The analyzes and indicators presented in this space are neither a contractual element nor an investment advice. The risks, fees and recommended investment period for Modèle n°1 are described in KIID (Key Investor Information Document), KIID (Key Investor Information Documents) and the prospectus of the selected funds. They are available on the websites of management companies and authorized distributors. In the event of a wish to replicate the model portfolio Modèle n°1, the KIID / KIID of each fund must be given to you beforehand.
Ce portefeuille modèle est pour démonstration. Ce n'est ni un conseil ni une recommandation. Cette allocation est une proposition formulée par LE PARTICULIER dans son numéros de novembre 2017. Il s'agit d'un portefeuille construit avec l'aide de QUANTALYS pour le contrat d'Assurance Vie FORTUNEO VIE. Nous avons opéré un rebalancement de ce portefeuille en 2018 qui a dégagé quelques résultats consultables. Je vous laisse découvrir à quoi ressemble un portefeuille modèle dans Lili. Bonnes expériences.
Modèle n°1 to Monday, June 17, 2019
|20 %||5 Lyxor S&P 500 ETF C EUR
LU1135865084 - Actions Etats-Unis
|143.24€||169.07€||18.04 %||18.82 %||4.20 %|
|10 %||6 Magellan C
FR0000292278 - Actions Pays Emergents Monde
|25.88€||22.95€||-11.31 %||8.41 %||1.77 %|
|10 %||5 R Valor F EUR
FR0011261197 - Allocation Flexible Monde
|1,963.86€||1,933.18€||-1.56 %||16.95 %||2.44 %|
|10 %||6 Dorval Manageurs C
FR0010158048 - Actions France
|292.21€||266.28€||-8.87 %||14.89 %||3.38 %|
|10 %||5 Sycomore Sélection Responsable R
FR0011169341 - Actions Zone Euro
|416.58€||339.77€||-18.44 %||10.97 %||2.90 %|
|10 %||3 EdRF Income Europe A EUR
LU0992632538 - Allocation Flexible Prudent Europe
|125.00€||120.45€||-3.64 %||4.62 %||1.05 %|
|5 %||5 Quadrige Rendement C
FR0011640986 - Actions Europe Petites et Moyennes Capitalisations
|245.78€||174.78€||-28.89 %||13.19 %||3.75 %|
|5 %||6 Comgest Growth Japan EUR R Acc
IE00BD1DJ122 - Actions Japon
|9.10€||10.01€||10.02 %||11.72 %||0.10 %|
The market values and results of this portfolio were determined on Monday, June 17, 2019 to 10:30 PM on the basis of the latest quotations received and recorded.
On utilisera le terme Momentum pour qualifier les stratégies d'investissement et pour comprendre si les arbitrages opérés suivent ou non la tendance. Nous avons créé deux indicateurs qui indiquent si l'allocataire du portefeuille est plutôt Contrarian ou Trend follower
The first indicator analyzes market prices on each arbitrage. The greater the number of is displayed, the more the allocator is Contrarian (he invests in the opposite direction). On the other hand, the larger the number of is displayed, the more the manager is Momentum (he follows the trends).
The second indicator analyzes the average ratings issued by the main agencies on each investment. The higher the number of is displayed (between 1 and 5), the more the manager follows the recommendations of these agencies. Above 3 stars, he can be considered as Momentum.
Fees & Retrocessions
Fees & retrocessions
The admission fees are paid by the investor at the time of subscription. Exit rights at the time of redemption of the redeemed units. In recent years, ongoing charges cover management fees (management and management company fees), distribution expenses (returned to your advisor in the form of retrocessions), administrative expenses (account management) and possibly all movement and performance fees if these are stipulated and applied.
Here we display two pieces of information: the right of entry and current charges calculated from the information given by funds invested in this model portfolio. These costs change based on their net asset values and portfolio weights.
Admission fees affect the performance of your capital from day one. Current charges are included in the net asset values applied when valuing your portfolio. It is important to look carefully at these ongoing fees when comparing two funds to similar strategies.
After defining his strategic allocation (distribution of asset classes within the portfolio), the manager move to tactical allocation that can be assimilated a the daily management of his portfolio. This tactical allocation aims to generate additional value relative to the strategic asset allocation based on market and valuation developments. This is how the manager will overweight or underweight some asset classes in his portfolio.
To illustrate a tactical allocation, we use a stacked bar graph (the sum of the bars is constant and equal to 100%) the weight of the asset classes varying according to the market prices and the arbitrages operated by the allocator.
A portfolio is exposed to risks related to a geographic area. The exhibitions presented on this world map are deducted from the funds that are part of today's composition. These exposures obtained by transparency are obviously variable from one day to another and we strive to question as often as possible the best databases fed by the administrators of the invested funds.
Key Management Indicators
|STD||-4.67 %||-2.87 %||9.73 %||4||-16.10 %||-0.30||84.7820||101.0490|
|MTD||2.10 %||45.09 %||5.65 %||4||-0.28 %||7.98||93.2170||95.3290|
|YTD||10.07 %||21.87 %||8.09 %||4||-4.83 %||2.70||85.8460||97.9460|
|1W||0.60 %||31.03 %||3.66 %||3||-0.28 %||8.49||94.7650||95.3290|
|1M||0.08 %||0.99 %||8.85 %||4||-2.13 %||0.11||93.2170||95.3290|
|3M||0.95 %||3.83 %||8.49 %||4||-4.83 %||0.45||93.2170||97.9460|
|6M||8.88 %||17.82 %||9.11 %||4||-4.83 %||1.95||84.7820||97.9460|
|1Y||-3.02 %||-3.03 %||10.37 %||5||-13.75 %||-0.29||84.7820||98.2950|
Evolution of Results
The purpose of this (waterfall) is to view the evolution of net results of Modèle n°1 on the last twelve months, and its intermediate values month by month. Each bar displays the result for a given month, its color and length giving the meaning and intensity of results. The total over the period is then carried by the final bar.
The values indicated on the elements correspond to a starting capital of $10,000.00 .
Average outstanding amounts
Average outstanding amounts
These "camenbert" format charts show the portfolio's average outstandings over the selected period, outstanding amounts calculated using four uncorrelated axes. The main information is the exposure of the portfolio during this period, whether temporary or still effective to date. For example, if the class "French Shares" shows 8%, it is that 8% of the portfolio was invested on average in French stocks, all funds combined.
Each bubble in this chart represents an asset exposed in the portfolio during the selected period. The bubbles are distributed according to their performance and the risks measured during this period, their size giving their average outstanding amount in the portfolio. When it comes to color, it indicates the target level of risk of the instrument, considered constant regardless of the period. This graph makes it possible to check if the assets are in the expected sector.
Contribution to PnL
Contribution to results
The purpose of this chart is to quickly understand how results of the model breaks down according to selected criteria. Each row represents a pocket of the model. These pockets are constituted according to a hierarchy to be chosen among the 5 pre-configured hierarchies: asset class, management company, risk profile, rating and level of sustainability. Choose one from the associated menu and the chart will refresh dynamically to display the corresponding contributions.
The pockets (rows) of green color has a positive contribution, the pockets in red showing a negative contribution. The value of a contribution is the gain (or loss) realized over the current period for an initial amount of € 100 invested at the beginning of this period.
Select one or more pockets to apply a filter to all other charts on the page.
This heat map gives a simple and intuitive representation of the intensity and evolution of the risks taken by the portfolio. By its color, each cell gives for each calendar month the level of volatility of the funds belonging to the same pocket (by default, the asset class).
We use a heat map to show which pockets of the portfolio are the most volatile, and therefore the most risky. The more the color of a pocket is intensely orange, the greater the risk of capital.
Click on one or more pockets and you dynamically apply a filter on all the graphs on this page.
Map of results
This map provides a simple and intuitive representation of the evolution of the monthly profit and loss displayed by the portfolio. By its color, each cell gives for a given calendar month the level of results of a pocket (by default, the asset class).
We use a heat map to show which pockets of the most profitable portfolio. The more the color of a pocket is intensely green, the more this pocket makes a gain.
Click on one or more pockets and you dynamically apply a filter to all other charts on this page.
How does Modèle n°1 behave in terms of risk and performance when compared to the best funds in its category (Diversifié/Flexible) and targetting the same risk profile? The items in this table and the white bubbles in this chart represent the best marketed funds with a risk profile 5 identical to Modèle n°1 represented by the red bubble. The position of a bubble simultaneously indicates the level of performance and the level of risk (volatility) observed since the creation of the portfolio. The best performing funds right, the most volatile / risky funds at the top.
Show - on funds.
Selectionner une période de tracking pour lancer l'analyse
This service proposes to take the history of the portfolio by replacing the UCI acquired by their index equivalents (more commonly called tracker or ETF). This service is governed by the following rules:
- It only reviews fund transactions with an associated ETF;
- It preserves the ratio of cash invested when it is a subscription;
- It preserves the ratio of the stock sold when it is a redemption of units;
This service is not an investment advice. It only aims to compare the results of active management versus passive management when this is possible in certain pockets or the entire portfolio.
Apart from Modèle n°1, John Doe proposes other allocation models corresponding to other strategies and designed for different projects (horizon, level of risk ...)
Modèle ISR passif