Active Alpha Strategy
- NAV :
- 204.70 €
as of 05.15.2012, NAV Frequency : daily
Frédéric Ponchon,
Senior Fund Manager
Investment strategy
Sycomore Twenty aims to outperform the Eurozone equity market on long period. The investment universe of the fund is constituted of the Continental Europe equities without any constraint or biaise of sector or market capitalisation. The fund manager is focusing on companies benefiting from a good visibility and long-term growth trends.
- ISIN Code :
- FR0010117085
- Bloomberg Code :
- SYCMTWI FP Equity
- Fund positioning :
- Growth & Visibility Euro
- AMF Classification :
- Eurozone Equities
- Legal structure :
- French law FCP
- Inception date :
- 06.24.2002
- 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 05.15.2012
Performance
| Fund | Benchmark | |
|---|---|---|
| May 2012 | -2.91% | -6.01% |
| 2012 | 4.06% | -0.86% |
| 1 year | -11.74% | -20.42% |
| 3 years | 18.30% | 9.21% |
| 5 years | -33.99% | -40.43% |
| Inception | 36.47% | 12.44% |
| Annualised | 3.19% | 1.19% |
Performance calendar
| Fund | Benchmark | |
|---|---|---|
| 2011 | -7.6% | -15.22% |
| 2010 | 4.33% | 2.69% |
| 2009 | 21.83% | 27.62% |
| 2008 | -39.63% | -44.61% |
| 2007 | -3.26% | 7.28% |
| 2006 | 19.49% | 23.02% |
| 2005 | 25.09% | 25.84% |
| 2004 | 13.44% | 12.31% |
| 2003 | 18.02% | 20.77% |
Statistics
| 3 years | Inception | |
|---|---|---|
| Correlation | 0.93 | 0.88 |
| Beta | 0.56 | 0.56 |
| Alpha | 2.59% | 1.77% |
| Volatility | 14.67% | 13.53% |
| Tracking | 11.91% | 11.23% |
| Sharpe Ratio | 0.33 | 0.05 |
| Info. Ratio | 0.16 | 0.14 |
| Drawdown | -21.06% | -55.7% |
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