Absolute Alpha Strategy
- NAV :
- 2 181.67 €
as of 05.15.2012, NAV Frequency : daily
Cyril Charlot,
Founding Partner
Investment strategy
- ISIN Code :
- FR0010354605
- Bloomberg Code :
- SYCSYCT FP Equity
- Fund positioning :
- Smid caps France
- AMF Classification :
- Diversified - Fund of funds
- Legal structure :
- French law FCP
- Inception date :
- 07.31.2006
- Benchmark :
- CAC All-Tradable
- 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 | -2.46% | -6.74% |
| 2012 | 5.12% | -1.96% |
| 1 year | -6.23% | -22.48% |
| 3 years | 34.09% | 2.44% |
| 5 years | -7.62% | -46.53% |
| Inception | 9.08% | -34.73% |
| Annualised | 1.51% | -7.10% |
Performance calendar
| Fund | Benchmark | |
|---|---|---|
| 2011 | -0.95% | -16.29% |
| 2010 | 15.28% | 0.41% |
| 2009 | 14.97% | 23.9% |
| 2008 | -31.87% | -43.09% |
| 2007 | 8% | 0.41% |
| 2006 | 7.42% | 11.89% |
| 2005 | - | - |
| 2004 | - | - |
Statistics
| 3 years | Inception | |
|---|---|---|
| Correlation | 0.83 | 0.8 |
| Beta | 0.36 | 0.39 |
| Alpha | 8.02% | 3.15% |
| Volatility | 10.6% | 11.21% |
| Tracking | 16.81% | 15.73% |
| Sharpe Ratio | 0.83 | -0.13 |
| Info. Ratio | 0.48 | 0.5 |
| Drawdown | -18.05% | -40.95% |
Characteristics
Classification
- Capitalisation
- Fund currency: Euro
- UCITS III: No
- PEA Eligibility: No
Subscription / Redemption
- Order Frenquency: Daily
- NAV Frequency: Daily
- Minimum investment subscription: 500 000€
- Centralisation: BNPP Securities Services
- Settlement date: D+3
Management fee
- Fixed management fee: 1%
- Outperformance fee:
25% above the Eonia +1% - Entry fee: 7% maximum
- Exit fee: n/a
- Movement fee: n/a