Carmignac Portfolio Long-Short European Equities SICAV ISIN LU0992627454 Mixed management

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Recommended minimum investment horizon : 3 years

At 17/08/2018
Malte HEININGER
European Equities
  • NAV : 127.41 £
  • D-1 : -0.15 %
  • YTD : +2.84 %
  • 12 Month : +13.31 %

We remain cautious towards the current market environment. We thus favour a relatively low net equity exposure

UCITS Equity over $250m

European Hedge Fund Performance Award 2018
United Kingdom
April 2018
All awards

At a glance

Pro
Week from 10 to 17/08/2018
This content is reserved to PRO SPACE members
July 2018
-0.89%
Fund
+0.44%
Indicator *
Since 29/12/2017
+2.84%
Fund
-0.66%
Indicator *

Full view

Performance from 15/11/2013 to 17/08/2018

...
Source : Carmignac
  • Fund
  • Reference Indicator
*85% Eonia compounded + 15% Stoxx 600 (Reinvested net dividends). Quarterly rebalanced.
The composition of the reference index changed on 26/02/2018: the 85% Eonia capitalised + 15% Stoxx Europe 600 NR index replaces the 50% Euro Stoxx NR + 50% Eonia capitalised index and performances are presented using the chaining method.
Max value
25/07/2018
129.08 £
Min. value
12/02/2016
91.87 £

Overview at 31/07/2018

  Cumulative Performance Annualised performances
  1 Month 3 Months 1 Year 3 Years Since inception 3 Years Since inception
Carmignac Portfolio Long-Short European Equities F GBP Acc Hdg -0.89 % +0.85 % +13.11 % +19.62 % +27.05 % +6.15 % +5.22 %
Reference Indicator +0.44 % +0.28 % +0.68 % +1.39 % +13.32 % +0.46 % +2.69 %
Category Average - - - - - - -
Ranking (quartile) 4 2 1 1 2 1 2
Source: Morningstar for the category average and quartiles

Performance by calendar year (as %)

  • 2008
  • 2009
  • 2010
  • 2011
  • 2012
  • 2013 (a)
    • 0.12
    • 0.95
  • 2014
    • 2.90
    • 2.06
  • 2015
    • -7.25
    • 3.66
  • 2016
    • 10.56
    • 1.92
  • 2017
    • 17.28
    • 4.38
  • Fund
  • Reference Indicator

(a) Since the first NAV

Statistical Data at 31/07/2018

  Volatility
  Fund Reference Indicator
1 Year +5.25 -
3 Years +7.59 -
  Ratios
  Sharpe Ratio Beta Alpha
1 Year 2.57 - -
3 Years 0.85 - -

Value at risk at 31/07/2018

Historical Value at Risk 99% 20d calculated over a two-year period
Fund Indicator *
2.86 % 1.11 %

Contribution to Monthly Gross Performance at 31/07/2018

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 +0.54 %
Bond Portfolio 0.00 %
Equity Derivatives -1.44 %
Bond Derivatives +0.02 %
Currency Derivatives -0.01 %
Mutual Fund -0.03 %
Total -0.92 %

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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