| Carmignac Portfolio Climate Transition E EUR Acc | -2.3 % | -4.0 % | -5.3 % | -2.6 % | -5.0 % | +16.6 % | -10.2 % |
| Reference Indicator | +2.3 % | -0.6 % | +1.9 % | +19.7 % | +40.4 % | +81.6 % | +72.5 % |
| Category Average | +1.0 % | -1.8 % | -1.8 % | +6.3 % | +7.2 % | +47.8 % | +85.6 % |
| Ranking (quartile) | 4 | 4 | 4 | 4 | 4 | 4 | 4 |
These measures are used to assess a Fund's risk-adjusted performance. A well-performing Fund should ideally have a solid return (measured by the Sharpe ratio and alpha) relative to its risk (measured by volatility), while being well aligned with market expectations (measured by beta relative to the reference indicator).
| Fund | +14.8 % | +21.0 % | +19.4 % |
| Reference Indicator | +13.1 % | +18.2 % | +19.2 % |
Calculation : Weekly basis
| Sharpe Ratio | -0.3 % | +0.1 % | -0.1 % |
| Beta | +1.0 % | +1.0 % | +0.9 % |
| Alpha | -0.2 % | -0.2 % | -0.1 % |
Calculation : Weekly basis
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.
The unfavourable scenario occurred for an investment between 03/2015 and 03/2020.
The moderate scenario occurred for an investment between 06/2017 and 06/2022.
The favourable scenario occurred for an investment between 01/2016 and 01/2021.