Carmignac Portfolio Commodities SICAV ISIN LU0164455502 Equity management

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Recommended minimum investment horizon : 5 years

At 23/04/2018
Michael HULME
Sector Equities
  • NAV : 316.18 €
  • D-1 : +0.27 %
  • YTD : +2.43 %
  • 12 Month : +7.94 %

We continue to favour companies without excessive debt levels capable of generating attractive returns on free cash flow in the long term.

2nd rank in the category natural resources equity fund over 10 years.

€uro Fund Award 2015
Germany
January 2015
All awards

At a glance

Pro
Week from 13 to 20/04/2018
This content is reserved to PRO SPACE members
March 2018
-0.59%
Fund
-2.45%
Indicator *
Since 29/12/2017
+2.43%
Fund
+1.86%
Indicator *

Full view

Performance from 23/04/2008 to 23/04/2018

...
Source : Carmignac
  • Fund
  • Reference Indicator
*45% MSCI ACWI Oil and Gas NR (Eur), 5% MSCI ACWI Energy Equipment NR (Eur), 40% MSCI ACWI Metal and Mining NR (Eur), 5% MSCI ACWI Paper and Forest NR (Eur) et 5% MSCI ACWI Chemicals NR (Eur). Quarterly rebalanced.
The composition of the reference index changed on 01/07/2013: the MSCI ACWI Chemicals NR (USD) index replaces the MSCI AC World Food Products (USD) and performances are presented using the chaining method.
Max value
12/01/2011
429.15 €
Min. value
20/11/2008
147.33 €

Overview at 29/03/2018

  Cumulative Performance Annualised performances
  1 Month 3 Months 1 Year 3 Years 5 Years 10 Years 3 Years 5 Years 10 Years
Carmignac Portfolio Commodities A EUR Acc -0.59 % -5.01 % -1.94 % -5.06 % +3.90 % -13.35 % -1.72 % +0.77 % -1.42 %
Reference Indicator -2.45 % -5.34 % -1.19 % +3.74 % +8.18 % +5.90 % +1.23 % +1.58 % +0.58 %
Category Average -3.28 % -6.82 % -5.15 % -1.51 % -10.31 % -22.70 % -0.51 % -2.15 % -2.54 %
Ranking (quartile) 1 1 2 3 1 2 3 1 2
Source: Morningstar for the category average and quartiles

Performance by calendar year (as %)

  • 2008
    • -54.54
    • -45.40
  • 2009
    • 70.27
    • 47.00
  • 2010
    • 42.02
    • 21.87
  • 2011
    • -21.12
    • -13.25
  • 2012
    • -9.65
    • -0.36
  • 2013
    • -8.55
    • -1.96
  • 2014
    • 7.86
    • -2.23
  • 2015
    • -16.16
    • -19.66
  • 2016
    • 21.68
    • 41.68
  • 2017
    • 5.51
    • 5.15
  • Fund
  • Reference Indicator

Statistical Data at 29/03/2018

  Volatility
  Fund Reference Indicator
1 Year +14.49 +13.78
3 Years +15.16 +19.19
  Ratios
  Sharpe Ratio Beta Alpha
1 Year -0.08 0.97 -0.01
3 Years -0.06 0.71 -0.25

Value at risk at 29/03/2018

Historical Value at Risk 99% 20d calculated over a two-year period
Fund Indicator *
10.33 % 11.16 %

Contribution to Monthly Gross Performance at 29/03/2018

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 +0.27 %
Bond Portfolio -0.10 %
Equity Derivatives -0.68 %
Currency Derivatives +0.07 %
Total -0.44 %

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.

The Fund’s prospectus, KIIDs and annual reports are available at www.carmignac.ch, or through our representative and Paying Agent in Switzerland, CACEIS Bank, Paris, succursale de Nyon/Suisse, Route de Signy 35, CH-1260 Nyon.

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