Strategies

Sustainable Equities

SFS - Sycomore Sélection Responsable

Cyril Charlot

Cyril Charlot

Founding Partner & Co-Head of Portfolio Management
Bertille Knuckey

Bertille Knuckey

Head of Sustainable & Responsible Investment & Portfolio Manager
Arnaud d’Aligny

Arnaud d’Aligny

Portfolio Manager
Alban Préaubert

Alban Préaubert

ESG Analyst & Portfolio Manager

Sycomore Sélection Responsable aims to deliver long-term returns in excess of those of the Euro Stoxx TR index by selecting quality companies that create sustainable value for all their stakeholders and present a discount to their intrinsic valuation. This conviction-based portfolio, unconstrained with respect to style, sector, country or market capitalization, is built on an in-depth fundamental analysis of companies, in particular on extra-financial issues (ESG), allowing a better assessment of risks and the identification of the most attractive long-term opportunities.

SFS - Sycomore Sélection Responsable IC

115.42 €
24.04.2018
  • ISIN Code LU1440642087
  • BLOOMBERG TICKER SYSEREI FP Equity
  • RANGE POSITIONING SRI Eurozone Equities
  • LEGAL STRUCTURE Sub-fund of Sycomore Fund Sicav
  • INCEPTION 2016-09-08
  • BENCHMARK EURO STOXX TR
  • INVESTMENT HORIZON 5 years

Risk level

Lower risk can mean lower potential returnsLow1234567HighHigher risk can mean higher potential returns
The synthetic risk and reward indicator (SRRI) - definitionClose the The synthetic risk and reward indicator (SRRI) - definition

The synthetic risk and reward indicator (SRRI) - definition

The synthetic risk and reward indicator (SRRI) is calculated in compliance with the regulatory requirements applicable to mutual funds that meet the European UCITS IV standards. The synthetic risk and reward indicator is based on the volatility of the fund’s historical weekly performances. It provides an indication on the volatility of historical returns and a general insight into the mutual fund’s risk profile. Grade 1 corresponds to the lowest risk and Grade 7 to the highest. Note however that the lowest risk category (1) does not mean the fund is risk-free. The risk category that is awarded to a fund offers no guarantees and may change over time.

PUBLICATIONS FOR DOWNLOAD

    FUND TRACK RECORD

    TR: Total Return
    NR: Dividends reinvested
    Past performance does not guarantee future returns

    Data as of

    24.04.2018
    Performances
     FundIndex
    April 20182.95%4.14%
    2018-2.31%1.27%
    1 year2.84%3.95%
    Inception15.42%20.68%
    Annualised9.23%12.27%
    Statistics
     3 yearsInception
    Correlation0.950.95
    Beta0.70.77
    Alpha7.2%5.1%
    Volatility0.140.16
    Vol. bench.0.180.19
    Tracking Error7%6.5%
    Sharpe Ratio1.040.73
    Info. Ratio0.790.61
    Max Drawdown-13.2%-24.2%
    Drawdown bench.-0.26-0.31
    Calendar year returns
     FundIndex
    20167.77%4.15%
    201519.71%10.33%
    20145.04%4.14%
    201323.8%23.74%
    201223.09%19.34%

    Characteristics

    Classification

    • Capitalisation
    • Fund currency: Euro
    • UCITS V: Yes
    • PEA Eligibility: Yes

    Subscriptions / Redemptions

    • Trades: Daily
    • NAV frequency: Daily
    • Centralising agent: BNPP Securities Services
    • Settlement: T+2

    Management fees

    • Fixed fees: 1%
    • Performance fees:
      20% above benchmark
    • Subscription fees: 7% maximum
    • Redemption fees: nil

    SFS - Sycomore Sélection Responsable ID

    115.42 €
    24.04.2018
    • ISIN Code LU1440644372
    • BLOOMBERG TICKER SYSERED FP Equity
    • RANGE POSITIONING SRI Eurozone Equities
    • LEGAL STRUCTURE Sub-fund of Sycomore Fund Sicav
    • INCEPTION 2016-09-08
    • BENCHMARK EURO STOXX TR
    • INVESTMENT HORIZON 5 years

    Risk level

    Lower risk can mean lower potential returnsLow1234567HighHigher risk can mean higher potential returns
    The synthetic risk and reward indicator (SRRI) - definitionClose the The synthetic risk and reward indicator (SRRI) - definition

    The synthetic risk and reward indicator (SRRI) - definition

    The synthetic risk and reward indicator (SRRI) is calculated in compliance with the regulatory requirements applicable to mutual funds that meet the European UCITS IV standards. The synthetic risk and reward indicator is based on the volatility of the fund’s historical weekly performances. It provides an indication on the volatility of historical returns and a general insight into the mutual fund’s risk profile. Grade 1 corresponds to the lowest risk and Grade 7 to the highest. Note however that the lowest risk category (1) does not mean the fund is risk-free. The risk category that is awarded to a fund offers no guarantees and may change over time.

    PUBLICATIONS FOR DOWNLOAD

      FUND TRACK RECORD

      TR: Total Return
      NR: Dividends reinvested
      Past performance does not guarantee future returns

      Data as of

      24.04.2018
      Performances
       FundIndex
      April 20182.95%4.14%
      2018-2.31%1.27%
      1 year2.84%3.95%
      Inception15.42%20.68%
      Annualised9.23%12.27%
      Statistics
       3 yearsInception
      Correlation-0.91
      Beta-0.7
      Alpha--10.8%
      Volatility-0.1
      Vol. bench.-0.13
      Tracking Error-5.8%
      Sharpe Ratio--1.34
      Info. Ratio--1.4
      Max Drawdown--5.6%
      Drawdown bench.--0.04
      Calendar year returns
       FundIndex
      20165.15%4.15%
      201521.02%10.33%
      20145.04%4.14%
      201323.8%23.74%
      201223.09%19.34%

      Characteristics

      Classification

      • Distribution
      • Fund currency: Euro
      • UCITS V: Yes
      • PEA Eligibility: Yes

      Subscriptions / Redemptions

      • Trades: Daily
      • NAV frequency: Daily
      • Centralising agent: BNPP Securities Services
      • Settlement: T+2

      Management fees

      • Fixed fees: 1%
      • Performance fees:
        20% above benchmark
      • Subscription fees: 7% maximum
      • Redemption fees: nil

      SFS - Sycomore Sélection Responsable RC

      113.70 €
      24.04.2018
      • ISIN Code LU1440644455
      • BLOOMBERG TICKER SYSEREA FP Equity
      • RANGE POSITIONING SRI Eurozone Equities
      • LEGAL STRUCTURE Sub-fund of Sycomore Fund Sicav
      • INCEPTION 2016-09-08
      • BENCHMARK EURO STOXX TR
      • INVESTMENT HORIZON 5 years

      Risk level

      Lower risk can mean lower potential returnsLow1234567HighHigher risk can mean higher potential returns
      The synthetic risk and reward indicator (SRRI) - definitionClose the The synthetic risk and reward indicator (SRRI) - definition

      The synthetic risk and reward indicator (SRRI) - definition

      The synthetic risk and reward indicator (SRRI) is calculated in compliance with the regulatory requirements applicable to mutual funds that meet the European UCITS IV standards. The synthetic risk and reward indicator is based on the volatility of the fund’s historical weekly performances. It provides an indication on the volatility of historical returns and a general insight into the mutual fund’s risk profile. Grade 1 corresponds to the lowest risk and Grade 7 to the highest. Note however that the lowest risk category (1) does not mean the fund is risk-free. The risk category that is awarded to a fund offers no guarantees and may change over time.

      PUBLICATIONS FOR DOWNLOAD

        FUND TRACK RECORD

        TR: Total Return
        NR: Dividends reinvested
        Past performance does not guarantee future returns

        Data as of

        24.04.2018
        Performances
         FundIndex
        April 20182.88%4.14%
        2018-2.62%1.27%
        1 year1.82%3.95%
        Inception13.70%20.68%
        Annualised8.22%12.27%
        Statistics
         3 yearsInception
        Correlation-0.91
        Beta-0.7
        Alpha--11.3%
        Volatility-0.1
        Vol. bench.-0.13
        Tracking Error-5.7%
        Sharpe Ratio--1.38
        Info. Ratio--1.48
        Max Drawdown--5.6%
        Drawdown bench.--0.04
        Calendar year returns
         FundIndex
        20166.35%4.15%
        201518.89%10.33%
        20144.07%4.14%
        201323.18%23.74%
        201222.02%19.34%

        Characteristics

        Classification

        • Capitalisation
        • Fund currency: Euro
        • UCITS V: Yes
        • PEA Eligibility: Yes

        Subscriptions / Redemptions

        • Trades: Daily
        • NAV frequency: Daily
        • Centralising agent: BNPP Securities Services
        • Settlement: T+2

        Management fees

        • Fixed fees: 2%
        • Performance fees:
          20% above benchmark
        • Subscription fees: 3% maximum
        • Redemption fees: nil

        SFS - Sycomore Sélection Responsable RD

        113.70 €
        24.04.2018
        • ISIN Code LU1440644612
        • BLOOMBERG TICKER SYSERER FP Equity
        • RANGE POSITIONING SRI Eurozone Equities
        • LEGAL STRUCTURE Sub-fund of Sycomore Fund Sicav
        • INCEPTION 2016-09-08
        • BENCHMARK EURO STOXX TR
        • INVESTMENT HORIZON 5 years

        Risk level

        Lower risk can mean lower potential returnsLow1234567HighHigher risk can mean higher potential returns
        The synthetic risk and reward indicator (SRRI) - definitionClose the The synthetic risk and reward indicator (SRRI) - definition

        The synthetic risk and reward indicator (SRRI) - definition

        The synthetic risk and reward indicator (SRRI) is calculated in compliance with the regulatory requirements applicable to mutual funds that meet the European UCITS IV standards. The synthetic risk and reward indicator is based on the volatility of the fund’s historical weekly performances. It provides an indication on the volatility of historical returns and a general insight into the mutual fund’s risk profile. Grade 1 corresponds to the lowest risk and Grade 7 to the highest. Note however that the lowest risk category (1) does not mean the fund is risk-free. The risk category that is awarded to a fund offers no guarantees and may change over time.

        PUBLICATIONS FOR DOWNLOAD

          FUND TRACK RECORD

          TR: Total Return
          NR: Dividends reinvested
          Past performance does not guarantee future returns

          Data as of

          24.04.2018
          Performances
           FundIndex
          April 20182.88%4.14%
          2018-2.62%1.27%
          1 year1.82%3.95%
          Inception13.70%20.68%
          Annualised8.22%12.27%
          Statistics
           3 yearsInception
          Correlation0.950.95
          Beta0.710.77
          Alpha6.2%4.3%
          Volatility0.140.16
          Vol. bench.0.180.19
          Tracking Error6.9%6.6%
          Sharpe Ratio0.960.66
          Info. Ratio0.650.47
          Max Drawdown-13.9%-23.8%
          Drawdown bench.-0.26-0.31
          Calendar year returns
           FundIndex
          20166.35%4.15%
          201518.89%10.33%
          20144.07%4.14%
          201323.18%23.74%
          201222.02%19.34%

          Characteristics

          Classification

          • Capitalisation
          • Fund currency: Euro
          • UCITS V: Yes
          • PEA Eligibility: Yes

          Subscriptions / Redemptions

          • Trades: Daily
          • NAV frequency: Daily
          • Centralising agent: BNPP Securities Services
          • Settlement: T+2

          Management fees

          • Fixed fees: 2%
          • Performance fees:
            20% above benchmark
          • Subscription fees: 3% maximum
          • Redemption fees: nil