Carmignac Portfolio Active Risk Allocation SICAV ISIN LU1299300803 Profiled management

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Recommended minimum investment horizon : 3 years

At 14/12/2017
Frédéric Leroux
Cross Asset
Pierre-Edouard Bonenfant
Multi-Strategy
  • NAV : 106.09 €
  • D-1 : 0.00 %
  • YTD : +3.05 %
  • 12 Month : +3.56 %

Actively managed fund, whose allocation mainly relies on Carmignac Portfolio’s sub-funds. The Fund’s objective is to deliver an annual performance above 5% over a recommended investment period of 3 years. The sub-fund has an ex-ante volatility target of less than 10%.  The asset allocation is done on a discretionary basis, but will use a set of quantitative tools to determine the right balance between the risk associated with each investment and the expected return. The use of derivative instruments, derivatives on equity indices, currencies and interest rates, forms an integral part of the management policy.

At a glance

Week from 01 to 08/12/2017
+0.36%
Fund
+0.09%
Indicator *
November 2017
-1.10%
Fund
+0.40%
Indicator *
Since 30/12/2016
+3.05%
Fund
0.00%
Indicator *

Full view

Performance from 19/11/2015 to 14/12/2017

...
Source : Carmignac
  • Fund
  • Reference Indicator
*-
Max value
06/11/2017
107.02 €
Min. value
04/05/2016
94.42 €

Overview at 30/11/2017

  Cumulative Performance
  1 Month
Carmignac Portfolio Active Risk Allocation A EUR Acc -1.10 %
Reference Indicator +0.40 %
Category Average -
Ranking (quartile) 3
Source: Morningstar for the category average and quartiles

Statistical Data at 30/11/2017

  Volatility
  Fund Reference Indicator
1 Year +4.46 -
  Ratios
  Sharpe Ratio Beta Alpha
1 Year 1.11 - -

Value at risk at 30/11/2017

Historical Value at Risk 99% 20d calculated over a two-year period
Fund
4.61 %

Contribution to Monthly Gross Performance at 30/11/2017

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 Derivatives -0.02 %
Currency Derivatives +0.01 %
Mutual Fund -0.97 %
Total -0.98 %

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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