Carmignac Portfolio Patrimoine SICAV ISIN LU0992628692 Diversified management

RR1.RR2.RR3.*RR4.RR5.

Recommended minimum investment horizon : 3 years

At 20/01/2017
Edouard Carmignac
International Equities
Rose Ouahba
International Bonds
  • NAV : 102.23 $
  • D-1 : +0.11 %
  • YTD : +0.72 %
  • 12 Month : +4.97 %

While we are seizing opportunities provided by increases in volatility spikes, in credit, EM debt and equities, a tight risk management remains key, above all on the most vulnerable markets segments.

3 gold medals for Edouard Carmignac
Sauren Award 2011
Germany
October 2011

At a glance

Week from 13 to 20/01/2017
+0.01%
Fund
-0.76%
Indicator *
December 2016
+1.41%
Fund
+1.37%
Indicator *
Since 30/12/2016
+0.72%
Fund
-0.19%
Indicator *

Full view

Performance from 15/11/2013 to 20/01/2017

...
Source : Carmignac
  • Fund
  • Reference Indicator
*50% MSCI ACWI (EUR) (Reinvested net dividends) + 50% Citigroup WGBI All Maturities (EUR). Quarterly rebalanced.
Max value
13/04/2015
123.57 $
Min. value
14/03/2014
97.15 $

Overview at 30/12/2016

  Cumulative Performance Annualised performances
  3 Months 6 mois YTD 1 Year 2 years 3 Years Since inception
Carmignac Portfolio Patrimoine Income E USD Hdg +2.04 % +3.32 % +4.16 % +4.16 % +3.76 % +11.54 % +3.82 %
Reference Indicator +2.64 % +4.30 % +8.05 % +8.05 % +17.08 % +35.77 % +9.73 %
Category Average +1.75 % +4.13 % +2.83 % +2.83 % +5.33 % +12.32 % +4.07 %
Ranking (quartile) 2 3 2 2 2 2 2
Source: Morningstar for the category average and quartiles

Performance by calendar year (as %)

  • 2012
  • 2013 (a)
    • 0.80
    • -1.54
  • 2014
    • 7.50
    • 15.97
  • 2015
    • -0.39
    • 8.35
  • 2016
    • 4.16
    • 8.05
  • Fund
  • Reference Indicator

(a) Since the first NAV

Statistical Data at 30/12/2016

  Volatility
  Fund Reference Indicator
1 Year +6.36 +8.67
3 Years +7.70 +7.61
  Ratios
  Sharpe Ratio Beta Alpha
1 Year 0.74 0.50 0.02
3 Years 0.52 0.90 -0.47

Value at risk at 30/12/2016

Historical Value at Risk 99% 20d calculated over a two-year period
Fund Indicator *
10.48 % 7.19 %

Contribution to Monthly Gross Performance at 30/12/2016

The contribution to performance demonstrates the different sources of returns. The sum of these elements is equal to the performance before the deduction of management fees applicable to the portfolio for the period in question. Fees payable for the period account for the difference between the gross performance and the net performance.
Equity Portfolio +0.72 %
Bond Portfolio +0.79 %
Equity Derivatives +0.38 %
Bond Derivatives -0.23 %
Currency Derivatives -0.31 %
Total +1.35 %

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.

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