Active Alpha Strategy
- NAV :
- 149.56 €
as of 05.11.2012, 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 05.11.2012
Performance
| Fund | Benchmark | |
|---|---|---|
| May 2012 | -0.99% | -2.90% |
| 2012 | 3.89% | 4.72% |
| 1 year | -17.21% | -26.37% |
| 3 years | 14.76% | 25.52% |
| 5 years | -48.33% | -41.99% |
| Inception | -25.22% | -8.25% |
| Annualised | -3.94% | -1.18% |
Performance calendar
| Fund | Benchmark | |
|---|---|---|
| 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 | 0.81 | 0.87 |
| Beta | 0.63 | 0.7 |
| Alpha | -3.56% | -3.52% |
| Volatility | 15.78% | 16.92% |
| Tracking | 12.01% | 10.37% |
| Sharpe Ratio | 0.23 | -0.4 |
| Info. Ratio | -0.73 | -0.27 |
| Drawdown | -24.86% | -61.83% |
Characteristics
Classification
- Capitalisation
- Fund currency: Euro
- UCITS III: 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