Carmignac Portfolio Patrimoine SICAV ISIN LU0992628692 Mixed management
| RR1. | RR2. | RR3.* | RR4. | RR5. |
Recommended minimum investment horizon : 3 years
- NAV : 95.50 $
- D-1 : +0.13 %
- YTD : -0.05 %
- 12 Month : -1.46 %
Best Global Asset Allocation Fund
At a glance
Full view
Performance from 15/11/2013 to 15/06/2018
- Fund
- Reference Indicator
| Max value 13/04/2015 |
123.57 $ |
| Min. value 11/06/2018 |
93.92 $ |
Overview at 31/05/2018
| Cumulative Performance | Annualised performances | ||||||
|---|---|---|---|---|---|---|---|
| 3 Months | 6 mois | YTD | 1 Year | 2 years | 3 Years | Since inception | |
| Carmignac Portfolio Patrimoine Income E USD Hdg | -1.02 % | +0.21 % | -0.50 % | -1.39 % | +5.17 % | -4.92 % | +2.75 % |
| Reference Indicator | +3.13 % | +2.82 % | +2.63 % | +3.00 % | +10.50 % | +9.76 % | +7.55 % |
| Category Average | +0.34 % | -0.06 % | -0.32 % | +1.06 % | +7.60 % | +1.97 % | +3.71 % |
| Ranking (quartile) | 4 | 3 | 3 | 4 | 4 | 4 | 3 |
Performance by calendar year (as %)
- 2008
- 2009
- 2010
- 2011
- 2012
-
2013 (a)
- 0.80
- -1.54
-
2014
- 7.50
- 15.97
-
2015
- -0.39
- 8.35
-
2016
- 4.16
- 8.05
-
2017
- 1.09
- 1.47
- Fund
- Reference Indicator
(a) Since the first NAV
Statistical Data at 31/05/2018
| Volatility | ||
|---|---|---|
| Fund | Reference Indicator | |
| 1 Year | +5.41 | +6.52 |
| 3 Years | +6.35 | +6.84 |
| Ratios | |||
|---|---|---|---|
| Sharpe Ratio | Beta | Alpha | |
| 1 Year | -0.19 | 0.60 | -0.06 |
| 3 Years | -0.21 | 0.62 | -0.30 |
Value at risk at 31/05/2018
| Fund | Indicator * |
|---|---|
| 4.53 % | 4.54 % |
Contribution to Monthly Gross Performance at 31/05/2018
| Equity Portfolio | +1.56 % |
|---|---|
| Bond Portfolio | -0.99 % |
| Equity Derivatives | +0.24 % |
| Bond Derivatives | -0.24 % |
| Currency Derivatives | -1.46 % |
| Mutual Fund | -0.07 % |
| Total | -0.96 % |
Legal information
The information presented above is not contractually binding and does not constitute investment advice. Past performance is not a reliable indicator of future performance. Management fees are included in performances. Investors may lose some or all of their capital, as the capital in the UCI is not guaranteed. Access to the products and services presented herein may be restricted for some individuals or countries. Taxation depends on the situation of the individual. The risks, fees and recommended investment period for the UCI presented are detailed in the KIIDs (key investor information documents) and prospectuses available on this website. The KIID must be made available to the subscriber prior to purchase.
Although the equity markets continue to benefit from the improvement in economic activity, the risk of monetary policies being normalised requires significantly lower modified duration.