone listed small capitalisations.
- ISIN Code :
- FR0010156802
- Bloomberg Code :
- SYSSMCP FR Equity
- Fund positioning :
- Small caps Euro
- AMF Classification :
- ARIA - Diversified
- Legal structure :
- French law FCP
- Inception date :
- 02.15.2005
- Benchmark :
- CAC Small
- 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 05.10.2013
Performance
| Fund | Benchmark | |
|---|---|---|
| May 2013 | 1.86% | 2.54% |
| 2013 | 3.59% | 5.23% |
| 1 year | 10.64% | 9.67% |
| 3 years | 8.83% | -6.84% |
| 5 years | -30.78% | -9.98% |
| Inception | -16.23% | 0.57% |
| Annualised | -2.13% | 0.07% |
Performance calendar
| Fund | Benchmark | |
|---|---|---|
| 2012 | 12.4% | 9.1% |
| 2011 | -11.63% | -18.01% |
| 2010 | 4.6% | 10.92% |
| 2009 | 22.51% | 58.69% |
| 2008 | -55.63% | -54.17% |
| 2007 | 9.83% | -4.91% |
| 2006 | 11.52% | 16.4% |
| 2005 | 16.94% | 19.68% |
| 2004 | - | - |
Statistics
| 3 years | Inception | |
|---|---|---|
| Correlation | 0.83 | 0.87 |
| Beta | 0.69 | 0.7 |
| Alpha | 1.45% | -2.38% |
| Volatility | 14.25% | 16.41% |
| Tracking | 9.46% | 10.23% |
| Sharpe Ratio | 0.05 | -0.28 |
| Info. Ratio | 0.16 | -0.2 |
| Drawdown | -24.86% | -61.83% |
Characteristics
Classification
- Capitalisation
- Fund currency: Euro
- UCITS IV: Yes
- PEA Eligibility: Yes
Subscription / Redemption
- Order Frenquency: Weekly
- NAV Frequency: Weekly
- Centralisation: BNPP Securities Services
- Settlement date: D+3
Management fee
- Fixed management fee: 1.80%
- Outperformance fee:
25% above a 7% annualised net performance - Entry fee: 5% maximum
- Exit fee: 5% if the redemption request reaches the centralisator less than 30 calendar days before the redemption NAV
- Movement fee: n/a