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Project_Carmignac/Clustering_Fund_Family_V6 (1).ipynb

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{
"cells": [
{
"cell_type": "markdown",
"id": "13c6141d",
"metadata": {},
"source": [
"# Behavioral Clustering of Carmignac Investors\n",
"## FUND LEVEL \n"
]
},
{
"cell_type": "markdown",
"id": "28e588fe",
"metadata": {},
"source": [
"---\n",
"## 1. Imports \n"
]
},
{
"cell_type": "code",
"execution_count": 1,
"id": "3bc1ffe0",
"metadata": {},
"outputs": [],
"source": [
"import os\n",
"import re\n",
"import s3fs\n",
"import warnings\n",
"warnings.filterwarnings(\"ignore\")\n",
"\n",
"import numpy as np\n",
"import pandas as pd\n",
"import matplotlib.pyplot as plt\n",
"import seaborn as sns\n",
"\n",
"from sklearn.preprocessing import RobustScaler\n",
"from sklearn.cluster import KMeans\n",
"from sklearn.metrics import silhouette_score, davies_bouldin_score\n",
"\n",
"sns.set_style(\"whitegrid\")\n",
"pd.set_option(\"display.max_columns\", 200)\n",
"pd.set_option(\"display.max_rows\", 200)\n",
"\n",
"EPS = 1e-9\n",
"RANDOM_STATE = 42"
]
},
{
"cell_type": "code",
"execution_count": 2,
"id": "69d2dc25",
"metadata": {},
"outputs": [],
"source": [
"# Column names\n",
"ID_COL = \"Registrar Account - ID\"\n",
"ISIN_COL = \"Product - Isin\"\n",
"FUND_COL = \"Product - Fund\"\n",
"ASSET_COL = \"Product - Asset Type\"\n",
"FLOW_DATE_COL = \"Centralisation Date\"\n",
"AUM_DATE_COL = \"Centralisation Date\"\n",
"FLOW_QTY_COL = \"Quantity - NetFlows\"\n",
"FLOW_SUB_COL = \"Quantity - Subscription\"\n",
"FLOW_RED_COL = \"Quantity - Redemption\"\n",
"AUM_QTY_COL = \"Quantity - AUM\"\n",
"AUM_VAL_COL = \"Value - AUM €\"\n",
"REGION_COL = \"Registrar Account - Region\"\n",
"COUNTRY_COL = \"RegistrarAccount - Country\"\n",
"NAV_DATE_COL = \"Dat\"\n",
"NAV_ISIN_COL = \"Isin\"\n",
"NAV_PRICE_COL = \"Price (TF PartPrice)\"\n",
"NAV_BENCH_COL = \"PriceBench\"\n",
"RATE_DATE_COL = \"Date\"\n",
"RATE_VAL_COL = \"Yld to Maturity\""
]
},
{
"cell_type": "code",
"execution_count": 3,
"id": "bf5b7a0a",
"metadata": {},
"outputs": [],
"source": [
"# SHARED UTILITIES\n",
"def robust_zscore(s):\n",
" med = np.nanmedian(s)\n",
" mad = np.nanmedian(np.abs(s - med))\n",
" if mad == 0 or np.isnan(mad):\n",
" return np.zeros(len(s))\n",
" return (s - med) / (1.4826 * mad)\n",
"\n",
"def plot_heatmap(dfc, profile_vars, cluster_col, title, figsize=(16, 4)):\n",
" \"\"\"Cluster signature heatmap using robust z-scores, capped at ±3 for readability.\"\"\"\n",
" dfc_viz = dfc[profile_vars + [cluster_col]].copy()\n",
" for col in profile_vars:\n",
" vals = pd.to_numeric(dfc_viz[col], errors=\"coerce\").to_numpy(dtype=float)\n",
" lo = np.nanpercentile(vals, 2)\n",
" hi = np.nanpercentile(vals, 98)\n",
" dfc_viz[col] = np.clip(vals, lo, hi)\n",
" prof = dfc_viz.groupby(cluster_col)[profile_vars].median()\n",
" prof_z = prof.apply(lambda col: robust_zscore(col.values), axis=0)\n",
" prof_z = prof_z.clip(-3, 3) # cap for readability\n",
" plt.figure(figsize=figsize)\n",
" sns.heatmap(prof_z, cmap=\"RdBu_r\", center=0, annot=True, fmt=\".2f\",\n",
" xticklabels=profile_vars,\n",
" yticklabels=[f\"Cluster {i}\" for i in range(len(prof))])\n",
" plt.title(title)\n",
" plt.xticks(rotation=45, ha=\"right\")\n",
" plt.tight_layout()\n",
" plt.show()\n",
" return prof\n",
"\n",
"def winsorize_mad(series, n_sigma=3):\n",
" \"\"\"Winsorize using MAD n-sigma rule. Falls back to p95 clip when MAD~0.\"\"\"\n",
" vals = pd.to_numeric(series, errors=\"coerce\").to_numpy(dtype=float)\n",
" med = np.nanmedian(vals)\n",
" mad = np.nanmedian(np.abs(vals - med)) * 1.4826\n",
" if mad > 0:\n",
" return np.clip(vals, med - n_sigma * mad, med + n_sigma * mad)\n",
" else:\n",
" return np.clip(vals, 0, np.nanpercentile(vals, 95))\n",
"\n",
"def add_months_since_last_tx(dfc, df_month, id_col, suffix=\"\"):\n",
" \"\"\"Adds months_since_last_tx[suffix] to dfc.\"\"\"\n",
" col_name = f\"months_since_last_tx{suffix}\"\n",
" reference_date = df_month[\"month\"].max()\n",
" last_active = (\n",
" df_month[df_month[\"active_month\"] == 1]\n",
" .groupby(id_col)[\"month\"]\n",
" .max()\n",
" .reset_index(name=\"last_active_month\")\n",
" )\n",
" last_active[col_name] = (\n",
" (reference_date.to_period(\"M\") -\n",
" last_active[\"last_active_month\"].dt.to_period(\"M\"))\n",
" .apply(lambda x: x.n)\n",
" )\n",
" dfc = dfc.merge(last_active[[id_col, col_name]], on=id_col, how=\"left\")\n",
" max_months = dfc[col_name].max()\n",
" dfc[col_name] = dfc[col_name].fillna(max_months + 1)\n",
" return dfc\n",
"\n",
"\n",
"def add_months_since_last_tx_by_group(df, id_cols, active_col=\"active_month\", month_col=\"month\", suffix=\"\"):\n",
" col_name = f\"months_since_last_tx{suffix}\"\n",
" reference_date = df[month_col].max()\n",
"\n",
" last_active = (\n",
" df[df[active_col] == 1]\n",
" .groupby(id_cols)[month_col]\n",
" .max()\n",
" .reset_index(name=\"last_active_month\")\n",
" )\n",
"\n",
" last_active[col_name] = (\n",
" (reference_date.to_period(\"M\") - last_active[\"last_active_month\"].dt.to_period(\"M\"))\n",
" .apply(lambda x: x.n)\n",
" )\n",
"\n",
" return last_active[[*id_cols, col_name]]"
]
},
{
"cell_type": "markdown",
"id": "312153e6",
"metadata": {},
"source": [
"---\n",
"## 2. Data Loading\n",
"\n",
"Three data sources are used:\n",
"- **AUM** (repaired): monthly share quantities per account and ISIN\n",
"- **Flows**: daily net transactions, aggregated to monthly\n",
"- **NAV / Rates**: fund performance and interest rate data for enrichment\n"
]
},
{
"cell_type": "code",
"execution_count": 5,
"id": "011958df",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"flows: (2514419, 25)\n",
"aum: (4824814, 19)\n",
"nav: (623914, 6)\n"
]
}
],
"source": [
"PATH_FLOWS = \"s3://projet-bdc-data/carmignac/Flows ENSAE V2 -20251105.csv\"\n",
"PATH_NAV = \"s3://projet-bdc-data/carmignac/Data Modélisation/Nav/NAV_Bench_data.csv\"\n",
"PATH_RATES = \"s3://projet-bdc-data/carmignac/Data Modélisation/market data/esterRates.csv\"\n",
"\n",
"df_flows = pd.read_csv(PATH_FLOWS, sep=\";\")\n",
"df_nav = pd.read_csv(PATH_NAV, sep=\";\")\n",
"df_rates = pd.read_csv(PATH_RATES, sep=\";\")\n",
"df_aum = pd.read_csv(\"s3://projet-bdc-carmignac-g3/paco/AUM_repaired.csv\", low_memory=False) #all)\n",
"\n",
"\n",
"# Date parsing\n",
"for df, col in [\n",
" (df_flows, FLOW_DATE_COL), (df_aum, AUM_DATE_COL),\n",
" (df_nav, NAV_DATE_COL), (df_rates, RATE_DATE_COL)\n",
"]:\n",
" df[col] = pd.to_datetime(df[col], errors=\"coerce\")\n",
" df[\"month\"] = df[col].dt.to_period(\"M\").dt.to_timestamp()\n",
"\n",
"for col in [FLOW_QTY_COL, FLOW_SUB_COL, FLOW_RED_COL]:\n",
" df_flows[col] = pd.to_numeric(df_flows[col], errors=\"coerce\")\n",
"for col in [AUM_QTY_COL, AUM_VAL_COL]:\n",
" df_aum[col] = pd.to_numeric(df_aum[col], errors=\"coerce\")\n",
"for col in [NAV_PRICE_COL, NAV_BENCH_COL]:\n",
" df_nav[col] = pd.to_numeric(df_nav[col], errors=\"coerce\")\n",
"df_rates[RATE_VAL_COL] = pd.to_numeric(df_rates[RATE_VAL_COL], errors=\"coerce\")\n",
"\n",
"for df in [df_flows, df_aum]:\n",
" df[ISIN_COL] = df[ISIN_COL].astype(str).str.strip()\n",
"df_nav[NAV_ISIN_COL] = df_nav[NAV_ISIN_COL].astype(str).str.strip()\n",
"\n",
"# Remove technical accounts (not investable)\n",
"df_flows = df_flows[~df_flows[ID_COL].isin(\n",
" [\"Off Distribution\", \"Private Clients\", \"Private Client\"]\n",
")]\n",
"df_aum = df_aum[~df_aum[ID_COL].isin(\n",
" [\"Off Distribution\", \"Private Clients\", \"Private Client\"]\n",
")]\n",
"\n",
"print(\"flows:\", df_flows.shape)\n",
"print(\"aum: \", df_aum.shape)\n",
"print(\"nav: \", df_nav.shape)"
]
},
{
"cell_type": "code",
"execution_count": 6,
"id": "cadf5a78-53f3-4157-878f-edc615ef1964",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"Index(['Agreement - Code', 'Company - Id', 'Company - Ultimate Parent Id',\n",
" 'Registrar Account - ID', 'Registrar Account - Region',\n",
" 'RegistrarAccount - Country', 'Product - Asset Type',\n",
" 'Product - Strategy', 'Product - Legal Status', 'Product - Is Dedie ?',\n",
" 'Product - Fund', 'Product - Shareclass Type',\n",
" 'Product - Shareclass Currency', 'Product - Isin',\n",
" 'Centralisation Date', 'Quantity - Subscription',\n",
" 'Quantity - Redemption', 'Quantity - NetFlows',\n",
" 'Value Ccy - Subscription', 'Value Ccy - Redemption',\n",
" 'Value Ccy - NetFlows', 'Value € - Subscription',\n",
" 'Value € - Redemption', 'Value € - NetFlows', 'month'],\n",
" dtype='object')"
]
},
"execution_count": 6,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df_flows.columns"
]
},
{
"cell_type": "markdown",
"id": "acd89acb-a9c1-4488-a47e-db4ca76b9214",
"metadata": {},
"source": [
"## Fund Family Study - Fund ISIN and Name"
]
},
{
"cell_type": "code",
"execution_count": 7,
"id": "f5c6782a-d1bb-478a-b8d0-9343e1071722",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"65"
]
},
"execution_count": 7,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df_flows['Product - Fund'].nunique()"
]
},
{
"cell_type": "code",
"execution_count": 8,
"id": "9eeabef2-636b-42ec-aa5a-3b3d80c5b0bc",
"metadata": {
"scrolled": true
},
"outputs": [
{
"data": {
"text/plain": [
"array(['Carmignac Portfolio Investissement', 'Carmignac Patrimoine',\n",
" 'Carmignac Investissement',\n",
" 'Carmignac Portfolio Emerging Patrimoine',\n",
" 'Carmignac Investissement Latitude', 'Carmignac Multi Expertise',\n",
" 'Carmignac Portfolio Patrimoine Europe', 'Carmignac Credit 2027',\n",
" 'Carmignac Emergents', 'Carmignac Portfolio Climate Transition',\n",
" 'Carmignac Profil Réactif 100', 'Carmignac Absolute Return Europe',\n",
" 'Carmignac Euro-Entrepreneurs', 'Carmignac Court Terme',\n",
" 'Carmignac Portfolio Asia Discovery',\n",
" 'Carmignac Portfolio Grande Europe', 'Carmignac Sécurité',\n",
" 'Carmignac Portfolio Global Bond', 'Carmignac Portfolio Credit',\n",
" 'Carmignac Portfolio Flexible Bond', 'Carmignac Profil Réactif 75',\n",
" 'Carmignac Portfolio EM Debt',\n",
" 'Carmignac Portfolio Euro-Entrepreneurs',\n",
" 'Carmignac Portfolio Grandchildren',\n",
" 'Carmignac Portfolio Investissement Latitude',\n",
" 'Carmignac Portfolio Patrimoine', 'Carmignac Portfolio Sécurité',\n",
" 'Carmignac Portfolio Long-Short European Equities',\n",
" 'Carmignac Portfolio Emergents',\n",
" 'Carmignac Portfolio Long-Short Global Equities',\n",
" 'Carmignac Portfolio Inflation Solution', 'Carmignac Credit 2029',\n",
" 'Carmignac Credit 2031', 'Carmignac Portfolio China New Economy',\n",
" 'Carmignac Portfolio Capital Cube', 'Carmignac Credit 2025',\n",
" 'Carmignac Portfolio Tech Solutions',\n",
" 'Carmignac Epargne Actions Monde ISR',\n",
" 'Carmignac China New Economy', 'Carmignac Portfolio China',\n",
" 'Carmignac S.A. SICAV - PART II UCI Private Evergreen',\n",
" 'Carmignac Portfolio Family Governed',\n",
" 'Carmignac Alts ICAV Carmignac Credit Opportunities',\n",
" 'Carmignac Portfolio Human Xperience',\n",
" 'Carmignac Portfolio Merger Arbitrage Plus',\n",
" 'Carmignac Portfolio Absolute Return Europe',\n",
" 'FP Carmignac European Leaders',\n",
" 'FP Carmignac Global Equity Compounders',\n",
" 'FP Carmignac Emerging Markets', 'FP Carmignac Global Bond',\n",
" 'Carmignac Portfolio Flexible Allocation 2024',\n",
" 'Carmignac Portfolio Merger Arbitrage',\n",
" 'Carmignac Portfolio Active Risk Allocation',\n",
" 'Carmignac Alts ICAV European Long Short', 'Mapfre Carmignac F.P.',\n",
" 'FP Carmignac Emerging Patrimoine', 'FP Carmignac Patrimoine',\n",
" 'FP Carmignac Emerging Discovery',\n",
" 'Credit Suisse Carmignac Emerging Markets Multi-Asset Fund',\n",
" 'Fonditalia Carmignac Active Allocation',\n",
" 'Carmignac Global Active', 'Solys - Carmignac Equity Selection',\n",
" 'LUX IM - Carmignac Emerging Flexible Bond',\n",
" 'Carmignac Portfolio Evolution', 'UFF Grande Europe 0-100'],\n",
" dtype=object)"
]
},
"execution_count": 8,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df_flows['Product - Fund'].unique()"
]
},
{
"cell_type": "code",
"execution_count": 9,
"id": "3d3012ac-5389-4fe5-9d96-1bca5ffd8985",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"Index(['Agreement - Code', 'Company - Id', 'Company - Ultimate Parent Id',\n",
" 'Registrar Account - ID', 'Registrar Account - Region',\n",
" 'RegistrarAccount - Country', 'Product - Asset Type',\n",
" 'Product - Strategy', 'Product - Legal Status', 'Product - Is Dedie ?',\n",
" 'Product - Fund', 'Product - Shareclass Type',\n",
" 'Product - Shareclass Currency', 'Product - Isin',\n",
" 'Centralisation Date', 'Quantity - AUM', 'Value - AUM CCY',\n",
" 'Value - AUM €', 'month'],\n",
" dtype='object')"
]
},
"execution_count": 9,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df_aum.columns"
]
},
{
"cell_type": "code",
"execution_count": 10,
"id": "c505c481-3607-4589-afeb-9b6a58b8ecbc",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"69"
]
},
"execution_count": 10,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df_aum['Product - Fund'].nunique()"
]
},
{
"cell_type": "code",
"execution_count": 11,
"id": "9e26280c-5e6f-40af-b86e-34f4440a024d",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"387"
]
},
"execution_count": 11,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df_aum['Product - Isin'].nunique()"
]
},
{
"cell_type": "code",
"execution_count": 12,
"id": "102e14d0-f90a-445d-9d12-f6fff2729b0d",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"np.int64(0)"
]
},
"execution_count": 12,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df_aum['Product - Fund'].isna().sum() #pas de nan "
]
},
{
"cell_type": "code",
"execution_count": 13,
"id": "6f12be2c-e33e-4af6-b185-1b0a2794b9f5",
"metadata": {
"scrolled": true
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Nombre de couples uniques fund/isin : 387\n"
]
},
{
"data": {
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" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>Product - Isin</th>\n",
" <th>Product - Fund</th>\n",
" </tr>\n",
" </thead>\n",
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" <tr>\n",
" <th>0</th>\n",
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" <td>FR0014008207</td>\n",
" <td>Carmignac Credit 2027</td>\n",
" </tr>\n",
" <tr>\n",
" <th>26</th>\n",
" <td>FR0014008215</td>\n",
" <td>Carmignac Credit 2027</td>\n",
" </tr>\n",
" <tr>\n",
" <th>27</th>\n",
" <td>FR00140081Y1</td>\n",
" <td>Carmignac Credit 2027</td>\n",
" </tr>\n",
" <tr>\n",
" <th>28</th>\n",
" <td>FR001400M1O8</td>\n",
" <td>Carmignac Credit 2029</td>\n",
" </tr>\n",
" <tr>\n",
" <th>29</th>\n",
" <td>FR001400M1Q3</td>\n",
" <td>Carmignac Credit 2029</td>\n",
" </tr>\n",
" <tr>\n",
" <th>30</th>\n",
" <td>FR001400KAY8</td>\n",
" <td>Carmignac Credit 2029</td>\n",
" </tr>\n",
" <tr>\n",
" <th>31</th>\n",
" <td>FR001400KAX0</td>\n",
" <td>Carmignac Credit 2029</td>\n",
" </tr>\n",
" <tr>\n",
" <th>32</th>\n",
" <td>FR001400M1P5</td>\n",
" <td>Carmignac Credit 2029</td>\n",
" </tr>\n",
" <tr>\n",
" <th>33</th>\n",
" <td>FR001400KAW2</td>\n",
" <td>Carmignac Credit 2029</td>\n",
" </tr>\n",
" <tr>\n",
" <th>34</th>\n",
" <td>FR001400KAV4</td>\n",
" <td>Carmignac Credit 2029</td>\n",
" </tr>\n",
" <tr>\n",
" <th>35</th>\n",
" <td>FR001400M1N0</td>\n",
" <td>Carmignac Credit 2029</td>\n",
" </tr>\n",
" <tr>\n",
" <th>36</th>\n",
" <td>FR001400U4X3</td>\n",
" <td>Carmignac Credit 2031</td>\n",
" </tr>\n",
" <tr>\n",
" <th>37</th>\n",
" <td>FR001400U4Y1</td>\n",
" <td>Carmignac Credit 2031</td>\n",
" </tr>\n",
" <tr>\n",
" <th>38</th>\n",
" <td>FR001400U4Z8</td>\n",
" <td>Carmignac Credit 2031</td>\n",
" </tr>\n",
" <tr>\n",
" <th>39</th>\n",
" <td>FR001400U4V7</td>\n",
" <td>Carmignac Credit 2031</td>\n",
" </tr>\n",
" <tr>\n",
" <th>40</th>\n",
" <td>FR001400U4T1</td>\n",
" <td>Carmignac Credit 2031</td>\n",
" </tr>\n",
" <tr>\n",
" <th>41</th>\n",
" <td>FR001400U4S3</td>\n",
" <td>Carmignac Credit 2031</td>\n",
" </tr>\n",
" <tr>\n",
" <th>42</th>\n",
" <td>FR001400U4W5</td>\n",
" <td>Carmignac Credit 2031</td>\n",
" </tr>\n",
" <tr>\n",
" <th>43</th>\n",
" <td>FR001400U4U9</td>\n",
" <td>Carmignac Credit 2031</td>\n",
" </tr>\n",
" <tr>\n",
" <th>44</th>\n",
" <td>FR001400XCT7</td>\n",
" <td>Carmignac Credit 2031</td>\n",
" </tr>\n",
" <tr>\n",
" <th>45</th>\n",
" <td>FR0010956607</td>\n",
" <td>Carmignac Emergents</td>\n",
" </tr>\n",
" <tr>\n",
" <th>46</th>\n",
" <td>FR0011269372</td>\n",
" <td>Carmignac Emergents</td>\n",
" </tr>\n",
" <tr>\n",
" <th>47</th>\n",
" <td>FR0011269380</td>\n",
" <td>Carmignac Emergents</td>\n",
" </tr>\n",
" <tr>\n",
" <th>48</th>\n",
" <td>FR0011147446</td>\n",
" <td>Carmignac Emergents</td>\n",
" </tr>\n",
" <tr>\n",
" <th>49</th>\n",
" <td>FR0010149302</td>\n",
" <td>Carmignac Emergents</td>\n",
" </tr>\n",
" <tr>\n",
" <th>50</th>\n",
" <td>FR0011269349</td>\n",
" <td>Carmignac Emergents</td>\n",
" </tr>\n",
" <tr>\n",
" <th>51</th>\n",
" <td>FR0011269364</td>\n",
" <td>Carmignac Emergents</td>\n",
" </tr>\n",
" <tr>\n",
" <th>52</th>\n",
" <td>FR001400XC60</td>\n",
" <td>Carmignac Epargne Actions Monde ISR</td>\n",
" </tr>\n",
" <tr>\n",
" <th>53</th>\n",
" <td>FR0010149112</td>\n",
" <td>Carmignac Euro-Entrepreneurs</td>\n",
" </tr>\n",
" <tr>\n",
" <th>54</th>\n",
" <td>FR0014000AL1</td>\n",
" <td>Carmignac Euro-Entrepreneurs</td>\n",
" </tr>\n",
" <tr>\n",
" <th>55</th>\n",
" <td>FR0010149278</td>\n",
" <td>Carmignac Euro-Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>56</th>\n",
" <td>FR00140051L1</td>\n",
" <td>Carmignac Global Active</td>\n",
" </tr>\n",
" <tr>\n",
" <th>57</th>\n",
" <td>FR0010149096</td>\n",
" <td>Carmignac Innovation</td>\n",
" </tr>\n",
" <tr>\n",
" <th>58</th>\n",
" <td>FR0011269182</td>\n",
" <td>Carmignac Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>59</th>\n",
" <td>FR0011269554</td>\n",
" <td>Carmignac Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>60</th>\n",
" <td>FR0011269190</td>\n",
" <td>Carmignac Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>61</th>\n",
" <td>FR0010312660</td>\n",
" <td>Carmignac Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>62</th>\n",
" <td>FR0010956615</td>\n",
" <td>Carmignac Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>63</th>\n",
" <td>FR0011269570</td>\n",
" <td>Carmignac Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>64</th>\n",
" <td>FR0010148981</td>\n",
" <td>Carmignac Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>65</th>\n",
" <td>FR001400KIF0</td>\n",
" <td>Carmignac Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>66</th>\n",
" <td>FR001400U777</td>\n",
" <td>Carmignac Investissement Latitude</td>\n",
" </tr>\n",
" <tr>\n",
" <th>67</th>\n",
" <td>FR0010147603</td>\n",
" <td>Carmignac Investissement Latitude</td>\n",
" </tr>\n",
" <tr>\n",
" <th>68</th>\n",
" <td>FR0013527827</td>\n",
" <td>Carmignac Investissement Latitude</td>\n",
" </tr>\n",
" <tr>\n",
" <th>69</th>\n",
" <td>FR0010149203</td>\n",
" <td>Carmignac Multi Expertise</td>\n",
" </tr>\n",
" <tr>\n",
" <th>70</th>\n",
" <td>FR0010956649</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>71</th>\n",
" <td>FR0011269588</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>72</th>\n",
" <td>FR0010135103</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>73</th>\n",
" <td>FR0011269067</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>74</th>\n",
" <td>FR0011269596</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>75</th>\n",
" <td>FR0010306142</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>76</th>\n",
" <td>FR0011443860</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>77</th>\n",
" <td>FR001400TXI4</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>78</th>\n",
" <td>FR0011443852</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>79</th>\n",
" <td>FR0011269075</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>80</th>\n",
" <td>LU2923680388</td>\n",
" <td>Carmignac Portfolio Absolute Return Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>81</th>\n",
" <td>LU1299301017</td>\n",
" <td>Carmignac Portfolio Active Risk Allocation</td>\n",
" </tr>\n",
" <tr>\n",
" <th>82</th>\n",
" <td>LU0807689400</td>\n",
" <td>Carmignac Portfolio Asia Discovery</td>\n",
" </tr>\n",
" <tr>\n",
" <th>83</th>\n",
" <td>LU2427320572</td>\n",
" <td>Carmignac Portfolio Asia Discovery</td>\n",
" </tr>\n",
" <tr>\n",
" <th>84</th>\n",
" <td>LU2427320499</td>\n",
" <td>Carmignac Portfolio Asia Discovery</td>\n",
" </tr>\n",
" <tr>\n",
" <th>85</th>\n",
" <td>LU0992630086</td>\n",
" <td>Carmignac Portfolio Asia Discovery</td>\n",
" </tr>\n",
" <tr>\n",
" <th>86</th>\n",
" <td>LU0553407650</td>\n",
" <td>Carmignac Portfolio Asia Discovery</td>\n",
" </tr>\n",
" <tr>\n",
" <th>87</th>\n",
" <td>LU0992629823</td>\n",
" <td>Carmignac Portfolio Asia Discovery</td>\n",
" </tr>\n",
" <tr>\n",
" <th>88</th>\n",
" <td>LU1623762256</td>\n",
" <td>Carmignac Portfolio Asia Discovery</td>\n",
" </tr>\n",
" <tr>\n",
" <th>89</th>\n",
" <td>LU2420651155</td>\n",
" <td>Carmignac Portfolio Asia Discovery</td>\n",
" </tr>\n",
" <tr>\n",
" <th>90</th>\n",
" <td>LU0807689582</td>\n",
" <td>Carmignac Portfolio Asia Discovery</td>\n",
" </tr>\n",
" <tr>\n",
" <th>91</th>\n",
" <td>LU0992629666</td>\n",
" <td>Carmignac Portfolio Asia Discovery</td>\n",
" </tr>\n",
" <tr>\n",
" <th>92</th>\n",
" <td>LU0992630169</td>\n",
" <td>Carmignac Portfolio Asia Discovery</td>\n",
" </tr>\n",
" <tr>\n",
" <th>93</th>\n",
" <td>LU2420651239</td>\n",
" <td>Carmignac Portfolio Asia Discovery</td>\n",
" </tr>\n",
" <tr>\n",
" <th>94</th>\n",
" <td>LU1623762330</td>\n",
" <td>Carmignac Portfolio Asia Discovery</td>\n",
" </tr>\n",
" <tr>\n",
" <th>95</th>\n",
" <td>LU0992629740</td>\n",
" <td>Carmignac Portfolio Asia Discovery</td>\n",
" </tr>\n",
" <tr>\n",
" <th>96</th>\n",
" <td>LU0336083810</td>\n",
" <td>Carmignac Portfolio Asia Discovery</td>\n",
" </tr>\n",
" <tr>\n",
" <th>97</th>\n",
" <td>LU1299307485</td>\n",
" <td>Carmignac Portfolio Capital Cube</td>\n",
" </tr>\n",
" <tr>\n",
" <th>98</th>\n",
" <td>LU1122113498</td>\n",
" <td>Carmignac Portfolio Capital Cube</td>\n",
" </tr>\n",
" <tr>\n",
" <th>99</th>\n",
" <td>LU1048598525</td>\n",
" <td>Carmignac Portfolio Capital Cube</td>\n",
" </tr>\n",
" <tr>\n",
" <th>100</th>\n",
" <td>LU1299308020</td>\n",
" <td>Carmignac Portfolio Capital Cube</td>\n",
" </tr>\n",
" <tr>\n",
" <th>101</th>\n",
" <td>LU1048598442</td>\n",
" <td>Carmignac Portfolio Capital Cube</td>\n",
" </tr>\n",
" <tr>\n",
" <th>102</th>\n",
" <td>LU1122072793</td>\n",
" <td>Carmignac Portfolio China</td>\n",
" </tr>\n",
" <tr>\n",
" <th>103</th>\n",
" <td>LU1122076430</td>\n",
" <td>Carmignac Portfolio China</td>\n",
" </tr>\n",
" <tr>\n",
" <th>104</th>\n",
" <td>LU2295992320</td>\n",
" <td>Carmignac Portfolio China New Economy</td>\n",
" </tr>\n",
" <tr>\n",
" <th>105</th>\n",
" <td>LU2295992676</td>\n",
" <td>Carmignac Portfolio China New Economy</td>\n",
" </tr>\n",
" <tr>\n",
" <th>106</th>\n",
" <td>LU2427321117</td>\n",
" <td>Carmignac Portfolio China New Economy</td>\n",
" </tr>\n",
" <tr>\n",
" <th>107</th>\n",
" <td>LU1623762090</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" </tr>\n",
" <tr>\n",
" <th>108</th>\n",
" <td>LU0553415323</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" </tr>\n",
" <tr>\n",
" <th>109</th>\n",
" <td>LU0992629310</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" </tr>\n",
" <tr>\n",
" <th>110</th>\n",
" <td>LU0164455502</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" </tr>\n",
" <tr>\n",
" <th>111</th>\n",
" <td>LU0992629401</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" </tr>\n",
" <tr>\n",
" <th>112</th>\n",
" <td>LU0992629583</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" </tr>\n",
" <tr>\n",
" <th>113</th>\n",
" <td>LU0807690754</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" </tr>\n",
" <tr>\n",
" <th>114</th>\n",
" <td>LU0705572823</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" </tr>\n",
" <tr>\n",
" <th>115</th>\n",
" <td>LU0992629237</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" </tr>\n",
" <tr>\n",
" <th>116</th>\n",
" <td>LU0807690671</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" </tr>\n",
" <tr>\n",
" <th>117</th>\n",
" <td>LU0992629153</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" </tr>\n",
" <tr>\n",
" <th>118</th>\n",
" <td>LU2772084310</td>\n",
" <td>Carmignac Portfolio Credit</td>\n",
" </tr>\n",
" <tr>\n",
" <th>119</th>\n",
" <td>LU1623762843</td>\n",
" <td>Carmignac Portfolio Credit</td>\n",
" </tr>\n",
" <tr>\n",
" <th>120</th>\n",
" <td>LU1623762926</td>\n",
" <td>Carmignac Portfolio Credit</td>\n",
" </tr>\n",
" <tr>\n",
" <th>121</th>\n",
" <td>LU2475941915</td>\n",
" <td>Carmignac Portfolio Credit</td>\n",
" </tr>\n",
" <tr>\n",
" <th>122</th>\n",
" <td>LU1932489690</td>\n",
" <td>Carmignac Portfolio Credit</td>\n",
" </tr>\n",
" <tr>\n",
" <th>123</th>\n",
" <td>LU2020612730</td>\n",
" <td>Carmignac Portfolio Credit</td>\n",
" </tr>\n",
" <tr>\n",
" <th>124</th>\n",
" <td>LU1623763064</td>\n",
" <td>Carmignac Portfolio Credit</td>\n",
" </tr>\n",
" <tr>\n",
" <th>125</th>\n",
" <td>LU2020612904</td>\n",
" <td>Carmignac Portfolio Credit</td>\n",
" </tr>\n",
" <tr>\n",
" <th>126</th>\n",
" <td>LU1623763148</td>\n",
" <td>Carmignac Portfolio Credit</td>\n",
" </tr>\n",
" <tr>\n",
" <th>127</th>\n",
" <td>LU2020612490</td>\n",
" <td>Carmignac Portfolio Credit</td>\n",
" </tr>\n",
" <tr>\n",
" <th>128</th>\n",
" <td>LU2020612813</td>\n",
" <td>Carmignac Portfolio Credit</td>\n",
" </tr>\n",
" <tr>\n",
" <th>129</th>\n",
" <td>LU2427321208</td>\n",
" <td>Carmignac Portfolio Credit</td>\n",
" </tr>\n",
" <tr>\n",
" <th>130</th>\n",
" <td>LU2638444914</td>\n",
" <td>Carmignac Portfolio EM Debt</td>\n",
" </tr>\n",
" <tr>\n",
" <th>131</th>\n",
" <td>LU1623763221</td>\n",
" <td>Carmignac Portfolio EM Debt</td>\n",
" </tr>\n",
" <tr>\n",
" <th>132</th>\n",
" <td>LU2427320903</td>\n",
" <td>Carmignac Portfolio EM Debt</td>\n",
" </tr>\n",
" <tr>\n",
" <th>133</th>\n",
" <td>LU2277146382</td>\n",
" <td>Carmignac Portfolio EM Debt</td>\n",
" </tr>\n",
" <tr>\n",
" <th>134</th>\n",
" <td>LU2346238343</td>\n",
" <td>Carmignac Portfolio EM Debt</td>\n",
" </tr>\n",
" <tr>\n",
" <th>135</th>\n",
" <td>LU2427320812</td>\n",
" <td>Carmignac Portfolio EM Debt</td>\n",
" </tr>\n",
" <tr>\n",
" <th>136</th>\n",
" <td>LU1623763734</td>\n",
" <td>Carmignac Portfolio EM Debt</td>\n",
" </tr>\n",
" <tr>\n",
" <th>137</th>\n",
" <td>LU2420650777</td>\n",
" <td>Carmignac Portfolio Emergents</td>\n",
" </tr>\n",
" <tr>\n",
" <th>138</th>\n",
" <td>LU0992627025</td>\n",
" <td>Carmignac Portfolio Emergents</td>\n",
" </tr>\n",
" <tr>\n",
" <th>139</th>\n",
" <td>LU1299303575</td>\n",
" <td>Carmignac Portfolio Emergents</td>\n",
" </tr>\n",
" <tr>\n",
" <th>140</th>\n",
" <td>LU1299303229</td>\n",
" <td>Carmignac Portfolio Emergents</td>\n",
" </tr>\n",
" <tr>\n",
" <th>141</th>\n",
" <td>LU0992626720</td>\n",
" <td>Carmignac Portfolio Emergents</td>\n",
" </tr>\n",
" <tr>\n",
" <th>142</th>\n",
" <td>LU0992626563</td>\n",
" <td>Carmignac Portfolio Emergents</td>\n",
" </tr>\n",
" <tr>\n",
" <th>143</th>\n",
" <td>LU2420651072</td>\n",
" <td>Carmignac Portfolio Emergents</td>\n",
" </tr>\n",
" <tr>\n",
" <th>144</th>\n",
" <td>LU1623762413</td>\n",
" <td>Carmignac Portfolio Emergents</td>\n",
" </tr>\n",
" <tr>\n",
" <th>145</th>\n",
" <td>LU0992626647</td>\n",
" <td>Carmignac Portfolio Emergents</td>\n",
" </tr>\n",
" <tr>\n",
" <th>146</th>\n",
" <td>LU0992626993</td>\n",
" <td>Carmignac Portfolio Emergents</td>\n",
" </tr>\n",
" <tr>\n",
" <th>147</th>\n",
" <td>LU0992626480</td>\n",
" <td>Carmignac Portfolio Emergents</td>\n",
" </tr>\n",
" <tr>\n",
" <th>148</th>\n",
" <td>LU1792391242</td>\n",
" <td>Carmignac Portfolio Emergents</td>\n",
" </tr>\n",
" <tr>\n",
" <th>149</th>\n",
" <td>LU1299303062</td>\n",
" <td>Carmignac Portfolio Emergents</td>\n",
" </tr>\n",
" <tr>\n",
" <th>150</th>\n",
" <td>LU0807691059</td>\n",
" <td>Carmignac Portfolio Emerging Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>151</th>\n",
" <td>LU0992631563</td>\n",
" <td>Carmignac Portfolio Emerging Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>152</th>\n",
" <td>LU1792392059</td>\n",
" <td>Carmignac Portfolio Emerging Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>153</th>\n",
" <td>LU0992631720</td>\n",
" <td>Carmignac Portfolio Emerging Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>154</th>\n",
" <td>LU0992631993</td>\n",
" <td>Carmignac Portfolio Emerging Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>155</th>\n",
" <td>LU0992632025</td>\n",
" <td>Carmignac Portfolio Emerging Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>156</th>\n",
" <td>LU0592699259</td>\n",
" <td>Carmignac Portfolio Emerging Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>157</th>\n",
" <td>LU0807690911</td>\n",
" <td>Carmignac Portfolio Emerging Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>158</th>\n",
" <td>LU0592699093</td>\n",
" <td>Carmignac Portfolio Emerging Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>159</th>\n",
" <td>LU0592698954</td>\n",
" <td>Carmignac Portfolio Emerging Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>160</th>\n",
" <td>LU0807690838</td>\n",
" <td>Carmignac Portfolio Emerging Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>161</th>\n",
" <td>LU0992631647</td>\n",
" <td>Carmignac Portfolio Emerging Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>162</th>\n",
" <td>LU0592699176</td>\n",
" <td>Carmignac Portfolio Emerging Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>163</th>\n",
" <td>LU0992625755</td>\n",
" <td>Carmignac Portfolio Euro-Entrepreneurs</td>\n",
" </tr>\n",
" <tr>\n",
" <th>164</th>\n",
" <td>LU1792392646</td>\n",
" <td>Carmignac Portfolio Euro-Entrepreneurs</td>\n",
" </tr>\n",
" <tr>\n",
" <th>165</th>\n",
" <td>LU0992625672</td>\n",
" <td>Carmignac Portfolio Euro-Entrepreneurs</td>\n",
" </tr>\n",
" <tr>\n",
" <th>166</th>\n",
" <td>LU1299303906</td>\n",
" <td>Carmignac Portfolio Euro-Entrepreneurs</td>\n",
" </tr>\n",
" <tr>\n",
" <th>167</th>\n",
" <td>LU1623762686</td>\n",
" <td>Carmignac Portfolio Euro-Entrepreneurs</td>\n",
" </tr>\n",
" <tr>\n",
" <th>168</th>\n",
" <td>LU1299304201</td>\n",
" <td>Carmignac Portfolio Euro-Entrepreneurs</td>\n",
" </tr>\n",
" <tr>\n",
" <th>169</th>\n",
" <td>LU0992625599</td>\n",
" <td>Carmignac Portfolio Euro-Entrepreneurs</td>\n",
" </tr>\n",
" <tr>\n",
" <th>170</th>\n",
" <td>LU1299304540</td>\n",
" <td>Carmignac Portfolio Euro-Entrepreneurs</td>\n",
" </tr>\n",
" <tr>\n",
" <th>171</th>\n",
" <td>LU0992625326</td>\n",
" <td>Carmignac Portfolio Euro-Entrepreneurs</td>\n",
" </tr>\n",
" <tr>\n",
" <th>172</th>\n",
" <td>LU1299304896</td>\n",
" <td>Carmignac Portfolio Euro-Entrepreneurs</td>\n",
" </tr>\n",
" <tr>\n",
" <th>173</th>\n",
" <td>LU2534983825</td>\n",
" <td>Carmignac Portfolio Evolution</td>\n",
" </tr>\n",
" <tr>\n",
" <th>174</th>\n",
" <td>LU2462965026</td>\n",
" <td>Carmignac Portfolio Evolution</td>\n",
" </tr>\n",
" <tr>\n",
" <th>175</th>\n",
" <td>LU1966630706</td>\n",
" <td>Carmignac Portfolio Family Governed</td>\n",
" </tr>\n",
" <tr>\n",
" <th>176</th>\n",
" <td>LU1966630961</td>\n",
" <td>Carmignac Portfolio Family Governed</td>\n",
" </tr>\n",
" <tr>\n",
" <th>177</th>\n",
" <td>LU2004385154</td>\n",
" <td>Carmignac Portfolio Family Governed</td>\n",
" </tr>\n",
" <tr>\n",
" <th>178</th>\n",
" <td>LU1873147984</td>\n",
" <td>Carmignac Portfolio Flexible Allocation 2024</td>\n",
" </tr>\n",
" <tr>\n",
" <th>179</th>\n",
" <td>LU1873148016</td>\n",
" <td>Carmignac Portfolio Flexible Allocation 2024</td>\n",
" </tr>\n",
" <tr>\n",
" <th>180</th>\n",
" <td>LU0807689749</td>\n",
" <td>Carmignac Portfolio Flexible Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>181</th>\n",
" <td>LU0992631050</td>\n",
" <td>Carmignac Portfolio Flexible Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>182</th>\n",
" <td>LU2490324501</td>\n",
" <td>Carmignac Portfolio Flexible Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>183</th>\n",
" <td>LU0336084032</td>\n",
" <td>Carmignac Portfolio Flexible Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>184</th>\n",
" <td>LU2490324410</td>\n",
" <td>Carmignac Portfolio Flexible Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>185</th>\n",
" <td>LU0992631480</td>\n",
" <td>Carmignac Portfolio Flexible Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>186</th>\n",
" <td>LU1299302684</td>\n",
" <td>Carmignac Portfolio Flexible Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>187</th>\n",
" <td>LU2490324337</td>\n",
" <td>Carmignac Portfolio Flexible Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>188</th>\n",
" <td>LU2427321547</td>\n",
" <td>Carmignac Portfolio Flexible Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>189</th>\n",
" <td>LU3060210526</td>\n",
" <td>Carmignac Portfolio Flexible Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>190</th>\n",
" <td>LU0807689665</td>\n",
" <td>Carmignac Portfolio Flexible Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>191</th>\n",
" <td>LU0992631308</td>\n",
" <td>Carmignac Portfolio Flexible Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>192</th>\n",
" <td>LU0992631217</td>\n",
" <td>Carmignac Portfolio Flexible Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>193</th>\n",
" <td>LU0553411090</td>\n",
" <td>Carmignac Portfolio Flexible Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>194</th>\n",
" <td>LU0807690085</td>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>195</th>\n",
" <td>LU0992630243</td>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>196</th>\n",
" <td>LU0992630599</td>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>197</th>\n",
" <td>LU0553413385</td>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>198</th>\n",
" <td>LU0992630755</td>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>199</th>\n",
" <td>LU0992630326</td>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>200</th>\n",
" <td>LU1792392307</td>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>201</th>\n",
" <td>LU1299302254</td>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>202</th>\n",
" <td>LU0992630839</td>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>203</th>\n",
" <td>LU0992630912</td>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>204</th>\n",
" <td>LU1792392216</td>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>205</th>\n",
" <td>LU0807689822</td>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>206</th>\n",
" <td>LU0807690242</td>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>207</th>\n",
" <td>LU2420652047</td>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>208</th>\n",
" <td>LU2420651825</td>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>209</th>\n",
" <td>LU2278973172</td>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>210</th>\n",
" <td>LU1299301876</td>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>211</th>\n",
" <td>LU0807690168</td>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>212</th>\n",
" <td>LU1299302098</td>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>213</th>\n",
" <td>LU1748451231</td>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>214</th>\n",
" <td>LU1623762769</td>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>215</th>\n",
" <td>LU0336083497</td>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>216</th>\n",
" <td>LU1966631266</td>\n",
" <td>Carmignac Portfolio Grandchildren</td>\n",
" </tr>\n",
" <tr>\n",
" <th>217</th>\n",
" <td>LU2004385667</td>\n",
" <td>Carmignac Portfolio Grandchildren</td>\n",
" </tr>\n",
" <tr>\n",
" <th>218</th>\n",
" <td>LU2427320739</td>\n",
" <td>Carmignac Portfolio Grandchildren</td>\n",
" </tr>\n",
" <tr>\n",
" <th>219</th>\n",
" <td>LU1966631001</td>\n",
" <td>Carmignac Portfolio Grandchildren</td>\n",
" </tr>\n",
" <tr>\n",
" <th>220</th>\n",
" <td>LU2782951763</td>\n",
" <td>Carmignac Portfolio Grandchildren</td>\n",
" </tr>\n",
" <tr>\n",
" <th>221</th>\n",
" <td>LU2420652476</td>\n",
" <td>Carmignac Portfolio Grandchildren</td>\n",
" </tr>\n",
" <tr>\n",
" <th>222</th>\n",
" <td>LU2420652393</td>\n",
" <td>Carmignac Portfolio Grandchildren</td>\n",
" </tr>\n",
" <tr>\n",
" <th>223</th>\n",
" <td>LU0553405878</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>224</th>\n",
" <td>LU2420652989</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>225</th>\n",
" <td>LU0807689079</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>226</th>\n",
" <td>LU1792392729</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>227</th>\n",
" <td>LU0807689152</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>228</th>\n",
" <td>LU2420652807</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>229</th>\n",
" <td>LU2206982626</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>230</th>\n",
" <td>LU0099161993</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>231</th>\n",
" <td>LU0992628932</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>232</th>\n",
" <td>LU2212178615</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>233</th>\n",
" <td>LU2420652633</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>234</th>\n",
" <td>LU0807688931</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>235</th>\n",
" <td>LU1623761951</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>236</th>\n",
" <td>LU2139905785</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>237</th>\n",
" <td>LU0807689236</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>238</th>\n",
" <td>LU1299301280</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>239</th>\n",
" <td>LU0992628775</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>240</th>\n",
" <td>LU0294249692</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>241</th>\n",
" <td>LU0992628858</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>242</th>\n",
" <td>LU0992629070</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>243</th>\n",
" <td>LU2154448133</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>244</th>\n",
" <td>LU2295992163</td>\n",
" <td>Carmignac Portfolio Human Xperience</td>\n",
" </tr>\n",
" <tr>\n",
" <th>245</th>\n",
" <td>LU2295992247</td>\n",
" <td>Carmignac Portfolio Human Xperience</td>\n",
" </tr>\n",
" <tr>\n",
" <th>246</th>\n",
" <td>LU2947293564</td>\n",
" <td>Carmignac Portfolio Human Xperience</td>\n",
" </tr>\n",
" <tr>\n",
" <th>247</th>\n",
" <td>LU2601234839</td>\n",
" <td>Carmignac Portfolio Human Xperience</td>\n",
" </tr>\n",
" <tr>\n",
" <th>248</th>\n",
" <td>LU3088560464</td>\n",
" <td>Carmignac Portfolio Inflation Solution</td>\n",
" </tr>\n",
" <tr>\n",
" <th>249</th>\n",
" <td>LU2715954504</td>\n",
" <td>Carmignac Portfolio Inflation Solution</td>\n",
" </tr>\n",
" <tr>\n",
" <th>250</th>\n",
" <td>LU2715954330</td>\n",
" <td>Carmignac Portfolio Inflation Solution</td>\n",
" </tr>\n",
" <tr>\n",
" <th>251</th>\n",
" <td>LU0109929157</td>\n",
" <td>Carmignac Portfolio Infotech</td>\n",
" </tr>\n",
" <tr>\n",
" <th>252</th>\n",
" <td>LU0992626134</td>\n",
" <td>Carmignac Portfolio Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>253</th>\n",
" <td>LU1299311321</td>\n",
" <td>Carmignac Portfolio Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>254</th>\n",
" <td>LU0992626050</td>\n",
" <td>Carmignac Portfolio Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>255</th>\n",
" <td>LU0992626217</td>\n",
" <td>Carmignac Portfolio Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>256</th>\n",
" <td>LU0992625839</td>\n",
" <td>Carmignac Portfolio Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>257</th>\n",
" <td>LU0992625912</td>\n",
" <td>Carmignac Portfolio Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>258</th>\n",
" <td>LU1299311834</td>\n",
" <td>Carmignac Portfolio Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>259</th>\n",
" <td>LU3149200746</td>\n",
" <td>Carmignac Portfolio Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>260</th>\n",
" <td>LU1299311677</td>\n",
" <td>Carmignac Portfolio Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>261</th>\n",
" <td>LU1299311164</td>\n",
" <td>Carmignac Portfolio Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>262</th>\n",
" <td>LU1046327349</td>\n",
" <td>Carmignac Portfolio Investissement Latitude</td>\n",
" </tr>\n",
" <tr>\n",
" <th>263</th>\n",
" <td>LU1046327000</td>\n",
" <td>Carmignac Portfolio Investissement Latitude</td>\n",
" </tr>\n",
" <tr>\n",
" <th>264</th>\n",
" <td>LU1046327182</td>\n",
" <td>Carmignac Portfolio Investissement Latitude</td>\n",
" </tr>\n",
" <tr>\n",
" <th>265</th>\n",
" <td>LU1046327422</td>\n",
" <td>Carmignac Portfolio Investissement Latitude</td>\n",
" </tr>\n",
" <tr>\n",
" <th>266</th>\n",
" <td>LU1317704051</td>\n",
" <td>Carmignac Portfolio Long-Short European Equities</td>\n",
" </tr>\n",
" <tr>\n",
" <th>267</th>\n",
" <td>LU1317704135</td>\n",
" <td>Carmignac Portfolio Long-Short European Equities</td>\n",
" </tr>\n",
" <tr>\n",
" <th>268</th>\n",
" <td>LU1317704218</td>\n",
" <td>Carmignac Portfolio Long-Short European Equities</td>\n",
" </tr>\n",
" <tr>\n",
" <th>269</th>\n",
" <td>LU0992627538</td>\n",
" <td>Carmignac Portfolio Long-Short European Equities</td>\n",
" </tr>\n",
" <tr>\n",
" <th>270</th>\n",
" <td>LU0992627371</td>\n",
" <td>Carmignac Portfolio Long-Short European Equities</td>\n",
" </tr>\n",
" <tr>\n",
" <th>271</th>\n",
" <td>LU1317704309</td>\n",
" <td>Carmignac Portfolio Long-Short European Equities</td>\n",
" </tr>\n",
" <tr>\n",
" <th>272</th>\n",
" <td>LU2914157503</td>\n",
" <td>Carmignac Portfolio Long-Short European Equities</td>\n",
" </tr>\n",
" <tr>\n",
" <th>273</th>\n",
" <td>LU0992627298</td>\n",
" <td>Carmignac Portfolio Long-Short European Equities</td>\n",
" </tr>\n",
" <tr>\n",
" <th>274</th>\n",
" <td>LU0992627454</td>\n",
" <td>Carmignac Portfolio Long-Short European Equities</td>\n",
" </tr>\n",
" <tr>\n",
" <th>275</th>\n",
" <td>LU3135111204</td>\n",
" <td>Carmignac Portfolio Long-Short European Equities</td>\n",
" </tr>\n",
" <tr>\n",
" <th>276</th>\n",
" <td>LU1910837415</td>\n",
" <td>Carmignac Portfolio Long-Short Global Equities</td>\n",
" </tr>\n",
" <tr>\n",
" <th>277</th>\n",
" <td>LU2278971804</td>\n",
" <td>Carmignac Portfolio Long-Short Global Equities</td>\n",
" </tr>\n",
" <tr>\n",
" <th>278</th>\n",
" <td>LU1910837258</td>\n",
" <td>Carmignac Portfolio Long-Short Global Equities</td>\n",
" </tr>\n",
" <tr>\n",
" <th>279</th>\n",
" <td>LU0807690598</td>\n",
" <td>Carmignac Portfolio Market Neutral</td>\n",
" </tr>\n",
" <tr>\n",
" <th>280</th>\n",
" <td>LU0413372060</td>\n",
" <td>Carmignac Portfolio Market Neutral</td>\n",
" </tr>\n",
" <tr>\n",
" <th>281</th>\n",
" <td>LU0807690325</td>\n",
" <td>Carmignac Portfolio Market Neutral</td>\n",
" </tr>\n",
" <tr>\n",
" <th>282</th>\n",
" <td>LU0553414516</td>\n",
" <td>Carmignac Portfolio Market Neutral</td>\n",
" </tr>\n",
" <tr>\n",
" <th>283</th>\n",
" <td>LU2585800795</td>\n",
" <td>Carmignac Portfolio Merger Arbitrage</td>\n",
" </tr>\n",
" <tr>\n",
" <th>284</th>\n",
" <td>LU2585801173</td>\n",
" <td>Carmignac Portfolio Merger Arbitrage Plus</td>\n",
" </tr>\n",
" <tr>\n",
" <th>285</th>\n",
" <td>LU2585801256</td>\n",
" <td>Carmignac Portfolio Merger Arbitrage Plus</td>\n",
" </tr>\n",
" <tr>\n",
" <th>286</th>\n",
" <td>LU3016365556</td>\n",
" <td>Carmignac Portfolio Merger Arbitrage Plus</td>\n",
" </tr>\n",
" <tr>\n",
" <th>287</th>\n",
" <td>LU2585801330</td>\n",
" <td>Carmignac Portfolio Merger Arbitrage Plus</td>\n",
" </tr>\n",
" <tr>\n",
" <th>288</th>\n",
" <td>LU1163533695</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>289</th>\n",
" <td>LU0992627884</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>290</th>\n",
" <td>LU1163533851</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>291</th>\n",
" <td>LU0992627611</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>292</th>\n",
" <td>LU1792391754</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>293</th>\n",
" <td>LU1299305190</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>294</th>\n",
" <td>LU0992628692</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>295</th>\n",
" <td>LU0992627967</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>296</th>\n",
" <td>LU1792391671</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>297</th>\n",
" <td>LU0992628346</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>298</th>\n",
" <td>LU0992628429</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>299</th>\n",
" <td>LU1163533935</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>300</th>\n",
" <td>LU1299305513</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>301</th>\n",
" <td>LU1792391838</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>302</th>\n",
" <td>LU1299305786</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>303</th>\n",
" <td>LU1299305356</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>304</th>\n",
" <td>LU1163533349</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>305</th>\n",
" <td>LU1299305943</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>306</th>\n",
" <td>LU0992628189</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>307</th>\n",
" <td>LU1163533422</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>308</th>\n",
" <td>LU1163533778</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>309</th>\n",
" <td>LU0992628007</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>310</th>\n",
" <td>LU0992627702</td>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>311</th>\n",
" <td>LU1744630424</td>\n",
" <td>Carmignac Portfolio Patrimoine Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>312</th>\n",
" <td>LU2970252875</td>\n",
" <td>Carmignac Portfolio Patrimoine Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>313</th>\n",
" <td>LU2181689576</td>\n",
" <td>Carmignac Portfolio Patrimoine Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>314</th>\n",
" <td>LU2490324766</td>\n",
" <td>Carmignac Portfolio Patrimoine Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>315</th>\n",
" <td>LU2369619742</td>\n",
" <td>Carmignac Portfolio Patrimoine Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>316</th>\n",
" <td>LU2970252958</td>\n",
" <td>Carmignac Portfolio Patrimoine Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>317</th>\n",
" <td>LU2490324683</td>\n",
" <td>Carmignac Portfolio Patrimoine Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>318</th>\n",
" <td>LU1744628287</td>\n",
" <td>Carmignac Portfolio Patrimoine Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>319</th>\n",
" <td>LU1932476879</td>\n",
" <td>Carmignac Portfolio Patrimoine Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>320</th>\n",
" <td>LU2420653367</td>\n",
" <td>Carmignac Portfolio Sécurité</td>\n",
" </tr>\n",
" <tr>\n",
" <th>321</th>\n",
" <td>LU2490324253</td>\n",
" <td>Carmignac Portfolio Sécurité</td>\n",
" </tr>\n",
" <tr>\n",
" <th>322</th>\n",
" <td>LU0992625169</td>\n",
" <td>Carmignac Portfolio Sécurité</td>\n",
" </tr>\n",
" <tr>\n",
" <th>323</th>\n",
" <td>LU2426951195</td>\n",
" <td>Carmignac Portfolio Sécurité</td>\n",
" </tr>\n",
" <tr>\n",
" <th>324</th>\n",
" <td>LU0992625243</td>\n",
" <td>Carmignac Portfolio Sécurité</td>\n",
" </tr>\n",
" <tr>\n",
" <th>325</th>\n",
" <td>LU1299306321</td>\n",
" <td>Carmignac Portfolio Sécurité</td>\n",
" </tr>\n",
" <tr>\n",
" <th>326</th>\n",
" <td>LU1299306834</td>\n",
" <td>Carmignac Portfolio Sécurité</td>\n",
" </tr>\n",
" <tr>\n",
" <th>327</th>\n",
" <td>LU1299307055</td>\n",
" <td>Carmignac Portfolio Sécurité</td>\n",
" </tr>\n",
" <tr>\n",
" <th>328</th>\n",
" <td>LU0992624949</td>\n",
" <td>Carmignac Portfolio Sécurité</td>\n",
" </tr>\n",
" <tr>\n",
" <th>329</th>\n",
" <td>LU1299306677</td>\n",
" <td>Carmignac Portfolio Sécurité</td>\n",
" </tr>\n",
" <tr>\n",
" <th>330</th>\n",
" <td>LU1792391911</td>\n",
" <td>Carmignac Portfolio Sécurité</td>\n",
" </tr>\n",
" <tr>\n",
" <th>331</th>\n",
" <td>LU0992625086</td>\n",
" <td>Carmignac Portfolio Sécurité</td>\n",
" </tr>\n",
" <tr>\n",
" <th>332</th>\n",
" <td>LU2809794220</td>\n",
" <td>Carmignac Portfolio Tech Solutions</td>\n",
" </tr>\n",
" <tr>\n",
" <th>333</th>\n",
" <td>LU2809794493</td>\n",
" <td>Carmignac Portfolio Tech Solutions</td>\n",
" </tr>\n",
" <tr>\n",
" <th>334</th>\n",
" <td>LU2809794816</td>\n",
" <td>Carmignac Portfolio Tech Solutions</td>\n",
" </tr>\n",
" <tr>\n",
" <th>335</th>\n",
" <td>LU2812616816</td>\n",
" <td>Carmignac Portfolio Tech Solutions</td>\n",
" </tr>\n",
" <tr>\n",
" <th>336</th>\n",
" <td>LU2809794576</td>\n",
" <td>Carmignac Portfolio Tech Solutions</td>\n",
" </tr>\n",
" <tr>\n",
" <th>337</th>\n",
" <td>LU3060210443</td>\n",
" <td>Carmignac Portfolio Tech Solutions</td>\n",
" </tr>\n",
" <tr>\n",
" <th>338</th>\n",
" <td>LU2809794733</td>\n",
" <td>Carmignac Portfolio Tech Solutions</td>\n",
" </tr>\n",
" <tr>\n",
" <th>339</th>\n",
" <td>FR0010149211</td>\n",
" <td>Carmignac Profil Réactif 100</td>\n",
" </tr>\n",
" <tr>\n",
" <th>340</th>\n",
" <td>FR0010148999</td>\n",
" <td>Carmignac Profil Réactif 75</td>\n",
" </tr>\n",
" <tr>\n",
" <th>341</th>\n",
" <td>LU2799473124</td>\n",
" <td>Carmignac S.A. SICAV - PART II UCI Private Eve...</td>\n",
" </tr>\n",
" <tr>\n",
" <th>342</th>\n",
" <td>LU2799473397</td>\n",
" <td>Carmignac S.A. SICAV - PART II UCI Private Eve...</td>\n",
" </tr>\n",
" <tr>\n",
" <th>343</th>\n",
" <td>FR0011269109</td>\n",
" <td>Carmignac Sécurité</td>\n",
" </tr>\n",
" <tr>\n",
" <th>344</th>\n",
" <td>FR0011269125</td>\n",
" <td>Carmignac Sécurité</td>\n",
" </tr>\n",
" <tr>\n",
" <th>345</th>\n",
" <td>FR0011269141</td>\n",
" <td>Carmignac Sécurité</td>\n",
" </tr>\n",
" <tr>\n",
" <th>346</th>\n",
" <td>FR0011269083</td>\n",
" <td>Carmignac Sécurité</td>\n",
" </tr>\n",
" <tr>\n",
" <th>347</th>\n",
" <td>FR0010149120</td>\n",
" <td>Carmignac Sécurité</td>\n",
" </tr>\n",
" <tr>\n",
" <th>348</th>\n",
" <td>FR0011269091</td>\n",
" <td>Carmignac Sécurité</td>\n",
" </tr>\n",
" <tr>\n",
" <th>349</th>\n",
" <td>LU1720511549</td>\n",
" <td>Credit Suisse Carmignac Emerging Markets Multi...</td>\n",
" </tr>\n",
" <tr>\n",
" <th>350</th>\n",
" <td>LU1720511895</td>\n",
" <td>Credit Suisse Carmignac Emerging Markets Multi...</td>\n",
" </tr>\n",
" <tr>\n",
" <th>351</th>\n",
" <td>LU1720513321</td>\n",
" <td>Credit Suisse Carmignac Emerging Markets Multi...</td>\n",
" </tr>\n",
" <tr>\n",
" <th>352</th>\n",
" <td>LU1720513677</td>\n",
" <td>Credit Suisse Carmignac Emerging Markets Multi...</td>\n",
" </tr>\n",
" <tr>\n",
" <th>353</th>\n",
" <td>LU1720515706</td>\n",
" <td>Credit Suisse Carmignac Emerging Markets Multi...</td>\n",
" </tr>\n",
" <tr>\n",
" <th>354</th>\n",
" <td>LU1720515615</td>\n",
" <td>Credit Suisse Carmignac Emerging Markets Multi...</td>\n",
" </tr>\n",
" <tr>\n",
" <th>355</th>\n",
" <td>GB00BJHPHX25</td>\n",
" <td>FP Carmignac Emerging Discovery</td>\n",
" </tr>\n",
" <tr>\n",
" <th>356</th>\n",
" <td>GB00BK1W2P36</td>\n",
" <td>FP Carmignac Emerging Markets</td>\n",
" </tr>\n",
" <tr>\n",
" <th>357</th>\n",
" <td>GB00BQXJRP97</td>\n",
" <td>FP Carmignac Emerging Markets</td>\n",
" </tr>\n",
" <tr>\n",
" <th>358</th>\n",
" <td>GB00BJHPHY32</td>\n",
" <td>FP Carmignac Emerging Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>359</th>\n",
" <td>GB00BJHPX895</td>\n",
" <td>FP Carmignac Emerging Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>360</th>\n",
" <td>GB00BNDQ7P95</td>\n",
" <td>FP Carmignac European Leaders</td>\n",
" </tr>\n",
" <tr>\n",
" <th>361</th>\n",
" <td>GB00BNDQ7N71</td>\n",
" <td>FP Carmignac European Leaders</td>\n",
" </tr>\n",
" <tr>\n",
" <th>362</th>\n",
" <td>GB00BJHPXB21</td>\n",
" <td>FP Carmignac European Leaders</td>\n",
" </tr>\n",
" <tr>\n",
" <th>363</th>\n",
" <td>GB00BJHPHZ49</td>\n",
" <td>FP Carmignac European Leaders</td>\n",
" </tr>\n",
" <tr>\n",
" <th>364</th>\n",
" <td>GB00BRBXQT75</td>\n",
" <td>FP Carmignac Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>365</th>\n",
" <td>GB00BJHQ2K78</td>\n",
" <td>FP Carmignac Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>366</th>\n",
" <td>GB00BJHPZ502</td>\n",
" <td>FP Carmignac Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>367</th>\n",
" <td>GB00BJHQ2J63</td>\n",
" <td>FP Carmignac Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>368</th>\n",
" <td>GB00BJHPJ035</td>\n",
" <td>FP Carmignac Global Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>369</th>\n",
" <td>GB00BNDQ7Q03</td>\n",
" <td>FP Carmignac Global Equity Compounders</td>\n",
" </tr>\n",
" <tr>\n",
" <th>370</th>\n",
" <td>GB00BMGLBL82</td>\n",
" <td>FP Carmignac Global Equity Compounders</td>\n",
" </tr>\n",
" <tr>\n",
" <th>371</th>\n",
" <td>GB00BMGLBK75</td>\n",
" <td>FP Carmignac Global Equity Compounders</td>\n",
" </tr>\n",
" <tr>\n",
" <th>372</th>\n",
" <td>GB00BMF9P332</td>\n",
" <td>FP Carmignac Global Equity Compounders</td>\n",
" </tr>\n",
" <tr>\n",
" <th>373</th>\n",
" <td>GB00BK1W2N12</td>\n",
" <td>FP Carmignac Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>374</th>\n",
" <td>LU2251305400</td>\n",
" <td>Fonditalia Carmignac Active Allocation</td>\n",
" </tr>\n",
" <tr>\n",
" <th>375</th>\n",
" <td>LU2251305319</td>\n",
" <td>Fonditalia Carmignac Active Allocation</td>\n",
" </tr>\n",
" <tr>\n",
" <th>376</th>\n",
" <td>LU2251305236</td>\n",
" <td>Fonditalia Carmignac Active Allocation</td>\n",
" </tr>\n",
" <tr>\n",
" <th>377</th>\n",
" <td>LU2250732448</td>\n",
" <td>Fonditalia Carmignac Active Allocation</td>\n",
" </tr>\n",
" <tr>\n",
" <th>378</th>\n",
" <td>LU2250732281</td>\n",
" <td>Fonditalia Carmignac Active Allocation</td>\n",
" </tr>\n",
" <tr>\n",
" <th>379</th>\n",
" <td>LU2721495427</td>\n",
" <td>LUX IM - Carmignac Emerging Flexible Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>380</th>\n",
" <td>LU2721494966</td>\n",
" <td>LUX IM - Carmignac Emerging Flexible Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>381</th>\n",
" <td>LU2721495005</td>\n",
" <td>LUX IM - Carmignac Emerging Flexible Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>382</th>\n",
" <td>LU2721495260</td>\n",
" <td>LUX IM - Carmignac Emerging Flexible Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>383</th>\n",
" <td>LU3124376941</td>\n",
" <td>LUX IM - Carmignac Emerging Flexible Bond</td>\n",
" </tr>\n",
" <tr>\n",
" <th>384</th>\n",
" <td>MAPFRECG0001</td>\n",
" <td>Mapfre Carmignac F.P.</td>\n",
" </tr>\n",
" <tr>\n",
" <th>385</th>\n",
" <td>LU2544562502</td>\n",
" <td>Solys - Carmignac Equity Selection</td>\n",
" </tr>\n",
" <tr>\n",
" <th>386</th>\n",
" <td>FR0011365873</td>\n",
" <td>UFF Grande Europe 0-100</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" Product - Isin Product - Fund\n",
"0 FR0011269166 Carmignac Absolute Return Europe\n",
"1 FR0011269158 Carmignac Absolute Return Europe\n",
"2 FR0011269406 Carmignac Absolute Return Europe\n",
"3 FR0010149179 Carmignac Absolute Return Europe\n",
"4 FR0011269547 Carmignac Absolute Return Europe\n",
"5 FR001400JG56 Carmignac Absolute Return Europe\n",
"6 IE00049IEN86 Carmignac Alts ICAV Carmignac Credit Opportuni...\n",
"7 IE000L20NS05 Carmignac Alts ICAV Carmignac Credit Opportuni...\n",
"8 IE000RU6SF09 Carmignac Alts ICAV European Long Short\n",
"9 FR0013467024 Carmignac China New Economy\n",
"10 FR001400R3Z5 Carmignac China New Economy\n",
"11 FR0014002E46 Carmignac China New Economy\n",
"12 FR0011269331 Carmignac Court Terme\n",
"13 FR0010149161 Carmignac Court Terme\n",
"14 FR0011269323 Carmignac Court Terme\n",
"15 FR0000999999 Carmignac Court Terme\n",
"16 FR0013516028 Carmignac Credit 2025\n",
"17 FR0013516002 Carmignac Credit 2025\n",
"18 FR0013516010 Carmignac Credit 2025\n",
"19 FR0013515970 Carmignac Credit 2025\n",
"20 FR0013515996 Carmignac Credit 2025\n",
"21 FR0013516036 Carmignac Credit 2025\n",
"22 FR0014008231 Carmignac Credit 2027\n",
"23 FR0014008223 Carmignac Credit 2027\n",
"24 FR00140081Z8 Carmignac Credit 2027\n",
"25 FR0014008207 Carmignac Credit 2027\n",
"26 FR0014008215 Carmignac Credit 2027\n",
"27 FR00140081Y1 Carmignac Credit 2027\n",
"28 FR001400M1O8 Carmignac Credit 2029\n",
"29 FR001400M1Q3 Carmignac Credit 2029\n",
"30 FR001400KAY8 Carmignac Credit 2029\n",
"31 FR001400KAX0 Carmignac Credit 2029\n",
"32 FR001400M1P5 Carmignac Credit 2029\n",
"33 FR001400KAW2 Carmignac Credit 2029\n",
"34 FR001400KAV4 Carmignac Credit 2029\n",
"35 FR001400M1N0 Carmignac Credit 2029\n",
"36 FR001400U4X3 Carmignac Credit 2031\n",
"37 FR001400U4Y1 Carmignac Credit 2031\n",
"38 FR001400U4Z8 Carmignac Credit 2031\n",
"39 FR001400U4V7 Carmignac Credit 2031\n",
"40 FR001400U4T1 Carmignac Credit 2031\n",
"41 FR001400U4S3 Carmignac Credit 2031\n",
"42 FR001400U4W5 Carmignac Credit 2031\n",
"43 FR001400U4U9 Carmignac Credit 2031\n",
"44 FR001400XCT7 Carmignac Credit 2031\n",
"45 FR0010956607 Carmignac Emergents\n",
"46 FR0011269372 Carmignac Emergents\n",
"47 FR0011269380 Carmignac Emergents\n",
"48 FR0011147446 Carmignac Emergents\n",
"49 FR0010149302 Carmignac Emergents\n",
"50 FR0011269349 Carmignac Emergents\n",
"51 FR0011269364 Carmignac Emergents\n",
"52 FR001400XC60 Carmignac Epargne Actions Monde ISR\n",
"53 FR0010149112 Carmignac Euro-Entrepreneurs\n",
"54 FR0014000AL1 Carmignac Euro-Entrepreneurs\n",
"55 FR0010149278 Carmignac Euro-Investissement\n",
"56 FR00140051L1 Carmignac Global Active\n",
"57 FR0010149096 Carmignac Innovation\n",
"58 FR0011269182 Carmignac Investissement\n",
"59 FR0011269554 Carmignac Investissement\n",
"60 FR0011269190 Carmignac Investissement\n",
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"219 LU1966631001 Carmignac Portfolio Grandchildren\n",
"220 LU2782951763 Carmignac Portfolio Grandchildren\n",
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"225 LU0807689079 Carmignac Portfolio Grande Europe\n",
"226 LU1792392729 Carmignac Portfolio Grande Europe\n",
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"243 LU2154448133 Carmignac Portfolio Grande Europe\n",
"244 LU2295992163 Carmignac Portfolio Human Xperience\n",
"245 LU2295992247 Carmignac Portfolio Human Xperience\n",
"246 LU2947293564 Carmignac Portfolio Human Xperience\n",
"247 LU2601234839 Carmignac Portfolio Human Xperience\n",
"248 LU3088560464 Carmignac Portfolio Inflation Solution\n",
"249 LU2715954504 Carmignac Portfolio Inflation Solution\n",
"250 LU2715954330 Carmignac Portfolio Inflation Solution\n",
"251 LU0109929157 Carmignac Portfolio Infotech\n",
"252 LU0992626134 Carmignac Portfolio Investissement\n",
"253 LU1299311321 Carmignac Portfolio Investissement\n",
"254 LU0992626050 Carmignac Portfolio Investissement\n",
"255 LU0992626217 Carmignac Portfolio Investissement\n",
"256 LU0992625839 Carmignac Portfolio Investissement\n",
"257 LU0992625912 Carmignac Portfolio Investissement\n",
"258 LU1299311834 Carmignac Portfolio Investissement\n",
"259 LU3149200746 Carmignac Portfolio Investissement\n",
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"261 LU1299311164 Carmignac Portfolio Investissement\n",
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"272 LU2914157503 Carmignac Portfolio Long-Short European Equities\n",
"273 LU0992627298 Carmignac Portfolio Long-Short European Equities\n",
"274 LU0992627454 Carmignac Portfolio Long-Short European Equities\n",
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"277 LU2278971804 Carmignac Portfolio Long-Short Global Equities\n",
"278 LU1910837258 Carmignac Portfolio Long-Short Global Equities\n",
"279 LU0807690598 Carmignac Portfolio Market Neutral\n",
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"281 LU0807690325 Carmignac Portfolio Market Neutral\n",
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"296 LU1792391671 Carmignac Portfolio Patrimoine\n",
"297 LU0992628346 Carmignac Portfolio Patrimoine\n",
"298 LU0992628429 Carmignac Portfolio Patrimoine\n",
"299 LU1163533935 Carmignac Portfolio Patrimoine\n",
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"304 LU1163533349 Carmignac Portfolio Patrimoine\n",
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"306 LU0992628189 Carmignac Portfolio Patrimoine\n",
"307 LU1163533422 Carmignac Portfolio Patrimoine\n",
"308 LU1163533778 Carmignac Portfolio Patrimoine\n",
"309 LU0992628007 Carmignac Portfolio Patrimoine\n",
"310 LU0992627702 Carmignac Portfolio Patrimoine\n",
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"321 LU2490324253 Carmignac Portfolio Sécurité\n",
"322 LU0992625169 Carmignac Portfolio Sécurité\n",
"323 LU2426951195 Carmignac Portfolio Sécurité\n",
"324 LU0992625243 Carmignac Portfolio Sécurité\n",
"325 LU1299306321 Carmignac Portfolio Sécurité\n",
"326 LU1299306834 Carmignac Portfolio Sécurité\n",
"327 LU1299307055 Carmignac Portfolio Sécurité\n",
"328 LU0992624949 Carmignac Portfolio Sécurité\n",
"329 LU1299306677 Carmignac Portfolio Sécurité\n",
"330 LU1792391911 Carmignac Portfolio Sécurité\n",
"331 LU0992625086 Carmignac Portfolio Sécurité\n",
"332 LU2809794220 Carmignac Portfolio Tech Solutions\n",
"333 LU2809794493 Carmignac Portfolio Tech Solutions\n",
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"336 LU2809794576 Carmignac Portfolio Tech Solutions\n",
"337 LU3060210443 Carmignac Portfolio Tech Solutions\n",
"338 LU2809794733 Carmignac Portfolio Tech Solutions\n",
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"341 LU2799473124 Carmignac S.A. SICAV - PART II UCI Private Eve...\n",
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"382 LU2721495260 LUX IM - Carmignac Emerging Flexible Bond\n",
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]
},
"execution_count": 13,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"# Tableau unique Fund Name + ISIN, trié par ISIN puis par nom de fonds\n",
"pd.set_option(\"display.max_rows\", None)\n",
"pd.set_option(\"display.max_columns\", None)\n",
"\n",
"fund_isin_table = (\n",
" df_aum[[\"Product - Isin\", \"Product - Fund\"]]\n",
" .dropna(subset=[\"Product - Isin\",\"Product - Fund\"])\n",
" .drop_duplicates()\n",
" .sort_values([\"Product - Fund\"])\n",
" .reset_index(drop=True)\n",
")\n",
"\n",
"print(f\"Nombre de couples uniques fund/isin : {fund_isin_table.shape[0]}\")\n",
"fund_isin_table"
]
},
{
"cell_type": "markdown",
"id": "b568bbc3-55ad-4dcb-bdb0-94e9a154575d",
"metadata": {},
"source": [
"---\n",
"## 3. Part 0 — Define Family Funds & Select top 15 funds\n"
]
},
{
"cell_type": "code",
"execution_count": 14,
"id": "70c8591f-29aa-4d2f-94bb-d3a280cbe5bb",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Nombre de couples ISIN/Fund : 387\n",
"Nombre de funds uniques : 69\n",
"Nombre de families uniques : 65\n"
]
},
{
"data": {
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"<table border=\"1\" class=\"dataframe\">\n",
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" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>Product - Isin</th>\n",
" <th>Product - Fund</th>\n",
" <th>fund_family</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>FR0000999999</td>\n",
" <td>Carmignac Court Terme</td>\n",
" <td>Carmignac Court Terme</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>FR0010135103</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>FR0010147603</td>\n",
" <td>Carmignac Investissement Latitude</td>\n",
" <td>Carmignac Investissement Latitude</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>FR0010148981</td>\n",
" <td>Carmignac Investissement</td>\n",
" <td>Carmignac Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>FR0010148999</td>\n",
" <td>Carmignac Profil Réactif 75</td>\n",
" <td>Carmignac Profil Réactif &lt;NUM&gt;</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5</th>\n",
" <td>FR0010149096</td>\n",
" <td>Carmignac Innovation</td>\n",
" <td>Carmignac Innovation</td>\n",
" </tr>\n",
" <tr>\n",
" <th>6</th>\n",
" <td>FR0010149112</td>\n",
" <td>Carmignac Euro-Entrepreneurs</td>\n",
" <td>Carmignac Euro-Entrepreneurs</td>\n",
" </tr>\n",
" <tr>\n",
" <th>7</th>\n",
" <td>FR0010149120</td>\n",
" <td>Carmignac Sécurité</td>\n",
" <td>Carmignac Sécurité</td>\n",
" </tr>\n",
" <tr>\n",
" <th>8</th>\n",
" <td>FR0010149161</td>\n",
" <td>Carmignac Court Terme</td>\n",
" <td>Carmignac Court Terme</td>\n",
" </tr>\n",
" <tr>\n",
" <th>9</th>\n",
" <td>FR0010149179</td>\n",
" <td>Carmignac Absolute Return Europe</td>\n",
" <td>Carmignac Absolute Return Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>10</th>\n",
" <td>FR0010149203</td>\n",
" <td>Carmignac Multi Expertise</td>\n",
" <td>Carmignac Multi Expertise</td>\n",
" </tr>\n",
" <tr>\n",
" <th>11</th>\n",
" <td>FR0010149211</td>\n",
" <td>Carmignac Profil Réactif 100</td>\n",
" <td>Carmignac Profil Réactif &lt;NUM&gt;</td>\n",
" </tr>\n",
" <tr>\n",
" <th>12</th>\n",
" <td>FR0010149278</td>\n",
" <td>Carmignac Euro-Investissement</td>\n",
" <td>Carmignac Euro-Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>13</th>\n",
" <td>FR0010149302</td>\n",
" <td>Carmignac Emergents</td>\n",
" <td>Carmignac Emergents</td>\n",
" </tr>\n",
" <tr>\n",
" <th>14</th>\n",
" <td>FR0010306142</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>15</th>\n",
" <td>FR0010312660</td>\n",
" <td>Carmignac Investissement</td>\n",
" <td>Carmignac Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>16</th>\n",
" <td>FR0010956607</td>\n",
" <td>Carmignac Emergents</td>\n",
" <td>Carmignac Emergents</td>\n",
" </tr>\n",
" <tr>\n",
" <th>17</th>\n",
" <td>FR0010956615</td>\n",
" <td>Carmignac Investissement</td>\n",
" <td>Carmignac Investissement</td>\n",
" </tr>\n",
" <tr>\n",
" <th>18</th>\n",
" <td>FR0010956649</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" </tr>\n",
" <tr>\n",
" <th>19</th>\n",
" <td>FR0011147446</td>\n",
" <td>Carmignac Emergents</td>\n",
" <td>Carmignac Emergents</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" Product - Isin Product - Fund \\\n",
"0 FR0000999999 Carmignac Court Terme \n",
"1 FR0010135103 Carmignac Patrimoine \n",
"2 FR0010147603 Carmignac Investissement Latitude \n",
"3 FR0010148981 Carmignac Investissement \n",
"4 FR0010148999 Carmignac Profil Réactif 75 \n",
"5 FR0010149096 Carmignac Innovation \n",
"6 FR0010149112 Carmignac Euro-Entrepreneurs \n",
"7 FR0010149120 Carmignac Sécurité \n",
"8 FR0010149161 Carmignac Court Terme \n",
"9 FR0010149179 Carmignac Absolute Return Europe \n",
"10 FR0010149203 Carmignac Multi Expertise \n",
"11 FR0010149211 Carmignac Profil Réactif 100 \n",
"12 FR0010149278 Carmignac Euro-Investissement \n",
"13 FR0010149302 Carmignac Emergents \n",
"14 FR0010306142 Carmignac Patrimoine \n",
"15 FR0010312660 Carmignac Investissement \n",
"16 FR0010956607 Carmignac Emergents \n",
"17 FR0010956615 Carmignac Investissement \n",
"18 FR0010956649 Carmignac Patrimoine \n",
"19 FR0011147446 Carmignac Emergents \n",
"\n",
" fund_family \n",
"0 Carmignac Court Terme \n",
"1 Carmignac Patrimoine \n",
"2 Carmignac Investissement Latitude \n",
"3 Carmignac Investissement \n",
"4 Carmignac Profil Réactif <NUM> \n",
"5 Carmignac Innovation \n",
"6 Carmignac Euro-Entrepreneurs \n",
"7 Carmignac Sécurité \n",
"8 Carmignac Court Terme \n",
"9 Carmignac Absolute Return Europe \n",
"10 Carmignac Multi Expertise \n",
"11 Carmignac Profil Réactif <NUM> \n",
"12 Carmignac Euro-Investissement \n",
"13 Carmignac Emergents \n",
"14 Carmignac Patrimoine \n",
"15 Carmignac Investissement \n",
"16 Carmignac Emergents \n",
"17 Carmignac Investissement \n",
"18 Carmignac Patrimoine \n",
"19 Carmignac Emergents "
]
},
"execution_count": 14,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"import re\n",
"import numpy as np\n",
"import pandas as pd\n",
"\n",
"# =========================================================\n",
"# 1) Fonction conservative de construction de famille\n",
"# - même nom => même famille\n",
"# - différence purement numérique => même famille\n",
"# - sinon famille différente\n",
"# =========================================================\n",
"\n",
"\n",
"def build_fund_family_numeric_only(fund_name):\n",
" if pd.isna(fund_name): # si le nom du fund est manquant\n",
" return np.nan # on retourne NaN\n",
" \n",
" s = str(fund_name).strip() # transforme en string + enlève espaces début/fin\n",
" \n",
" family = re.sub(r\"\\d+\", \"<NUM>\", s) # remplace tous les nombres par \"<NUM>\"\n",
" # ex: \"Credit 2027\" -> \"Credit <NUM>\"\n",
" \n",
" family = re.sub(r\"\\s+\", \" \", family).strip() \n",
" # remplace espaces multiples par 1 seul + nettoie\n",
" \n",
" return family # retourne la famille construite\n",
"\n",
"fund_family_table = (\n",
" df_aum[[ISIN_COL, FUND_COL]] # on garde seulement ISIN et nom du fund\n",
" .dropna(subset=[ISIN_COL, FUND_COL]) # enlève lignes avec valeurs manquantes\n",
" .drop_duplicates() # enlève doublons (même ISIN + fund)\n",
" .sort_values([ISIN_COL, FUND_COL]) # trie pour lisibilité\n",
" .reset_index(drop=True) # reset index propre\n",
")\n",
"\n",
"fund_family_table[\"fund_family\"] = fund_family_table[FUND_COL].apply(build_fund_family_numeric_only)\n",
"## applique la fonction à chaque nom de fund pour créer la colonne \"fund_family\"\n",
"\n",
"print(\"Nombre de couples ISIN/Fund :\", fund_family_table.shape[0])\n",
"print(\"Nombre de funds uniques :\", fund_family_table[FUND_COL].nunique())\n",
"print(\"Nombre de families uniques :\", fund_family_table[\"fund_family\"].nunique())\n",
"\n",
"fund_family_table.head(20)"
]
},
{
"cell_type": "markdown",
"id": "d34f5ecf",
"metadata": {},
"source": [
"---\n",
"## 3. Monthly Panel Construction\n",
"\n",
"A full outer join of AUM and flows at `(account, ISIN, month)` granularity, enriched with NAV returns and interest rate changes.\n"
]
},
{
"cell_type": "code",
"execution_count": 16,
"id": "25f3dce4",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"df_rel_m shape: (5184382, 20)\n"
]
}
],
"source": [
"df_flows_m = (\n",
" df_flows\n",
" .dropna(subset=[ID_COL, ISIN_COL, \"month\"])\n",
" .assign(\n",
" gross_flow_qty=lambda x: x[FLOW_QTY_COL].abs(),\n",
" sub_qty=lambda x: x[FLOW_SUB_COL].fillna(0),\n",
" red_qty=lambda x: x[FLOW_RED_COL].fillna(0)\n",
" )\n",
" .groupby([ID_COL, ISIN_COL, \"month\"], as_index=False)\n",
" .agg(\n",
" net_flow_qty=(FLOW_QTY_COL, \"sum\"),\n",
" gross_flow_qty=(\"gross_flow_qty\", \"sum\"),\n",
" sub_qty=(\"sub_qty\", \"sum\"),\n",
" red_qty=(\"red_qty\", \"sum\"),\n",
" n_tx=(FLOW_QTY_COL, \"size\"),\n",
" region=(REGION_COL, \"last\"),\n",
" country=(COUNTRY_COL, \"last\")\n",
" )\n",
")\n",
"\n",
"df_aum_m = (\n",
" df_aum\n",
" .dropna(subset=[ID_COL, ISIN_COL, FUND_COL, \"month\"])\n",
" .groupby([ID_COL, ISIN_COL, FUND_COL, \"month\"], as_index=False)\n",
" .agg(\n",
" aum_qty=(AUM_QTY_COL, \"sum\"),\n",
" aum_val=(AUM_VAL_COL, \"sum\"),\n",
" asset_type=(ASSET_COL, \"last\"),\n",
" region=(REGION_COL, \"last\"),\n",
" country=(COUNTRY_COL, \"last\")\n",
" )\n",
")\n",
"\n",
"keys = pd.concat([\n",
" df_flows_m[[ID_COL, ISIN_COL, \"month\"]],\n",
" df_aum_m[[ID_COL, ISIN_COL, \"month\"]]\n",
"]).drop_duplicates()\n",
"\n",
"df_rel_m = (\n",
" keys\n",
" .merge(df_aum_m, on=[ID_COL, ISIN_COL, \"month\"], how=\"left\")\n",
" .merge(df_flows_m, on=[ID_COL, ISIN_COL, \"month\"], how=\"left\", suffixes=(\"\", \"_flow\"))\n",
")\n",
"\n",
"for c in [\"aum_qty\", \"aum_val\", \"net_flow_qty\", \"gross_flow_qty\", \"sub_qty\", \"red_qty\", \"n_tx\"]:\n",
" df_rel_m[c] = df_rel_m[c].fillna(0)\n",
"\n",
"df_rel_m[\"region\"] = df_rel_m[\"region\"].fillna(df_rel_m.get(\"region_flow\"))\n",
"df_rel_m[\"country\"] = df_rel_m[\"country\"].fillna(df_rel_m.get(\"country_flow\"))\n",
"\n",
"df_rel_m[\"active_rel_month\"] = (df_rel_m[\"gross_flow_qty\"] > 0).astype(int)\n",
"df_rel_m[\"holding_rel_month\"] = (df_rel_m[\"aum_qty\"] > 0).astype(int)\n",
"\n",
"df_rel_m[\"flow_to_aum_rel\"] = np.where(\n",
" df_rel_m[\"aum_qty\"].abs() > 0,\n",
" df_rel_m[\"net_flow_qty\"] / df_rel_m[\"aum_qty\"].abs(),\n",
" np.nan\n",
")\n",
"\n",
"df_rel_m[\"turnover_rel\"] = np.where(\n",
" df_rel_m[\"aum_qty\"].abs() > 0,\n",
" df_rel_m[\"gross_flow_qty\"] / df_rel_m[\"aum_qty\"].abs(),\n",
" np.nan\n",
")\n",
"\n",
"print(\"df_rel_m shape:\", df_rel_m.shape)"
]
},
{
"cell_type": "code",
"execution_count": 17,
"id": "0e95eaaa-3c49-44b9-b049-fee5ecba66ef",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Panel with NAV/rates: (5184382, 22)\n"
]
}
],
"source": [
"df_nav_m = (\n",
" df_nav\n",
" .dropna(subset=[NAV_ISIN_COL, \"month\", NAV_PRICE_COL])\n",
" .sort_values([NAV_ISIN_COL, \"month\"])\n",
" .groupby([NAV_ISIN_COL, \"month\"], as_index=False)\n",
" .tail(1)\n",
")\n",
"\n",
"df_nav_m[\"ret_fund_m\"] = df_nav_m.groupby(NAV_ISIN_COL)[NAV_PRICE_COL].pct_change()\n",
"\n",
"df_nav_m = df_nav_m.rename(columns={NAV_ISIN_COL: ISIN_COL})[\n",
" [ISIN_COL, \"month\", \"ret_fund_m\"]\n",
"]\n",
"\n",
"df_rates_m = (\n",
" df_rates\n",
" .dropna(subset=[\"month\", RATE_VAL_COL])\n",
" .sort_values(RATE_DATE_COL)\n",
" .groupby(\"month\", as_index=False)\n",
" .tail(1)\n",
")\n",
"\n",
"df_rates_m[\"delta_rate_m\"] = df_rates_m[RATE_VAL_COL].diff()\n",
"df_rates_m = df_rates_m[[\"month\", \"delta_rate_m\"]]\n",
"\n",
"df_rel_m = df_rel_m.merge(df_nav_m, on=[ISIN_COL, \"month\"], how=\"left\")\n",
"df_rel_m = df_rel_m.merge(df_rates_m, on=\"month\", how=\"left\")\n",
"\n",
"for c in [\"ret_fund_m\", \"delta_rate_m\"]:\n",
" df_rel_m[c] = df_rel_m[c].fillna(0)\n",
"\n",
"print(\"Panel with NAV/rates:\", df_rel_m.shape)"
]
},
{
"cell_type": "code",
"execution_count": 18,
"id": "3ab14e2d-4d0c-4598-af3b-78c10b162510",
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
"<div>\n",
"<style scoped>\n",
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" vertical-align: top;\n",
" }\n",
"\n",
" .dataframe thead th {\n",
" text-align: right;\n",
" }\n",
"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>Registrar Account - ID</th>\n",
" <th>Product - Isin</th>\n",
" <th>month</th>\n",
" <th>Product - Fund</th>\n",
" <th>aum_qty</th>\n",
" <th>aum_val</th>\n",
" <th>asset_type</th>\n",
" <th>region</th>\n",
" <th>country</th>\n",
" <th>net_flow_qty</th>\n",
" <th>gross_flow_qty</th>\n",
" <th>sub_qty</th>\n",
" <th>red_qty</th>\n",
" <th>n_tx</th>\n",
" <th>region_flow</th>\n",
" <th>country_flow</th>\n",
" <th>active_rel_month</th>\n",
" <th>holding_rel_month</th>\n",
" <th>flow_to_aum_rel</th>\n",
" <th>turnover_rel</th>\n",
" <th>ret_fund_m</th>\n",
" <th>delta_rate_m</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>5184380</th>\n",
" <td>88928</td>\n",
" <td>LU0099161993</td>\n",
" <td>2021-07-01</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>Equity</td>\n",
" <td>Luxembourg</td>\n",
" <td>Luxembourg</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>-0.001</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5184381</th>\n",
" <td>88928</td>\n",
" <td>LU0099161993</td>\n",
" <td>2021-08-01</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>Equity</td>\n",
" <td>Luxembourg</td>\n",
" <td>Luxembourg</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>-0.003</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" Registrar Account - ID Product - Isin month \\\n",
"5184380 88928 LU0099161993 2021-07-01 \n",
"5184381 88928 LU0099161993 2021-08-01 \n",
"\n",
" Product - Fund aum_qty aum_val asset_type \\\n",
"5184380 Carmignac Portfolio Grande Europe 0.0 0.0 Equity \n",
"5184381 Carmignac Portfolio Grande Europe 0.0 0.0 Equity \n",
"\n",
" region country net_flow_qty gross_flow_qty sub_qty \\\n",
"5184380 Luxembourg Luxembourg 0.0 0.0 0.0 \n",
"5184381 Luxembourg Luxembourg 0.0 0.0 0.0 \n",
"\n",
" red_qty n_tx region_flow country_flow active_rel_month \\\n",
"5184380 0.0 0.0 NaN NaN 0 \n",
"5184381 0.0 0.0 NaN NaN 0 \n",
"\n",
" holding_rel_month flow_to_aum_rel turnover_rel ret_fund_m \\\n",
"5184380 0 NaN NaN 0.0 \n",
"5184381 0 NaN NaN 0.0 \n",
"\n",
" delta_rate_m \n",
"5184380 -0.001 \n",
"5184381 -0.003 "
]
},
"execution_count": 18,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df_rel_m.tail(2)"
]
},
{
"cell_type": "code",
"execution_count": 19,
"id": "bcefe148-dd84-476d-a960-52fabe5d92a7",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"np.int64(527529)"
]
},
"execution_count": 19,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df_rel_m[FUND_COL].isna().sum()"
]
},
{
"cell_type": "code",
"execution_count": 20,
"id": "ec5783a8-4f47-42ff-a8d3-7276e355a34d",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"(5184382, 22)"
]
},
"execution_count": 20,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df_rel_m.shape "
]
},
{
"cell_type": "code",
"execution_count": 21,
"id": "f4c2a3fd-2595-445b-95f5-bd544355e23d",
"metadata": {},
"outputs": [
{
"data": {
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"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>Registrar Account - ID</th>\n",
" <th>Product - Isin</th>\n",
" <th>month</th>\n",
" <th>Product - Fund</th>\n",
" <th>aum_qty</th>\n",
" <th>aum_val</th>\n",
" <th>asset_type</th>\n",
" <th>region</th>\n",
" <th>country</th>\n",
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" <th>red_qty</th>\n",
" <th>n_tx</th>\n",
" <th>region_flow</th>\n",
" <th>country_flow</th>\n",
" <th>active_rel_month</th>\n",
" <th>holding_rel_month</th>\n",
" <th>flow_to_aum_rel</th>\n",
" <th>turnover_rel</th>\n",
" <th>ret_fund_m</th>\n",
" <th>delta_rate_m</th>\n",
" <th>fund_family</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>5184372</th>\n",
" <td>88928</td>\n",
" <td>LU0099161993</td>\n",
" <td>2020-11-01</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
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" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>-0.004</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5184373</th>\n",
" <td>88928</td>\n",
" <td>LU0099161993</td>\n",
" <td>2020-12-01</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>Equity</td>\n",
" <td>Luxembourg</td>\n",
" <td>Luxembourg</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.004</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5184374</th>\n",
" <td>88928</td>\n",
" <td>LU0099161993</td>\n",
" <td>2021-01-01</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>Equity</td>\n",
" <td>Luxembourg</td>\n",
" <td>Luxembourg</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>-0.007</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5184375</th>\n",
" <td>88928</td>\n",
" <td>LU0099161993</td>\n",
" <td>2021-02-01</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>Equity</td>\n",
" <td>Luxembourg</td>\n",
" <td>Luxembourg</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.001</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5184376</th>\n",
" <td>88928</td>\n",
" <td>LU0099161993</td>\n",
" <td>2021-03-01</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>Equity</td>\n",
" <td>Luxembourg</td>\n",
" <td>Luxembourg</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>-0.003</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5184377</th>\n",
" <td>88928</td>\n",
" <td>LU0099161993</td>\n",
" <td>2021-04-01</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>Equity</td>\n",
" <td>Luxembourg</td>\n",
" <td>Luxembourg</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5184378</th>\n",
" <td>88928</td>\n",
" <td>LU0099161993</td>\n",
" <td>2021-05-01</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>Equity</td>\n",
" <td>Luxembourg</td>\n",
" <td>Luxembourg</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5184379</th>\n",
" <td>88928</td>\n",
" <td>LU0099161993</td>\n",
" <td>2021-06-01</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>Equity</td>\n",
" <td>Luxembourg</td>\n",
" <td>Luxembourg</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.001</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5184380</th>\n",
" <td>88928</td>\n",
" <td>LU0099161993</td>\n",
" <td>2021-07-01</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>Equity</td>\n",
" <td>Luxembourg</td>\n",
" <td>Luxembourg</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>-0.001</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5184381</th>\n",
" <td>88928</td>\n",
" <td>LU0099161993</td>\n",
" <td>2021-08-01</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>Equity</td>\n",
" <td>Luxembourg</td>\n",
" <td>Luxembourg</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>-0.003</td>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" Registrar Account - ID Product - Isin month \\\n",
"5184372 88928 LU0099161993 2020-11-01 \n",
"5184373 88928 LU0099161993 2020-12-01 \n",
"5184374 88928 LU0099161993 2021-01-01 \n",
"5184375 88928 LU0099161993 2021-02-01 \n",
"5184376 88928 LU0099161993 2021-03-01 \n",
"5184377 88928 LU0099161993 2021-04-01 \n",
"5184378 88928 LU0099161993 2021-05-01 \n",
"5184379 88928 LU0099161993 2021-06-01 \n",
"5184380 88928 LU0099161993 2021-07-01 \n",
"5184381 88928 LU0099161993 2021-08-01 \n",
"\n",
" Product - Fund aum_qty aum_val asset_type \\\n",
"5184372 Carmignac Portfolio Grande Europe 0.0 0.0 Equity \n",
"5184373 Carmignac Portfolio Grande Europe 0.0 0.0 Equity \n",
"5184374 Carmignac Portfolio Grande Europe 0.0 0.0 Equity \n",
"5184375 Carmignac Portfolio Grande Europe 0.0 0.0 Equity \n",
"5184376 Carmignac Portfolio Grande Europe 0.0 0.0 Equity \n",
"5184377 Carmignac Portfolio Grande Europe 0.0 0.0 Equity \n",
"5184378 Carmignac Portfolio Grande Europe 0.0 0.0 Equity \n",
"5184379 Carmignac Portfolio Grande Europe 0.0 0.0 Equity \n",
"5184380 Carmignac Portfolio Grande Europe 0.0 0.0 Equity \n",
"5184381 Carmignac Portfolio Grande Europe 0.0 0.0 Equity \n",
"\n",
" region country net_flow_qty gross_flow_qty sub_qty \\\n",
"5184372 Luxembourg Luxembourg 0.0 0.0 0.0 \n",
"5184373 Luxembourg Luxembourg 0.0 0.0 0.0 \n",
"5184374 Luxembourg Luxembourg 0.0 0.0 0.0 \n",
"5184375 Luxembourg Luxembourg 0.0 0.0 0.0 \n",
"5184376 Luxembourg Luxembourg 0.0 0.0 0.0 \n",
"5184377 Luxembourg Luxembourg 0.0 0.0 0.0 \n",
"5184378 Luxembourg Luxembourg 0.0 0.0 0.0 \n",
"5184379 Luxembourg Luxembourg 0.0 0.0 0.0 \n",
"5184380 Luxembourg Luxembourg 0.0 0.0 0.0 \n",
"5184381 Luxembourg Luxembourg 0.0 0.0 0.0 \n",
"\n",
" red_qty n_tx region_flow country_flow active_rel_month \\\n",
"5184372 0.0 0.0 NaN NaN 0 \n",
"5184373 0.0 0.0 NaN NaN 0 \n",
"5184374 0.0 0.0 NaN NaN 0 \n",
"5184375 0.0 0.0 NaN NaN 0 \n",
"5184376 0.0 0.0 NaN NaN 0 \n",
"5184377 0.0 0.0 NaN NaN 0 \n",
"5184378 0.0 0.0 NaN NaN 0 \n",
"5184379 0.0 0.0 NaN NaN 0 \n",
"5184380 0.0 0.0 NaN NaN 0 \n",
"5184381 0.0 0.0 NaN NaN 0 \n",
"\n",
" holding_rel_month flow_to_aum_rel turnover_rel ret_fund_m \\\n",
"5184372 0 NaN NaN 0.0 \n",
"5184373 0 NaN NaN 0.0 \n",
"5184374 0 NaN NaN 0.0 \n",
"5184375 0 NaN NaN 0.0 \n",
"5184376 0 NaN NaN 0.0 \n",
"5184377 0 NaN NaN 0.0 \n",
"5184378 0 NaN NaN 0.0 \n",
"5184379 0 NaN NaN 0.0 \n",
"5184380 0 NaN NaN 0.0 \n",
"5184381 0 NaN NaN 0.0 \n",
"\n",
" delta_rate_m fund_family \n",
"5184372 -0.004 Carmignac Portfolio Grande Europe \n",
"5184373 0.004 Carmignac Portfolio Grande Europe \n",
"5184374 -0.007 Carmignac Portfolio Grande Europe \n",
"5184375 0.001 Carmignac Portfolio Grande Europe \n",
"5184376 -0.003 Carmignac Portfolio Grande Europe \n",
"5184377 0.000 Carmignac Portfolio Grande Europe \n",
"5184378 0.000 Carmignac Portfolio Grande Europe \n",
"5184379 0.001 Carmignac Portfolio Grande Europe \n",
"5184380 -0.001 Carmignac Portfolio Grande Europe \n",
"5184381 -0.003 Carmignac Portfolio Grande Europe "
]
},
"execution_count": 21,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"#merge famille\n",
"df_rel_m = df_rel_m.merge(\n",
" fund_family_table[[ISIN_COL, FUND_COL, \"fund_family\"]],\n",
" on=[ISIN_COL, FUND_COL],\n",
" how=\"left\"\n",
")\n",
"df_rel_m.tail(10)"
]
},
{
"cell_type": "code",
"execution_count": 23,
"id": "f4fb4a9f-b354-42d0-8699-bf6fc1e26bb9",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"df_family_month shape: (3805010, 23)\n"
]
},
{
"data": {
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"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>Registrar Account - ID</th>\n",
" <th>fund_family</th>\n",
" <th>month</th>\n",
" <th>aum_qty</th>\n",
" <th>aum_val</th>\n",
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" <th>sub_qty</th>\n",
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" <th>n_isin_active</th>\n",
" <th>ret_fund_m</th>\n",
" <th>delta_rate_m</th>\n",
" <th>region</th>\n",
" <th>country</th>\n",
" <th>active_month</th>\n",
" <th>flow_to_aum_m</th>\n",
" <th>turnover_m</th>\n",
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" <th>red_share_m</th>\n",
" <th>aum_peak_to_date</th>\n",
" <th>aum_drawdown</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>0</th>\n",
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" <td>NaN</td>\n",
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" <tr>\n",
" <th>1</th>\n",
" <td>100000014</td>\n",
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" <td>2015-02-01</td>\n",
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" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>-0.022</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
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" <td>NaN</td>\n",
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" <th>2</th>\n",
" <td>100000014</td>\n",
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" <td>0.0</td>\n",
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" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>-0.014</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>2015-04-01</td>\n",
" <td>0.0</td>\n",
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" <td>0.000000</td>\n",
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" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
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" <td>2015-05-01</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
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" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>-0.053</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
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" <th>5</th>\n",
" <td>100000014</td>\n",
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" <th>6</th>\n",
" <td>100000014</td>\n",
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" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>-0.008</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
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" <th>8</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>2015-09-01</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
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" <td>0</td>\n",
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" <td>0.000000</td>\n",
" <td>-0.012</td>\n",
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" <tr>\n",
" <th>9</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>2015-10-01</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>-0.007</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" Registrar Account - ID fund_family month \\\n",
"0 100000014 Carmignac Portfolio Climate Transition 2015-01-01 \n",
"1 100000014 Carmignac Portfolio Climate Transition 2015-02-01 \n",
"2 100000014 Carmignac Portfolio Climate Transition 2015-03-01 \n",
"3 100000014 Carmignac Portfolio Climate Transition 2015-04-01 \n",
"4 100000014 Carmignac Portfolio Climate Transition 2015-05-01 \n",
"5 100000014 Carmignac Portfolio Climate Transition 2015-06-01 \n",
"6 100000014 Carmignac Portfolio Climate Transition 2015-07-01 \n",
"7 100000014 Carmignac Portfolio Climate Transition 2015-08-01 \n",
"8 100000014 Carmignac Portfolio Climate Transition 2015-09-01 \n",
"9 100000014 Carmignac Portfolio Climate Transition 2015-10-01 \n",
"\n",
" aum_qty aum_val net_flow_qty gross_flow_qty sub_qty red_qty n_tx \\\n",
"0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"\n",
" n_isin_held n_isin_active ret_fund_m delta_rate_m region \\\n",
"0 0 0 0.064516 -0.058 Switzerland \n",
"1 0 0 0.000000 -0.022 Switzerland \n",
"2 0 0 0.000000 -0.014 Switzerland \n",
"3 0 0 0.000000 -0.077 Switzerland \n",
"4 0 0 0.000000 -0.053 Switzerland \n",
"5 0 0 0.045455 0.020 Switzerland \n",
"6 0 0 0.000000 -0.042 Switzerland \n",
"7 0 0 0.000000 -0.008 Switzerland \n",
"8 0 0 0.000000 -0.012 Switzerland \n",
"9 0 0 0.000000 -0.007 Switzerland \n",
"\n",
" country active_month flow_to_aum_m turnover_m sub_share_m \\\n",
"0 Switzerland 0 NaN NaN NaN \n",
"1 Switzerland 0 NaN NaN NaN \n",
"2 Switzerland 0 NaN NaN NaN \n",
"3 Switzerland 0 NaN NaN NaN \n",
"4 Switzerland 0 NaN NaN NaN \n",
"5 Switzerland 0 NaN NaN NaN \n",
"6 Switzerland 0 NaN NaN NaN \n",
"7 Switzerland 0 NaN NaN NaN \n",
"8 Switzerland 0 NaN NaN NaN \n",
"9 Switzerland 0 NaN NaN NaN \n",
"\n",
" red_share_m aum_peak_to_date aum_drawdown \n",
"0 NaN 0.0 NaN \n",
"1 NaN 0.0 NaN \n",
"2 NaN 0.0 NaN \n",
"3 NaN 0.0 NaN \n",
"4 NaN 0.0 NaN \n",
"5 NaN 0.0 NaN \n",
"6 NaN 0.0 NaN \n",
"7 NaN 0.0 NaN \n",
"8 NaN 0.0 NaN \n",
"9 NaN 0.0 NaN "
]
},
"execution_count": 23,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"#construction du panel mensuel compte × famille × mois \n",
"tmp = df_rel_m.copy()\n",
"tmp[\"isin_held_flag\"] = (tmp[\"aum_qty\"] > 0).astype(int)\n",
"tmp[\"isin_active_flag\"] = (tmp[\"gross_flow_qty\"] > 0).astype(int)\n",
"\n",
"df_family_month = (\n",
" tmp\n",
" .dropna(subset=[ID_COL, \"fund_family\", \"month\"])\n",
" .groupby([ID_COL, \"fund_family\", \"month\"], as_index=False) #groupesur family fund pas code isin\n",
" .agg(\n",
" aum_qty=(\"aum_qty\", \"sum\"), #somme sur les membres de la famille \n",
" aum_val=(\"aum_val\", \"sum\"),\n",
" net_flow_qty=(\"net_flow_qty\", \"sum\"),\n",
" gross_flow_qty=(\"gross_flow_qty\", \"sum\"),\n",
" sub_qty=(\"sub_qty\", \"sum\"),\n",
" red_qty=(\"red_qty\", \"sum\"),\n",
" n_tx=(\"n_tx\", \"sum\"),\n",
" n_isin_held=(\"isin_held_flag\", \"sum\"),\n",
" n_isin_active=(\"isin_active_flag\", \"sum\"),\n",
" ret_fund_m=(\"ret_fund_m\", \"mean\"),\n",
" delta_rate_m=(\"delta_rate_m\", \"first\"),\n",
" region=(\"region\", \"first\"),\n",
" country=(\"country\", \"first\")\n",
" )\n",
" .sort_values([ID_COL, \"fund_family\", \"month\"])\n",
" .reset_index(drop=True)\n",
")\n",
"\n",
"df_family_month[\"active_month\"] = (df_family_month[\"gross_flow_qty\"] > 0).astype(int)\n",
"\n",
"df_family_month[\"flow_to_aum_m\"] = np.where(\n",
" df_family_month[\"aum_qty\"].abs() > 0,\n",
" df_family_month[\"net_flow_qty\"] / df_family_month[\"aum_qty\"].abs(),\n",
" np.nan\n",
")\n",
"\n",
"df_family_month[\"turnover_m\"] = np.where(\n",
" df_family_month[\"aum_qty\"].abs() > 0,\n",
" df_family_month[\"gross_flow_qty\"] / df_family_month[\"aum_qty\"].abs(),\n",
" np.nan\n",
")\n",
"\n",
"df_family_month[\"sub_share_m\"] = np.where(\n",
" df_family_month[\"gross_flow_qty\"] > 0,\n",
" df_family_month[\"sub_qty\"] / df_family_month[\"gross_flow_qty\"],\n",
" np.nan\n",
")\n",
"\n",
"df_family_month[\"red_share_m\"] = np.where(\n",
" df_family_month[\"gross_flow_qty\"] > 0,\n",
" df_family_month[\"red_qty\"] / df_family_month[\"gross_flow_qty\"],\n",
" np.nan\n",
")\n",
"\n",
"df_family_month[\"aum_peak_to_date\"] = df_family_month.groupby([ID_COL, \"fund_family\"])[\"aum_qty\"].cummax()\n",
"\n",
"df_family_month[\"aum_drawdown\"] = np.where(\n",
" df_family_month[\"aum_peak_to_date\"] > 0,\n",
" 1 - df_family_month[\"aum_qty\"] / df_family_month[\"aum_peak_to_date\"],\n",
" np.nan\n",
")\n",
"\n",
"print(\"df_family_month shape:\", df_family_month.shape)\n",
"df_family_month.head(10)"
]
},
{
"cell_type": "markdown",
"id": "9121da21",
"metadata": {},
"source": [
"---\n",
"## 4. Feature Engineering\n"
]
},
{
"cell_type": "code",
"execution_count": 24,
"id": "b7fdb2fe-26ce-4881-903d-01fd6e473ac4",
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
"<div>\n",
"<style scoped>\n",
" .dataframe tbody tr th:only-of-type {\n",
" vertical-align: middle;\n",
" }\n",
"\n",
" .dataframe tbody tr th {\n",
" vertical-align: top;\n",
" }\n",
"\n",
" .dataframe thead th {\n",
" text-align: right;\n",
" }\n",
"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>Registrar Account - ID</th>\n",
" <th>fund_family</th>\n",
" <th>month</th>\n",
" <th>aum_qty</th>\n",
" <th>aum_val</th>\n",
" <th>net_flow_qty</th>\n",
" <th>gross_flow_qty</th>\n",
" <th>sub_qty</th>\n",
" <th>red_qty</th>\n",
" <th>n_tx</th>\n",
" <th>n_isin_held</th>\n",
" <th>n_isin_active</th>\n",
" <th>ret_fund_m</th>\n",
" <th>delta_rate_m</th>\n",
" <th>region</th>\n",
" <th>country</th>\n",
" <th>active_month</th>\n",
" <th>flow_to_aum_m</th>\n",
" <th>turnover_m</th>\n",
" <th>sub_share_m</th>\n",
" <th>red_share_m</th>\n",
" <th>aum_peak_to_date</th>\n",
" <th>aum_drawdown</th>\n",
" <th>total_client_aum_qty</th>\n",
" <th>total_client_aum_val</th>\n",
" <th>family_share_of_client_aum</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>2015-01-01</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.064516</td>\n",
" <td>-0.058</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>2015-02-01</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>-0.022</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>2015-03-01</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>-0.014</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>2015-04-01</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>-0.077</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>2015-05-01</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>-0.053</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>2015-06-01</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.045455</td>\n",
" <td>0.020</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>6</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>2015-07-01</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>-0.042</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>7</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>2015-08-01</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>-0.008</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>8</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>2015-09-01</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>-0.012</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>9</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>2015-10-01</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>-0.007</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" Registrar Account - ID fund_family month \\\n",
"0 100000014 Carmignac Portfolio Climate Transition 2015-01-01 \n",
"1 100000014 Carmignac Portfolio Climate Transition 2015-02-01 \n",
"2 100000014 Carmignac Portfolio Climate Transition 2015-03-01 \n",
"3 100000014 Carmignac Portfolio Climate Transition 2015-04-01 \n",
"4 100000014 Carmignac Portfolio Climate Transition 2015-05-01 \n",
"5 100000014 Carmignac Portfolio Climate Transition 2015-06-01 \n",
"6 100000014 Carmignac Portfolio Climate Transition 2015-07-01 \n",
"7 100000014 Carmignac Portfolio Climate Transition 2015-08-01 \n",
"8 100000014 Carmignac Portfolio Climate Transition 2015-09-01 \n",
"9 100000014 Carmignac Portfolio Climate Transition 2015-10-01 \n",
"\n",
" aum_qty aum_val net_flow_qty gross_flow_qty sub_qty red_qty n_tx \\\n",
"0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"\n",
" n_isin_held n_isin_active ret_fund_m delta_rate_m region \\\n",
"0 0 0 0.064516 -0.058 Switzerland \n",
"1 0 0 0.000000 -0.022 Switzerland \n",
"2 0 0 0.000000 -0.014 Switzerland \n",
"3 0 0 0.000000 -0.077 Switzerland \n",
"4 0 0 0.000000 -0.053 Switzerland \n",
"5 0 0 0.045455 0.020 Switzerland \n",
"6 0 0 0.000000 -0.042 Switzerland \n",
"7 0 0 0.000000 -0.008 Switzerland \n",
"8 0 0 0.000000 -0.012 Switzerland \n",
"9 0 0 0.000000 -0.007 Switzerland \n",
"\n",
" country active_month flow_to_aum_m turnover_m sub_share_m \\\n",
"0 Switzerland 0 NaN NaN NaN \n",
"1 Switzerland 0 NaN NaN NaN \n",
"2 Switzerland 0 NaN NaN NaN \n",
"3 Switzerland 0 NaN NaN NaN \n",
"4 Switzerland 0 NaN NaN NaN \n",
"5 Switzerland 0 NaN NaN NaN \n",
"6 Switzerland 0 NaN NaN NaN \n",
"7 Switzerland 0 NaN NaN NaN \n",
"8 Switzerland 0 NaN NaN NaN \n",
"9 Switzerland 0 NaN NaN NaN \n",
"\n",
" red_share_m aum_peak_to_date aum_drawdown total_client_aum_qty \\\n",
"0 NaN 0.0 NaN 0.0 \n",
"1 NaN 0.0 NaN 0.0 \n",
"2 NaN 0.0 NaN 0.0 \n",
"3 NaN 0.0 NaN 0.0 \n",
"4 NaN 0.0 NaN 0.0 \n",
"5 NaN 0.0 NaN 0.0 \n",
"6 NaN 0.0 NaN 0.0 \n",
"7 NaN 0.0 NaN 0.0 \n",
"8 NaN 0.0 NaN 0.0 \n",
"9 NaN 0.0 NaN 0.0 \n",
"\n",
" total_client_aum_val family_share_of_client_aum \n",
"0 0.0 NaN \n",
"1 0.0 NaN \n",
"2 0.0 NaN \n",
"3 0.0 NaN \n",
"4 0.0 NaN \n",
"5 0.0 NaN \n",
"6 0.0 NaN \n",
"7 0.0 NaN \n",
"8 0.0 NaN \n",
"9 0.0 NaN "
]
},
"execution_count": 24,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"#On calcule : part du fund dans le portefeuille client\n",
"\n",
"df_client_total_month = ( #1 client tous les fonds\n",
" df_rel_m\n",
" .groupby([ID_COL, \"month\"], as_index=False) #client * mois\n",
" .agg(\n",
" total_client_aum_qty=(\"aum_qty\", \"sum\"),\n",
" total_client_aum_val=(\"aum_val\", \"sum\")\n",
" )\n",
")\n",
"\n",
"df_family_month = df_family_month.merge(\n",
" df_client_total_month,\n",
" on=[ID_COL, \"month\"],\n",
" how=\"left\"\n",
")\n",
"\n",
"df_family_month[\"family_share_of_client_aum\"] = np.where( #on cree la nouv colonnes \n",
" df_family_month[\"total_client_aum_val\"].abs() > 0,\n",
" df_family_month[\"aum_val\"] / df_family_month[\"total_client_aum_val\"].abs(),\n",
" np.nan\n",
")\n",
"\n",
"df_family_month.head(10)"
]
},
{
"cell_type": "code",
"execution_count": 25,
"id": "d4a01bcc",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"(3805010, 44)\n"
]
},
{
"data": {
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" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>Registrar Account - ID</th>\n",
" <th>fund_family</th>\n",
" <th>month</th>\n",
" <th>aum_qty</th>\n",
" <th>aum_val</th>\n",
" <th>net_flow_qty</th>\n",
" <th>gross_flow_qty</th>\n",
" <th>sub_qty</th>\n",
" <th>red_qty</th>\n",
" <th>n_tx</th>\n",
" <th>n_isin_held</th>\n",
" <th>n_isin_active</th>\n",
" <th>ret_fund_m</th>\n",
" <th>delta_rate_m</th>\n",
" <th>region</th>\n",
" <th>country</th>\n",
" <th>active_month</th>\n",
" <th>flow_to_aum_m</th>\n",
" <th>turnover_m</th>\n",
" <th>sub_share_m</th>\n",
" <th>red_share_m</th>\n",
" <th>aum_peak_to_date</th>\n",
" <th>aum_drawdown</th>\n",
" <th>total_client_aum_qty</th>\n",
" <th>total_client_aum_val</th>\n",
" <th>family_share_of_client_aum</th>\n",
" <th>prev_aum</th>\n",
" <th>entry_event</th>\n",
" <th>full_exit_event</th>\n",
" <th>ret_fund_m_lag1</th>\n",
" <th>buy_on_perf</th>\n",
" <th>sell_on_perf</th>\n",
" <th>ret_fund_mean3_lag1</th>\n",
" <th>ret_fund_mean6_lag1</th>\n",
" <th>buy_on_perf_mean3</th>\n",
" <th>sell_on_perf_mean3</th>\n",
" <th>buy_on_perf_mean6</th>\n",
" <th>sell_on_perf_mean6</th>\n",
" <th>turnover_m_mean3</th>\n",
" <th>flow_to_aum_m_mean3</th>\n",
" <th>turnover_m_mean6</th>\n",
" <th>flow_to_aum_m_mean6</th>\n",
" <th>turnover_m_mean12</th>\n",
" <th>flow_to_aum_m_mean12</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>0</th>\n",
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" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.064516</td>\n",
" <td>-0.058</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
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" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>2015-02-01</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
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" <td>-0.022</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
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" <td>NaN</td>\n",
" <td>NaN</td>\n",
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" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>2015-03-01</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
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" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>-0.014</td>\n",
" <td>Switzerland</td>\n",
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" <td>0.032258</td>\n",
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" <td>0</td>\n",
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" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>2015-04-01</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
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" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>-0.077</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.021505</td>\n",
" <td>0.021505</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>2015-05-01</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
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" <td>0.000000</td>\n",
" <td>-0.053</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
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" <td>0.0</td>\n",
" <td>NaN</td>\n",
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" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>0.016129</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
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" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>2015-06-01</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
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" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.045455</td>\n",
" <td>0.020</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>0.012903</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>6</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>2015-07-01</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>-0.042</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.045455</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.015152</td>\n",
" <td>0.018328</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
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" <td>0</td>\n",
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" <td>NaN</td>\n",
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" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>7</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>2015-08-01</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>-0.008</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
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" <td>0.015152</td>\n",
" <td>0.007576</td>\n",
" <td>0</td>\n",
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" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>8</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>2015-09-01</td>\n",
" <td>0.0</td>\n",
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" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>-0.012</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
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" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.015152</td>\n",
" <td>0.007576</td>\n",
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" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>9</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>2015-10-01</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>-0.007</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
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" <td>0.007576</td>\n",
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" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" Registrar Account - ID fund_family month \\\n",
"0 100000014 Carmignac Portfolio Climate Transition 2015-01-01 \n",
"1 100000014 Carmignac Portfolio Climate Transition 2015-02-01 \n",
"2 100000014 Carmignac Portfolio Climate Transition 2015-03-01 \n",
"3 100000014 Carmignac Portfolio Climate Transition 2015-04-01 \n",
"4 100000014 Carmignac Portfolio Climate Transition 2015-05-01 \n",
"5 100000014 Carmignac Portfolio Climate Transition 2015-06-01 \n",
"6 100000014 Carmignac Portfolio Climate Transition 2015-07-01 \n",
"7 100000014 Carmignac Portfolio Climate Transition 2015-08-01 \n",
"8 100000014 Carmignac Portfolio Climate Transition 2015-09-01 \n",
"9 100000014 Carmignac Portfolio Climate Transition 2015-10-01 \n",
"\n",
" aum_qty aum_val net_flow_qty gross_flow_qty sub_qty red_qty n_tx \\\n",
"0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 \n",
"\n",
" n_isin_held n_isin_active ret_fund_m delta_rate_m region \\\n",
"0 0 0 0.064516 -0.058 Switzerland \n",
"1 0 0 0.000000 -0.022 Switzerland \n",
"2 0 0 0.000000 -0.014 Switzerland \n",
"3 0 0 0.000000 -0.077 Switzerland \n",
"4 0 0 0.000000 -0.053 Switzerland \n",
"5 0 0 0.045455 0.020 Switzerland \n",
"6 0 0 0.000000 -0.042 Switzerland \n",
"7 0 0 0.000000 -0.008 Switzerland \n",
"8 0 0 0.000000 -0.012 Switzerland \n",
"9 0 0 0.000000 -0.007 Switzerland \n",
"\n",
" country active_month flow_to_aum_m turnover_m sub_share_m \\\n",
"0 Switzerland 0 NaN NaN NaN \n",
"1 Switzerland 0 NaN NaN NaN \n",
"2 Switzerland 0 NaN NaN NaN \n",
"3 Switzerland 0 NaN NaN NaN \n",
"4 Switzerland 0 NaN NaN NaN \n",
"5 Switzerland 0 NaN NaN NaN \n",
"6 Switzerland 0 NaN NaN NaN \n",
"7 Switzerland 0 NaN NaN NaN \n",
"8 Switzerland 0 NaN NaN NaN \n",
"9 Switzerland 0 NaN NaN NaN \n",
"\n",
" red_share_m aum_peak_to_date aum_drawdown total_client_aum_qty \\\n",
"0 NaN 0.0 NaN 0.0 \n",
"1 NaN 0.0 NaN 0.0 \n",
"2 NaN 0.0 NaN 0.0 \n",
"3 NaN 0.0 NaN 0.0 \n",
"4 NaN 0.0 NaN 0.0 \n",
"5 NaN 0.0 NaN 0.0 \n",
"6 NaN 0.0 NaN 0.0 \n",
"7 NaN 0.0 NaN 0.0 \n",
"8 NaN 0.0 NaN 0.0 \n",
"9 NaN 0.0 NaN 0.0 \n",
"\n",
" total_client_aum_val family_share_of_client_aum prev_aum entry_event \\\n",
"0 0.0 NaN NaN 0 \n",
"1 0.0 NaN 0.0 0 \n",
"2 0.0 NaN 0.0 0 \n",
"3 0.0 NaN 0.0 0 \n",
"4 0.0 NaN 0.0 0 \n",
"5 0.0 NaN 0.0 0 \n",
"6 0.0 NaN 0.0 0 \n",
"7 0.0 NaN 0.0 0 \n",
"8 0.0 NaN 0.0 0 \n",
"9 0.0 NaN 0.0 0 \n",
"\n",
" full_exit_event ret_fund_m_lag1 buy_on_perf sell_on_perf \\\n",
"0 0 NaN 0 0 \n",
"1 0 0.064516 0 0 \n",
"2 0 0.000000 0 0 \n",
"3 0 0.000000 0 0 \n",
"4 0 0.000000 0 0 \n",
"5 0 0.000000 0 0 \n",
"6 0 0.045455 0 0 \n",
"7 0 0.000000 0 0 \n",
"8 0 0.000000 0 0 \n",
"9 0 0.000000 0 0 \n",
"\n",
" ret_fund_mean3_lag1 ret_fund_mean6_lag1 buy_on_perf_mean3 \\\n",
"0 NaN NaN 0 \n",
"1 0.064516 0.064516 0 \n",
"2 0.032258 0.032258 0 \n",
"3 0.021505 0.021505 0 \n",
"4 0.000000 0.016129 0 \n",
"5 0.000000 0.012903 0 \n",
"6 0.015152 0.018328 0 \n",
"7 0.015152 0.007576 0 \n",
"8 0.015152 0.007576 0 \n",
"9 0.000000 0.007576 0 \n",
"\n",
" sell_on_perf_mean3 buy_on_perf_mean6 sell_on_perf_mean6 \\\n",
"0 0 0 0 \n",
"1 0 0 0 \n",
"2 0 0 0 \n",
"3 0 0 0 \n",
"4 0 0 0 \n",
"5 0 0 0 \n",
"6 0 0 0 \n",
"7 0 0 0 \n",
"8 0 0 0 \n",
"9 0 0 0 \n",
"\n",
" turnover_m_mean3 flow_to_aum_m_mean3 turnover_m_mean6 \\\n",
"0 NaN NaN NaN \n",
"1 NaN NaN NaN \n",
"2 NaN NaN NaN \n",
"3 NaN NaN NaN \n",
"4 NaN NaN NaN \n",
"5 NaN NaN NaN \n",
"6 NaN NaN NaN \n",
"7 NaN NaN NaN \n",
"8 NaN NaN NaN \n",
"9 NaN NaN NaN \n",
"\n",
" flow_to_aum_m_mean6 turnover_m_mean12 flow_to_aum_m_mean12 \n",
"0 NaN NaN NaN \n",
"1 NaN NaN NaN \n",
"2 NaN NaN NaN \n",
"3 NaN NaN NaN \n",
"4 NaN NaN NaN \n",
"5 NaN NaN NaN \n",
"6 NaN NaN NaN \n",
"7 NaN NaN NaN \n",
"8 NaN NaN NaN \n",
"9 NaN NaN NaN "
]
},
"execution_count": 25,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"#feature engineering temporel au niveau client × famille × mois + comportement \n",
"\n",
"tmp = df_family_month.sort_values([ID_COL, \"fund_family\", \"month\"]).reset_index(drop=True)\n",
"tmp[\"prev_aum\"] = tmp.groupby([ID_COL, \"fund_family\"])[\"aum_qty\"].shift(1)\n",
"tmp[\"entry_event\"] = (\n",
" (tmp[\"prev_aum\"].fillna(0) <= 0) & (tmp[\"aum_qty\"] > 0)\n",
").astype(int)\n",
"\n",
"tmp[\"full_exit_event\"] = (\n",
" (tmp[\"prev_aum\"] > 0) & (tmp[\"aum_qty\"] <= 0)\n",
").astype(int)\n",
"\n",
"tmp[\"ret_fund_m_lag1\"] = tmp.groupby([ID_COL, \"fund_family\"])[\"ret_fund_m\"].shift(1)\n",
"\n",
"tmp[\"buy_on_perf\"] = (\n",
" (tmp[\"net_flow_qty\"] > 0) & (tmp[\"ret_fund_m_lag1\"] > 0)\n",
").astype(int)\n",
"\n",
"tmp[\"sell_on_perf\"] = (\n",
" (tmp[\"net_flow_qty\"] < 0) & (tmp[\"ret_fund_m_lag1\"] < 0)\n",
").astype(int)\n",
"\n",
"tmp[\"ret_fund_mean3_lag1\"] = (\n",
" tmp.groupby([ID_COL, \"fund_family\"])[\"ret_fund_m\"]\n",
" .transform(lambda s: s.shift(1).rolling(3, min_periods=1).mean())\n",
")\n",
"\n",
"tmp[\"ret_fund_mean6_lag1\"] = (\n",
" tmp.groupby([ID_COL, \"fund_family\"])[\"ret_fund_m\"]\n",
" .transform(lambda s: s.shift(1).rolling(6, min_periods=1).mean())\n",
")\n",
"\n",
"tmp[\"buy_on_perf_mean3\"] = (\n",
" (tmp[\"net_flow_qty\"] > 0) & (tmp[\"ret_fund_mean3_lag1\"] > 0)\n",
").astype(int)\n",
"\n",
"tmp[\"sell_on_perf_mean3\"] = (\n",
" (tmp[\"net_flow_qty\"] < 0) & (tmp[\"ret_fund_mean3_lag1\"] < 0)\n",
").astype(int)\n",
"\n",
"tmp[\"buy_on_perf_mean6\"] = (\n",
" (tmp[\"net_flow_qty\"] > 0) & (tmp[\"ret_fund_mean6_lag1\"] > 0)\n",
").astype(int)\n",
"\n",
"tmp[\"sell_on_perf_mean6\"] = (\n",
" (tmp[\"net_flow_qty\"] < 0) & (tmp[\"ret_fund_mean6_lag1\"] < 0)\n",
").astype(int)\n",
"\n",
"for w in [3, 6, 12]:\n",
" tmp[f\"turnover_m_mean{w}\"] = (\n",
" tmp.groupby([ID_COL, \"fund_family\"])[\"turnover_m\"]\n",
" .transform(lambda s: s.rolling(w, min_periods=1).mean())\n",
" )\n",
"\n",
" tmp[f\"flow_to_aum_m_mean{w}\"] = (\n",
" tmp.groupby([ID_COL, \"fund_family\"])[\"flow_to_aum_m\"]\n",
" .transform(lambda s: s.rolling(w, min_periods=1).mean())\n",
" )\n",
"\n",
"print(tmp.shape)\n",
"tmp.head(10)"
]
},
{
"cell_type": "code",
"execution_count": 26,
"id": "965cd530-9985-4d57-938c-cef531459c39",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"df_family_client_base shape: (53891, 49)\n"
]
},
{
"data": {
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"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>Registrar Account - ID</th>\n",
" <th>fund_family</th>\n",
" <th>n_months</th>\n",
" <th>n_active_months</th>\n",
" <th>flow_freq</th>\n",
" <th>family_aum_qty_mean</th>\n",
" <th>family_aum_qty_median</th>\n",
" <th>family_aum_qty_max</th>\n",
" <th>family_aum_qty_last</th>\n",
" <th>family_aum_val_mean</th>\n",
" <th>family_aum_val_last</th>\n",
" <th>net_flow_qty_sum</th>\n",
" <th>gross_flow_qty_sum</th>\n",
" <th>gross_flow_qty_mean</th>\n",
" <th>sub_qty_sum</th>\n",
" <th>red_qty_sum</th>\n",
" <th>n_tx_total</th>\n",
" <th>avg_n_isin_held</th>\n",
" <th>max_n_isin_held</th>\n",
" <th>net_flow_qty_vol</th>\n",
" <th>flow_to_aum_mean</th>\n",
" <th>flow_to_aum_vol</th>\n",
" <th>turnover_mean</th>\n",
" <th>turnover_vol</th>\n",
" <th>sub_share_mean</th>\n",
" <th>red_share_mean</th>\n",
" <th>aum_drawdown_last</th>\n",
" <th>aum_drawdown_max</th>\n",
" <th>entry_count</th>\n",
" <th>full_exit_count</th>\n",
" <th>buy_on_perf_rate</th>\n",
" <th>sell_on_perf_rate</th>\n",
" <th>buy_on_perf_mean3_rate</th>\n",
" <th>sell_on_perf_mean3_rate</th>\n",
" <th>buy_on_perf_mean6_rate</th>\n",
" <th>sell_on_perf_mean6_rate</th>\n",
" <th>turnover_mean3_avg</th>\n",
" <th>turnover_mean6_avg</th>\n",
" <th>turnover_mean12_avg</th>\n",
" <th>flow_to_aum_mean3_avg</th>\n",
" <th>flow_to_aum_mean6_avg</th>\n",
" <th>flow_to_aum_mean12_avg</th>\n",
" <th>family_share_of_client_aum_mean</th>\n",
" <th>family_share_of_client_aum_max</th>\n",
" <th>ret_fund_m_mean</th>\n",
" <th>delta_rate_m_mean</th>\n",
" <th>region</th>\n",
" <th>country</th>\n",
" <th>months_since_last_tx_family</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>80</td>\n",
" <td>0</td>\n",
" <td>0.000</td>\n",
" <td>0.000000</td>\n",
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" <td>0.000</td>\n",
" <td>0.000</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.0</td>\n",
" <td>0.0000</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>NaN</td>\n",
" <td>0.000000</td>\n",
" <td>NaN</td>\n",
" <td>0.000000</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.001500</td>\n",
" <td>-0.008925</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>100000016</td>\n",
" <td>Carmignac Emergents</td>\n",
" <td>80</td>\n",
" <td>0</td>\n",
" <td>0.000</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.0</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.000</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.0</td>\n",
" <td>0.0000</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>NaN</td>\n",
" <td>0.000000</td>\n",
" <td>NaN</td>\n",
" <td>0.000000</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.000520</td>\n",
" <td>-0.008925</td>\n",
" <td>United Kingdom</td>\n",
" <td>United Kingdom</td>\n",
" <td>0.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>100000016</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" <td>80</td>\n",
" <td>0</td>\n",
" <td>0.000</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.0</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.000</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.0</td>\n",
" <td>0.0000</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
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" <td>0.000000</td>\n",
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" <td>0.000000</td>\n",
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" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.002345</td>\n",
" <td>-0.008925</td>\n",
" <td>United Kingdom</td>\n",
" <td>United Kingdom</td>\n",
" <td>0.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>100000028</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" <td>80</td>\n",
" <td>2</td>\n",
" <td>0.025</td>\n",
" <td>9.529013</td>\n",
" <td>0.0</td>\n",
" <td>109.235</td>\n",
" <td>0.0</td>\n",
" <td>1577.952730</td>\n",
" <td>0.0</td>\n",
" <td>-109.238</td>\n",
" <td>109.238</td>\n",
" <td>1.365475</td>\n",
" <td>0.0</td>\n",
" <td>-109.238</td>\n",
" <td>3.0</td>\n",
" <td>0.1000</td>\n",
" <td>1</td>\n",
" <td>10.559919</td>\n",
" <td>-0.021356</td>\n",
" <td>0.060405</td>\n",
" <td>0.021356</td>\n",
" <td>0.060405</td>\n",
" <td>0.0</td>\n",
" <td>-1.0</td>\n",
" <td>1.0</td>\n",
" <td>1.0</td>\n",
" <td>1</td>\n",
" <td>1</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.019933</td>\n",
" <td>0.021247</td>\n",
" <td>0.021228</td>\n",
" <td>-0.019933</td>\n",
" <td>-0.021247</td>\n",
" <td>-0.021228</td>\n",
" <td>1.0</td>\n",
" <td>1.0</td>\n",
" <td>0.002345</td>\n",
" <td>-0.008925</td>\n",
" <td>United Kingdom</td>\n",
" <td>United Kingdom</td>\n",
" <td>121.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>100000038</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" <td>80</td>\n",
" <td>0</td>\n",
" <td>0.000</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.0</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.000</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.0</td>\n",
" <td>0.0000</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>NaN</td>\n",
" <td>0.000000</td>\n",
" <td>NaN</td>\n",
" <td>0.000000</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.003393</td>\n",
" <td>-0.008925</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5</th>\n",
" <td>100000038</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>80</td>\n",
" <td>0</td>\n",
" <td>0.000</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.0</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.000</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.0</td>\n",
" <td>0.0000</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>NaN</td>\n",
" <td>0.000000</td>\n",
" <td>NaN</td>\n",
" <td>0.000000</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.001500</td>\n",
" <td>-0.008925</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>6</th>\n",
" <td>100000038</td>\n",
" <td>Carmignac Portfolio Emerging Patrimoine</td>\n",
" <td>56</td>\n",
" <td>0</td>\n",
" <td>0.000</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.0</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.000</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.0</td>\n",
" <td>0.0000</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>NaN</td>\n",
" <td>0.000000</td>\n",
" <td>NaN</td>\n",
" <td>0.000000</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.005728</td>\n",
" <td>-0.004304</td>\n",
" <td>Switzerland</td>\n",
" <td>Switzerland</td>\n",
" <td>0.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>7</th>\n",
" <td>100000042</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>80</td>\n",
" <td>0</td>\n",
" <td>0.000</td>\n",
" <td>57.760063</td>\n",
" <td>0.0</td>\n",
" <td>660.115</td>\n",
" <td>0.0</td>\n",
" <td>5579.536269</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.000</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.0</td>\n",
" <td>0.0875</td>\n",
" <td>1</td>\n",
" <td>0.000000</td>\n",
" <td>0.000000</td>\n",
" <td>0.000000</td>\n",
" <td>0.000000</td>\n",
" <td>0.000000</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>1.0</td>\n",
" <td>1.0</td>\n",
" <td>1</td>\n",
" <td>1</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.000000</td>\n",
" <td>0.000000</td>\n",
" <td>0.000000</td>\n",
" <td>0.000000</td>\n",
" <td>0.000000</td>\n",
" <td>0.000000</td>\n",
" <td>1.0</td>\n",
" <td>1.0</td>\n",
" <td>0.001500</td>\n",
" <td>-0.008925</td>\n",
" <td>United Kingdom</td>\n",
" <td>United Kingdom</td>\n",
" <td>0.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>8</th>\n",
" <td>100000044</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>80</td>\n",
" <td>0</td>\n",
" <td>0.000</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.0</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.000</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.0</td>\n",
" <td>0.0000</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>NaN</td>\n",
" <td>0.000000</td>\n",
" <td>NaN</td>\n",
" <td>0.000000</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.001500</td>\n",
" <td>-0.008925</td>\n",
" <td>France</td>\n",
" <td>France</td>\n",
" <td>0.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>9</th>\n",
" <td>100000047</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" <td>80</td>\n",
" <td>0</td>\n",
" <td>0.000</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.0</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.000</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.000</td>\n",
" <td>0.0</td>\n",
" <td>0.0000</td>\n",
" <td>0</td>\n",
" <td>0.000000</td>\n",
" <td>NaN</td>\n",
" <td>0.000000</td>\n",
" <td>NaN</td>\n",
" <td>0.000000</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.002345</td>\n",
" <td>-0.008925</td>\n",
" <td>United Kingdom</td>\n",
" <td>United Kingdom</td>\n",
" <td>0.0</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" Registrar Account - ID fund_family n_months \\\n",
"0 100000014 Carmignac Portfolio Climate Transition 80 \n",
"1 100000016 Carmignac Emergents 80 \n",
"2 100000016 Carmignac Patrimoine 80 \n",
"3 100000028 Carmignac Patrimoine 80 \n",
"4 100000038 Carmignac Patrimoine 80 \n",
"5 100000038 Carmignac Portfolio Climate Transition 80 \n",
"6 100000038 Carmignac Portfolio Emerging Patrimoine 56 \n",
"7 100000042 Carmignac Portfolio Climate Transition 80 \n",
"8 100000044 Carmignac Portfolio Climate Transition 80 \n",
"9 100000047 Carmignac Patrimoine 80 \n",
"\n",
" n_active_months flow_freq family_aum_qty_mean family_aum_qty_median \\\n",
"0 0 0.000 0.000000 0.0 \n",
"1 0 0.000 0.000000 0.0 \n",
"2 0 0.000 0.000000 0.0 \n",
"3 2 0.025 9.529013 0.0 \n",
"4 0 0.000 0.000000 0.0 \n",
"5 0 0.000 0.000000 0.0 \n",
"6 0 0.000 0.000000 0.0 \n",
"7 0 0.000 57.760063 0.0 \n",
"8 0 0.000 0.000000 0.0 \n",
"9 0 0.000 0.000000 0.0 \n",
"\n",
" family_aum_qty_max family_aum_qty_last family_aum_val_mean \\\n",
"0 0.000 0.0 0.000000 \n",
"1 0.000 0.0 0.000000 \n",
"2 0.000 0.0 0.000000 \n",
"3 109.235 0.0 1577.952730 \n",
"4 0.000 0.0 0.000000 \n",
"5 0.000 0.0 0.000000 \n",
"6 0.000 0.0 0.000000 \n",
"7 660.115 0.0 5579.536269 \n",
"8 0.000 0.0 0.000000 \n",
"9 0.000 0.0 0.000000 \n",
"\n",
" family_aum_val_last net_flow_qty_sum gross_flow_qty_sum \\\n",
"0 0.0 0.000 0.000 \n",
"1 0.0 0.000 0.000 \n",
"2 0.0 0.000 0.000 \n",
"3 0.0 -109.238 109.238 \n",
"4 0.0 0.000 0.000 \n",
"5 0.0 0.000 0.000 \n",
"6 0.0 0.000 0.000 \n",
"7 0.0 0.000 0.000 \n",
"8 0.0 0.000 0.000 \n",
"9 0.0 0.000 0.000 \n",
"\n",
" gross_flow_qty_mean sub_qty_sum red_qty_sum n_tx_total avg_n_isin_held \\\n",
"0 0.000000 0.0 0.000 0.0 0.0000 \n",
"1 0.000000 0.0 0.000 0.0 0.0000 \n",
"2 0.000000 0.0 0.000 0.0 0.0000 \n",
"3 1.365475 0.0 -109.238 3.0 0.1000 \n",
"4 0.000000 0.0 0.000 0.0 0.0000 \n",
"5 0.000000 0.0 0.000 0.0 0.0000 \n",
"6 0.000000 0.0 0.000 0.0 0.0000 \n",
"7 0.000000 0.0 0.000 0.0 0.0875 \n",
"8 0.000000 0.0 0.000 0.0 0.0000 \n",
"9 0.000000 0.0 0.000 0.0 0.0000 \n",
"\n",
" max_n_isin_held net_flow_qty_vol flow_to_aum_mean flow_to_aum_vol \\\n",
"0 0 0.000000 NaN 0.000000 \n",
"1 0 0.000000 NaN 0.000000 \n",
"2 0 0.000000 NaN 0.000000 \n",
"3 1 10.559919 -0.021356 0.060405 \n",
"4 0 0.000000 NaN 0.000000 \n",
"5 0 0.000000 NaN 0.000000 \n",
"6 0 0.000000 NaN 0.000000 \n",
"7 1 0.000000 0.000000 0.000000 \n",
"8 0 0.000000 NaN 0.000000 \n",
"9 0 0.000000 NaN 0.000000 \n",
"\n",
" turnover_mean turnover_vol sub_share_mean red_share_mean \\\n",
"0 NaN 0.000000 NaN NaN \n",
"1 NaN 0.000000 NaN NaN \n",
"2 NaN 0.000000 NaN NaN \n",
"3 0.021356 0.060405 0.0 -1.0 \n",
"4 NaN 0.000000 NaN NaN \n",
"5 NaN 0.000000 NaN NaN \n",
"6 NaN 0.000000 NaN NaN \n",
"7 0.000000 0.000000 NaN NaN \n",
"8 NaN 0.000000 NaN NaN \n",
"9 NaN 0.000000 NaN NaN \n",
"\n",
" aum_drawdown_last aum_drawdown_max entry_count full_exit_count \\\n",
"0 NaN NaN 0 0 \n",
"1 NaN NaN 0 0 \n",
"2 NaN NaN 0 0 \n",
"3 1.0 1.0 1 1 \n",
"4 NaN NaN 0 0 \n",
"5 NaN NaN 0 0 \n",
"6 NaN NaN 0 0 \n",
"7 1.0 1.0 1 1 \n",
"8 NaN NaN 0 0 \n",
"9 NaN NaN 0 0 \n",
"\n",
" buy_on_perf_rate sell_on_perf_rate buy_on_perf_mean3_rate \\\n",
"0 0.0 0.0 0.0 \n",
"1 0.0 0.0 0.0 \n",
"2 0.0 0.0 0.0 \n",
"3 0.0 0.0 0.0 \n",
"4 0.0 0.0 0.0 \n",
"5 0.0 0.0 0.0 \n",
"6 0.0 0.0 0.0 \n",
"7 0.0 0.0 0.0 \n",
"8 0.0 0.0 0.0 \n",
"9 0.0 0.0 0.0 \n",
"\n",
" sell_on_perf_mean3_rate buy_on_perf_mean6_rate sell_on_perf_mean6_rate \\\n",
"0 0.0 0.0 0.0 \n",
"1 0.0 0.0 0.0 \n",
"2 0.0 0.0 0.0 \n",
"3 0.0 0.0 0.0 \n",
"4 0.0 0.0 0.0 \n",
"5 0.0 0.0 0.0 \n",
"6 0.0 0.0 0.0 \n",
"7 0.0 0.0 0.0 \n",
"8 0.0 0.0 0.0 \n",
"9 0.0 0.0 0.0 \n",
"\n",
" turnover_mean3_avg turnover_mean6_avg turnover_mean12_avg \\\n",
"0 NaN NaN NaN \n",
"1 NaN NaN NaN \n",
"2 NaN NaN NaN \n",
"3 0.019933 0.021247 0.021228 \n",
"4 NaN NaN NaN \n",
"5 NaN NaN NaN \n",
"6 NaN NaN NaN \n",
"7 0.000000 0.000000 0.000000 \n",
"8 NaN NaN NaN \n",
"9 NaN NaN NaN \n",
"\n",
" flow_to_aum_mean3_avg flow_to_aum_mean6_avg flow_to_aum_mean12_avg \\\n",
"0 NaN NaN NaN \n",
"1 NaN NaN NaN \n",
"2 NaN NaN NaN \n",
"3 -0.019933 -0.021247 -0.021228 \n",
"4 NaN NaN NaN \n",
"5 NaN NaN NaN \n",
"6 NaN NaN NaN \n",
"7 0.000000 0.000000 0.000000 \n",
"8 NaN NaN NaN \n",
"9 NaN NaN NaN \n",
"\n",
" family_share_of_client_aum_mean family_share_of_client_aum_max \\\n",
"0 NaN NaN \n",
"1 NaN NaN \n",
"2 NaN NaN \n",
"3 1.0 1.0 \n",
"4 NaN NaN \n",
"5 NaN NaN \n",
"6 NaN NaN \n",
"7 1.0 1.0 \n",
"8 NaN NaN \n",
"9 NaN NaN \n",
"\n",
" ret_fund_m_mean delta_rate_m_mean region country \\\n",
"0 0.001500 -0.008925 Switzerland Switzerland \n",
"1 0.000520 -0.008925 United Kingdom United Kingdom \n",
"2 0.002345 -0.008925 United Kingdom United Kingdom \n",
"3 0.002345 -0.008925 United Kingdom United Kingdom \n",
"4 0.003393 -0.008925 Switzerland Switzerland \n",
"5 0.001500 -0.008925 Switzerland Switzerland \n",
"6 0.005728 -0.004304 Switzerland Switzerland \n",
"7 0.001500 -0.008925 United Kingdom United Kingdom \n",
"8 0.001500 -0.008925 France France \n",
"9 0.002345 -0.008925 United Kingdom United Kingdom \n",
"\n",
" months_since_last_tx_family \n",
"0 0.0 \n",
"1 0.0 \n",
"2 0.0 \n",
"3 121.0 \n",
"4 0.0 \n",
"5 0.0 \n",
"6 0.0 \n",
"7 0.0 \n",
"8 0.0 \n",
"9 0.0 "
]
},
"execution_count": 26,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"#table finale de features au niveau client × famille\n",
"months_since_last_tx = add_months_since_last_tx_by_group(\n",
" tmp,\n",
" id_cols=[ID_COL, \"fund_family\"],\n",
" active_col=\"active_month\",\n",
" month_col=\"month\",\n",
" suffix=\"_family\"\n",
") #calcule, pour chaque couple : client*famille de fonds // combien de mois se sont écoulés depuis la dernière activité.\n",
"\n",
"df_family_client_base = ( #1client *1 fund family\n",
" tmp\n",
" .groupby([ID_COL, \"fund_family\"], as_index=False)\n",
" .agg(\n",
" n_months=(\"month\", \"nunique\"),\n",
" n_active_months=(\"active_month\", \"sum\"),\n",
" flow_freq=(\"active_month\", \"mean\"),\n",
"\n",
" family_aum_qty_mean=(\"aum_qty\", \"mean\"),\n",
" family_aum_qty_median=(\"aum_qty\", \"median\"),\n",
" family_aum_qty_max=(\"aum_qty\", \"max\"),\n",
" family_aum_qty_last=(\"aum_qty\", \"last\"),\n",
"\n",
" family_aum_val_mean=(\"aum_val\", \"mean\"),\n",
" family_aum_val_last=(\"aum_val\", \"last\"),\n",
"\n",
" net_flow_qty_sum=(\"net_flow_qty\", \"sum\"),\n",
" gross_flow_qty_sum=(\"gross_flow_qty\", \"sum\"),\n",
" gross_flow_qty_mean=(\"gross_flow_qty\", \"mean\"),\n",
"\n",
" sub_qty_sum=(\"sub_qty\", \"sum\"),\n",
" red_qty_sum=(\"red_qty\", \"sum\"),\n",
" n_tx_total=(\"n_tx\", \"sum\"),\n",
"\n",
" avg_n_isin_held=(\"n_isin_held\", \"mean\"),\n",
" max_n_isin_held=(\"n_isin_held\", \"max\"),\n",
"\n",
" net_flow_qty_vol=(\"net_flow_qty\", \"std\"),\n",
" flow_to_aum_mean=(\"flow_to_aum_m\", \"mean\"),\n",
" flow_to_aum_vol=(\"flow_to_aum_m\", \"std\"),\n",
" turnover_mean=(\"turnover_m\", \"mean\"),\n",
" turnover_vol=(\"turnover_m\", \"std\"),\n",
"\n",
" sub_share_mean=(\"sub_share_m\", \"mean\"),\n",
" red_share_mean=(\"red_share_m\", \"mean\"),\n",
"\n",
" aum_drawdown_last=(\"aum_drawdown\", \"last\"),\n",
" aum_drawdown_max=(\"aum_drawdown\", \"max\"),\n",
"\n",
" entry_count=(\"entry_event\", \"sum\"),\n",
" full_exit_count=(\"full_exit_event\", \"sum\"),\n",
"\n",
" buy_on_perf_rate=(\"buy_on_perf\", \"mean\"),\n",
" sell_on_perf_rate=(\"sell_on_perf\", \"mean\"),\n",
" buy_on_perf_mean3_rate=(\"buy_on_perf_mean3\", \"mean\"),\n",
" sell_on_perf_mean3_rate=(\"sell_on_perf_mean3\", \"mean\"),\n",
" buy_on_perf_mean6_rate=(\"buy_on_perf_mean6\", \"mean\"),\n",
" sell_on_perf_mean6_rate=(\"sell_on_perf_mean6\", \"mean\"),\n",
"\n",
" turnover_mean3_avg=(\"turnover_m_mean3\", \"mean\"),\n",
" turnover_mean6_avg=(\"turnover_m_mean6\", \"mean\"),\n",
" turnover_mean12_avg=(\"turnover_m_mean12\", \"mean\"),\n",
"\n",
" flow_to_aum_mean3_avg=(\"flow_to_aum_m_mean3\", \"mean\"),\n",
" flow_to_aum_mean6_avg=(\"flow_to_aum_m_mean6\", \"mean\"),\n",
" flow_to_aum_mean12_avg=(\"flow_to_aum_m_mean12\", \"mean\"),\n",
"\n",
" family_share_of_client_aum_mean=(\"family_share_of_client_aum\", \"mean\"),\n",
" family_share_of_client_aum_max=(\"family_share_of_client_aum\", \"max\"),\n",
"\n",
" ret_fund_m_mean=(\"ret_fund_m\", \"mean\"),\n",
" delta_rate_m_mean=(\"delta_rate_m\", \"mean\"),\n",
"\n",
" region=(\"region\", \"last\"),\n",
" country=(\"country\", \"last\"),\n",
" )\n",
" .merge(months_since_last_tx, on=[ID_COL, \"fund_family\"], how=\"left\")\n",
")\n",
"\n",
"for col in [\n",
" \"net_flow_qty_vol\",\n",
" \"flow_to_aum_vol\",\n",
" \"turnover_vol\",\n",
" \"months_since_last_tx_family\"\n",
"]:\n",
" if col in df_family_client_base.columns:\n",
" df_family_client_base[col] = df_family_client_base[col].fillna(0)\n",
"\n",
"print(\"df_family_client_base shape:\", df_family_client_base.shape)\n",
"df_family_client_base.head(10)"
]
},
{
"cell_type": "markdown",
"id": "ac6b1959",
"metadata": {},
"source": [
"---\n",
"## 5. Part 1 — Top 15 Fund Families\n",
"We restrict the clustering analysis to the 15 largest fund families, measured primarily by total final AUM and client coverage.\n",
"---"
]
},
{
"cell_type": "code",
"execution_count": 27,
"id": "9cabda05",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Top 15 families:\n",
"01 - Carmignac Patrimoine\n",
"02 - Carmignac Sécurité\n",
"03 - Carmignac Investissement\n",
"04 - Carmignac Credit <NUM>\n",
"05 - Carmignac Portfolio Sécurité\n",
"06 - Carmignac Portfolio Flexible Bond\n",
"07 - Carmignac Portfolio Credit\n",
"08 - Carmignac Emergents\n",
"09 - Carmignac Court Terme\n",
"10 - Carmignac Portfolio Long-Short European Equities\n",
"11 - Carmignac Portfolio Grande Europe\n",
"12 - Carmignac Portfolio Emergents\n",
"13 - Carmignac Portfolio Global Bond\n",
"14 - Carmignac Portfolio Patrimoine\n",
"15 - Carmignac Portfolio Emerging Patrimoine\n"
]
},
{
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" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>fund_family</th>\n",
" <th>n_clients</th>\n",
" <th>total_family_aum</th>\n",
" <th>avg_family_aum</th>\n",
" <th>total_gross_flow</th>\n",
" <th>total_tx</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>Carmignac Patrimoine</td>\n",
" <td>6183</td>\n",
" <td>6.668324e+09</td>\n",
" <td>2.730239e+06</td>\n",
" <td>1.199596e+07</td>\n",
" <td>49953.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>Carmignac Sécurité</td>\n",
" <td>2825</td>\n",
" <td>5.359539e+09</td>\n",
" <td>3.274706e+06</td>\n",
" <td>5.239893e+06</td>\n",
" <td>36860.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>Carmignac Investissement</td>\n",
" <td>4982</td>\n",
" <td>4.111151e+09</td>\n",
" <td>9.593080e+05</td>\n",
" <td>1.304787e+06</td>\n",
" <td>20269.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>Carmignac Credit &lt;NUM&gt;</td>\n",
" <td>436</td>\n",
" <td>4.082249e+09</td>\n",
" <td>4.098273e+06</td>\n",
" <td>5.065680e+06</td>\n",
" <td>6893.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>Carmignac Portfolio Sécurité</td>\n",
" <td>1264</td>\n",
" <td>2.688287e+09</td>\n",
" <td>2.178355e+06</td>\n",
" <td>1.756042e+07</td>\n",
" <td>13177.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5</th>\n",
" <td>Carmignac Portfolio Flexible Bond</td>\n",
" <td>1431</td>\n",
" <td>2.483972e+09</td>\n",
" <td>1.498464e+06</td>\n",
" <td>1.029621e+06</td>\n",
" <td>12046.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>6</th>\n",
" <td>Carmignac Portfolio Credit</td>\n",
" <td>1135</td>\n",
" <td>2.356507e+09</td>\n",
" <td>1.132726e+06</td>\n",
" <td>4.493724e+06</td>\n",
" <td>8018.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>7</th>\n",
" <td>Carmignac Emergents</td>\n",
" <td>4231</td>\n",
" <td>1.095901e+09</td>\n",
" <td>3.089076e+05</td>\n",
" <td>2.353374e+06</td>\n",
" <td>12011.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>8</th>\n",
" <td>Carmignac Court Terme</td>\n",
" <td>1331</td>\n",
" <td>9.948195e+08</td>\n",
" <td>3.681887e+05</td>\n",
" <td>2.222615e+05</td>\n",
" <td>5745.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>9</th>\n",
" <td>Carmignac Portfolio Long-Short European Equities</td>\n",
" <td>689</td>\n",
" <td>7.283139e+08</td>\n",
" <td>1.129733e+06</td>\n",
" <td>3.032355e+06</td>\n",
" <td>4884.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>10</th>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" <td>2950</td>\n",
" <td>5.882891e+08</td>\n",
" <td>2.852247e+05</td>\n",
" <td>2.061285e+06</td>\n",
" <td>9341.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>11</th>\n",
" <td>Carmignac Portfolio Emergents</td>\n",
" <td>650</td>\n",
" <td>5.466360e+08</td>\n",
" <td>6.443657e+05</td>\n",
" <td>1.722755e+06</td>\n",
" <td>9211.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>12</th>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" <td>2114</td>\n",
" <td>5.445575e+08</td>\n",
" <td>4.059678e+05</td>\n",
" <td>3.476952e+06</td>\n",
" <td>18356.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>13</th>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" <td>1234</td>\n",
" <td>5.127245e+08</td>\n",
" <td>7.907827e+05</td>\n",
" <td>5.253474e+06</td>\n",
" <td>9133.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>14</th>\n",
" <td>Carmignac Portfolio Emerging Patrimoine</td>\n",
" <td>1673</td>\n",
" <td>3.315211e+08</td>\n",
" <td>4.169396e+05</td>\n",
" <td>3.368469e+06</td>\n",
" <td>13732.0</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" fund_family n_clients \\\n",
"0 Carmignac Patrimoine 6183 \n",
"1 Carmignac Sécurité 2825 \n",
"2 Carmignac Investissement 4982 \n",
"3 Carmignac Credit <NUM> 436 \n",
"4 Carmignac Portfolio Sécurité 1264 \n",
"5 Carmignac Portfolio Flexible Bond 1431 \n",
"6 Carmignac Portfolio Credit 1135 \n",
"7 Carmignac Emergents 4231 \n",
"8 Carmignac Court Terme 1331 \n",
"9 Carmignac Portfolio Long-Short European Equities 689 \n",
"10 Carmignac Portfolio Grande Europe 2950 \n",
"11 Carmignac Portfolio Emergents 650 \n",
"12 Carmignac Portfolio Global Bond 2114 \n",
"13 Carmignac Portfolio Patrimoine 1234 \n",
"14 Carmignac Portfolio Emerging Patrimoine 1673 \n",
"\n",
" total_family_aum avg_family_aum total_gross_flow total_tx \n",
"0 6.668324e+09 2.730239e+06 1.199596e+07 49953.0 \n",
"1 5.359539e+09 3.274706e+06 5.239893e+06 36860.0 \n",
"2 4.111151e+09 9.593080e+05 1.304787e+06 20269.0 \n",
"3 4.082249e+09 4.098273e+06 5.065680e+06 6893.0 \n",
"4 2.688287e+09 2.178355e+06 1.756042e+07 13177.0 \n",
"5 2.483972e+09 1.498464e+06 1.029621e+06 12046.0 \n",
"6 2.356507e+09 1.132726e+06 4.493724e+06 8018.0 \n",
"7 1.095901e+09 3.089076e+05 2.353374e+06 12011.0 \n",
"8 9.948195e+08 3.681887e+05 2.222615e+05 5745.0 \n",
"9 7.283139e+08 1.129733e+06 3.032355e+06 4884.0 \n",
"10 5.882891e+08 2.852247e+05 2.061285e+06 9341.0 \n",
"11 5.466360e+08 6.443657e+05 1.722755e+06 9211.0 \n",
"12 5.445575e+08 4.059678e+05 3.476952e+06 18356.0 \n",
"13 5.127245e+08 7.907827e+05 5.253474e+06 9133.0 \n",
"14 3.315211e+08 4.169396e+05 3.368469e+06 13732.0 "
]
},
"execution_count": 27,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"# 28 - Table des top families\n",
"\n",
"top_family_table = (\n",
" df_family_client_base\n",
" .groupby(\"fund_family\", as_index=False)\n",
" .agg(\n",
" n_clients=(ID_COL, \"nunique\"),\n",
" total_family_aum=(\"family_aum_val_last\", \"sum\"),\n",
" avg_family_aum=(\"family_aum_val_mean\", \"mean\"),\n",
" total_gross_flow=(\"gross_flow_qty_sum\", \"sum\"),\n",
" total_tx=(\"n_tx_total\", \"sum\")\n",
" )\n",
" .sort_values([\"total_family_aum\", \"n_clients\"], ascending=[False, False])\n",
" .reset_index(drop=True)\n",
")\n",
"\n",
"top_15_families = top_family_table.head(15)[\"fund_family\"].tolist()\n",
"\n",
"print(\"Top 15 families:\")\n",
"for i, fam in enumerate(top_15_families, 1):\n",
" print(f\"{i:02d} - {fam}\")\n",
"\n",
"top_family_table.head(15)"
]
},
{
"cell_type": "code",
"execution_count": 28,
"id": "3be8b56b",
"metadata": {},
"outputs": [
{
"data": {
"image/png": "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
"text/plain": [
"<Figure size 1200x600 with 1 Axes>"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"image/png": "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
"text/plain": [
"<Figure size 1200x600 with 1 Axes>"
]
},
"metadata": {},
"output_type": "display_data"
}
],
"source": [
"# 29 - Visualisation des top 15 families\n",
"\n",
"top15_plot = top_family_table.head(15).copy()\n",
"\n",
"plt.figure(figsize=(12, 6))\n",
"sns.barplot(data=top15_plot, y=\"fund_family\", x=\"total_family_aum\")\n",
"plt.title(\"Top 15 fund families by total AUM\")\n",
"plt.xlabel(\"Total family AUM\")\n",
"plt.ylabel(\"Fund family\")\n",
"plt.tight_layout()\n",
"plt.show()\n",
"\n",
"plt.figure(figsize=(12, 6))\n",
"sns.barplot(data=top15_plot, y=\"fund_family\", x=\"n_clients\")\n",
"plt.title(\"Top 15 fund families by number of clients\")\n",
"plt.xlabel(\"Number of clients\")\n",
"plt.ylabel(\"Fund family\")\n",
"plt.tight_layout()\n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"id": "9b5257a3",
"metadata": {},
"source": [
"---\n",
"## 6. Part 2 — Additional Performance Features for Family Clustering\n",
"We enrich the `client × family` dataset with two types of performance-sensitive variables computed from the monthly family panel:\n",
"\n",
"1. **Correlation between flow intensity and past family performance**, using rolling average returns over 3 and 6 months.\n",
"2. **Buy-after-good-performance shares**, i.e. the proportion of buy months occurring after positive rolling average returns.\n",
"\n",
"These variables extend the original notebook by explicitly measuring momentum-like behavior at fund-family level.\n",
"---"
]
},
{
"cell_type": "code",
"execution_count": 29,
"id": "3ae47862",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Performance features merged. Shape: (53891, 53)\n"
]
},
{
"data": {
"text/html": [
"<div>\n",
"<style scoped>\n",
" .dataframe tbody tr th:only-of-type {\n",
" vertical-align: middle;\n",
" }\n",
"\n",
" .dataframe tbody tr th {\n",
" vertical-align: top;\n",
" }\n",
"\n",
" .dataframe thead th {\n",
" text-align: right;\n",
" }\n",
"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>Registrar Account - ID</th>\n",
" <th>fund_family</th>\n",
" <th>corr_flow_ret_3m</th>\n",
" <th>corr_flow_ret_6m</th>\n",
" <th>buy_after_good_perf_share_3m</th>\n",
" <th>buy_after_good_perf_share_6m</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>100000014</td>\n",
" <td>Carmignac Portfolio Climate Transition</td>\n",
" <td>0.000000</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>100000016</td>\n",
" <td>Carmignac Emergents</td>\n",
" <td>0.000000</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>100000016</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" <td>0.000000</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>100000028</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" <td>0.258199</td>\n",
" <td>0.258199</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>100000038</td>\n",
" <td>Carmignac Patrimoine</td>\n",
" <td>0.000000</td>\n",
" <td>0.000000</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" Registrar Account - ID fund_family \\\n",
"0 100000014 Carmignac Portfolio Climate Transition \n",
"1 100000016 Carmignac Emergents \n",
"2 100000016 Carmignac Patrimoine \n",
"3 100000028 Carmignac Patrimoine \n",
"4 100000038 Carmignac Patrimoine \n",
"\n",
" corr_flow_ret_3m corr_flow_ret_6m buy_after_good_perf_share_3m \\\n",
"0 0.000000 0.000000 0.0 \n",
"1 0.000000 0.000000 0.0 \n",
"2 0.000000 0.000000 0.0 \n",
"3 0.258199 0.258199 0.0 \n",
"4 0.000000 0.000000 0.0 \n",
"\n",
" buy_after_good_perf_share_6m \n",
"0 0.0 \n",
"1 0.0 \n",
"2 0.0 \n",
"3 0.0 \n",
"4 0.0 "
]
},
"execution_count": 29,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"# 30 - Additional performance features for family clustering\n",
"\n",
"def safe_corr(x, y, min_obs=6):\n",
" x = pd.Series(x, dtype=float)\n",
" y = pd.Series(y, dtype=float)\n",
" mask = x.notna() & y.notna()\n",
" x = x[mask]\n",
" y = y[mask]\n",
" if len(x) < min_obs or x.nunique() <= 1 or y.nunique() <= 1:\n",
" return np.nan\n",
" return x.corr(y)\n",
"\n",
"tmp_perf = tmp.copy()\n",
"\n",
"# Past family returns already available in tmp:\n",
"# ret_fund_mean3_lag1 and ret_fund_mean6_lag1\n",
"\n",
"tmp_perf[\"buy_flag\"] = (tmp_perf[\"net_flow_qty\"] > 0).astype(int)\n",
"tmp_perf[\"good_perf_3m\"] = (tmp_perf[\"ret_fund_mean3_lag1\"] > 0).astype(int)\n",
"tmp_perf[\"good_perf_6m\"] = (tmp_perf[\"ret_fund_mean6_lag1\"] > 0).astype(int)\n",
"\n",
"perf_rows = []\n",
"for (acc, fam), g in tmp_perf.groupby([ID_COL, \"fund_family\"]):\n",
" g = g.sort_values(\"month\")\n",
"\n",
" buy_months = g[\"buy_flag\"].sum()\n",
"\n",
" perf_rows.append({\n",
" ID_COL: acc,\n",
" \"fund_family\": fam,\n",
" \"corr_flow_ret_3m\": safe_corr(g[\"flow_to_aum_m\"], g[\"ret_fund_mean3_lag1\"], min_obs=6),\n",
" \"corr_flow_ret_6m\": safe_corr(g[\"flow_to_aum_m\"], g[\"ret_fund_mean6_lag1\"], min_obs=6),\n",
" \"buy_after_good_perf_share_3m\": (\n",
" ((g[\"buy_flag\"] == 1) & (g[\"good_perf_3m\"] == 1)).sum() / buy_months\n",
" if buy_months > 0 else np.nan\n",
" ),\n",
" \"buy_after_good_perf_share_6m\": (\n",
" ((g[\"buy_flag\"] == 1) & (g[\"good_perf_6m\"] == 1)).sum() / buy_months\n",
" if buy_months > 0 else np.nan\n",
" ),\n",
" })\n",
"\n",
"df_family_perf = pd.DataFrame(perf_rows)\n",
"\n",
"# Merge into final family-level table\n",
"df_family_client_base = df_family_client_base.merge(\n",
" df_family_perf,\n",
" on=[ID_COL, \"fund_family\"],\n",
" how=\"left\"\n",
")\n",
"\n",
"for col in [\"corr_flow_ret_3m\", \"corr_flow_ret_6m\",\n",
" \"buy_after_good_perf_share_3m\", \"buy_after_good_perf_share_6m\"]:\n",
" if col in df_family_client_base.columns:\n",
" df_family_client_base[col] = df_family_client_base[col].fillna(0)\n",
"\n",
"print(\"Performance features merged. Shape:\", df_family_client_base.shape)\n",
"df_family_client_base[\n",
" [ID_COL, \"fund_family\", \"corr_flow_ret_3m\", \"corr_flow_ret_6m\",\n",
" \"buy_after_good_perf_share_3m\", \"buy_after_good_perf_share_6m\"]\n",
"].head()"
]
},
{
"cell_type": "markdown",
"id": "6b781457",
"metadata": {},
"source": [
"---\n",
"## 7. Part 3 — Clustering Features\n",
"To stay close to the original global clustering notebook, we keep a compact set of core behavioral variables:\n",
"- activity frequency\n",
"- gross flow intensity relative to average AUM\n",
"- family concentration/importance\n",
"- exit behavior\n",
"- flow direction balance\n",
"- recency of activity\n",
"\n",
"We then add the new **performance-sensitive features** and the **rolling turnover averages**, which are central to the family-fund approach.\n",
"---"
]
},
{
"cell_type": "code",
"execution_count": 30,
"id": "2d120f23",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Number of clustering features: 15\n",
"['flow_freq', 'gross_flow_to_aum_family', 'avg_n_isin_held', 'exit_rate_per_isin_family', 'flow_direction_balance', 'log_family_aum_val_mean', 'months_since_last_tx_family', 'family_share_of_client_aum_mean', 'turnover_mean3_avg', 'turnover_mean6_avg', 'turnover_mean12_avg', 'corr_flow_ret_3m', 'corr_flow_ret_6m', 'buy_after_good_perf_share_3m', 'buy_after_good_perf_share_6m']\n"
]
}
],
"source": [
"# 31 - Final clustering features\n",
"\n",
"# Derived ratios closer to the initial notebook\n",
"df_family_client_base[\"log_family_aum_val_mean\"] = np.log1p(\n",
" df_family_client_base[\"family_aum_val_mean\"].clip(lower=0)\n",
")\n",
"\n",
"df_family_client_base[\"gross_flow_to_aum_family\"] = np.where(\n",
" df_family_client_base[\"family_aum_qty_mean\"].abs() > 1,\n",
" df_family_client_base[\"gross_flow_qty_sum\"] / df_family_client_base[\"family_aum_qty_mean\"].abs(),\n",
" np.nan\n",
")\n",
"\n",
"df_family_client_base[\"flow_direction_balance\"] = np.where(\n",
" df_family_client_base[\"gross_flow_qty_sum\"] > 0,\n",
" df_family_client_base[\"net_flow_qty_sum\"] / df_family_client_base[\"gross_flow_qty_sum\"],\n",
" np.nan\n",
")\n",
"\n",
"df_family_client_base[\"exit_rate_per_isin_family\"] = np.where(\n",
" df_family_client_base[\"avg_n_isin_held\"] > 0,\n",
" df_family_client_base[\"full_exit_count\"] / df_family_client_base[\"avg_n_isin_held\"],\n",
" np.nan\n",
")\n",
"\n",
"df_family_client_base[\"family_aum_final_to_peak\"] = np.where(\n",
" df_family_client_base[\"family_aum_qty_max\"] > 0,\n",
" df_family_client_base[\"family_aum_qty_last\"] / df_family_client_base[\"family_aum_qty_max\"],\n",
" np.nan\n",
")\n",
"\n",
"df_family_client_base[\"aum_drawdown_last\"] = df_family_client_base[\"aum_drawdown_last\"].clip(0, 1)\n",
"df_family_client_base[\"family_aum_final_to_peak\"] = df_family_client_base[\"family_aum_final_to_peak\"].clip(0, 1)\n",
"\n",
"# Compact but rich feature list\n",
"family_cluster_features = [\n",
" \"flow_freq\",\n",
" \"gross_flow_to_aum_family\",\n",
" \"avg_n_isin_held\",\n",
" \"exit_rate_per_isin_family\",\n",
" \"flow_direction_balance\",\n",
" \"log_family_aum_val_mean\",\n",
" \"months_since_last_tx_family\",\n",
" \"family_share_of_client_aum_mean\",\n",
" \"turnover_mean3_avg\",\n",
" \"turnover_mean6_avg\",\n",
" \"turnover_mean12_avg\",\n",
" \"corr_flow_ret_3m\",\n",
" \"corr_flow_ret_6m\",\n",
" \"buy_after_good_perf_share_3m\",\n",
" \"buy_after_good_perf_share_6m\",\n",
"]\n",
"\n",
"print(\"Number of clustering features:\", len(family_cluster_features))\n",
"print(family_cluster_features)"
]
},
{
"cell_type": "markdown",
"id": "e455f9cf",
"metadata": {},
"source": [
"---\n",
"## 8. Part 4 — Robust Clustering Utilities\n",
"Compared with the first family notebook version, the functions below:\n",
"- apply **stronger filtering of outliers**\n",
"- winsorize a broader set of variables\n",
"- reject values of `K` that create **tiny clusters**\n",
"- therefore avoid the pathological case “one giant cluster + one or two clients alone”\n",
"---"
]
},
{
"cell_type": "code",
"execution_count": 31,
"id": "8b43106b",
"metadata": {},
"outputs": [],
"source": [
"# 32 - Robust clustering helpers\n",
"\n",
"from sklearn.decomposition import PCA\n",
"from sklearn.impute import SimpleImputer\n",
"\n",
"def prepare_family_matrix(df_family, features, winsorize_cols=None):\n",
" X = df_family[features].copy()\n",
"\n",
" # Median imputation\n",
" imputer = SimpleImputer(strategy=\"median\")\n",
" X_imp = pd.DataFrame(imputer.fit_transform(X), columns=features, index=X.index)\n",
"\n",
" # Broad winsorization, inspired by the original notebook\n",
" if winsorize_cols is None:\n",
" winsorize_cols = [\n",
" \"gross_flow_to_aum_family\",\n",
" \"avg_n_isin_held\",\n",
" \"exit_rate_per_isin_family\",\n",
" \"months_since_last_tx_family\",\n",
" \"family_share_of_client_aum_mean\",\n",
" \"turnover_mean3_avg\",\n",
" \"turnover_mean6_avg\",\n",
" \"turnover_mean12_avg\",\n",
" ]\n",
"\n",
" for col in winsorize_cols:\n",
" if col in X_imp.columns:\n",
" X_imp[col] = winsorize_mad(X_imp[col], n_sigma=3)\n",
"\n",
" # Variables bounded by construction\n",
" for col in [\n",
" \"flow_freq\",\n",
" \"family_share_of_client_aum_mean\",\n",
" \"buy_after_good_perf_share_3m\",\n",
" \"buy_after_good_perf_share_6m\",\n",
" \"family_aum_final_to_peak\"\n",
" ]:\n",
" if col in X_imp.columns:\n",
" X_imp[col] = np.clip(X_imp[col], 0, 1)\n",
"\n",
" # Correlations should live in [-1, 1]\n",
" for col in [\"corr_flow_ret_3m\", \"corr_flow_ret_6m\", \"flow_direction_balance\"]:\n",
" if col in X_imp.columns:\n",
" X_imp[col] = np.clip(X_imp[col], -1, 1)\n",
"\n",
" # Same logic as in the original notebook:\n",
" # clip and log-transform gross flow intensity\n",
" if \"gross_flow_to_aum_family\" in X_imp.columns:\n",
" vals = X_imp[\"gross_flow_to_aum_family\"].to_numpy(dtype=float)\n",
" vals = np.clip(vals, 0, np.nanpercentile(vals, 90))\n",
" X_imp[\"gross_flow_to_aum_family\"] = np.log1p(vals)\n",
"\n",
" scaler = RobustScaler()\n",
" X_scaled = scaler.fit_transform(X_imp)\n",
"\n",
" return X_imp, X_scaled, imputer, scaler\n",
"\n",
"\n",
"def evaluate_k_range(X_scaled, k_min=2, k_max=6, min_cluster_size=10, min_cluster_share=0.02, random_state=42):\n",
" n = X_scaled.shape[0]\n",
" k_max = min(k_max, max(2, n - 1))\n",
"\n",
" rows = []\n",
" for k in range(k_min, k_max + 1):\n",
" if k >= n:\n",
" continue\n",
"\n",
" km = KMeans(n_clusters=k, random_state=random_state, n_init=20)\n",
" labels = km.fit_predict(X_scaled)\n",
"\n",
" cluster_sizes = pd.Series(labels).value_counts().sort_index()\n",
" min_size = int(cluster_sizes.min())\n",
" min_size_required = max(min_cluster_size, int(np.ceil(min_cluster_share * n)))\n",
"\n",
" valid = (min_size >= min_size_required)\n",
"\n",
" if valid:\n",
" sil = silhouette_score(X_scaled, labels)\n",
" dbi = davies_bouldin_score(X_scaled, labels)\n",
" else:\n",
" sil = np.nan\n",
" dbi = np.nan\n",
"\n",
" rows.append({\n",
" \"k\": k,\n",
" \"silhouette\": sil,\n",
" \"davies_bouldin\": dbi,\n",
" \"min_cluster_size\": min_size,\n",
" \"min_cluster_required\": min_size_required,\n",
" \"inertia\": km.inertia_,\n",
" \"valid_k\": valid\n",
" })\n",
"\n",
" return pd.DataFrame(rows)\n",
"\n",
"\n",
"def choose_best_k(metrics_df):\n",
" valid = metrics_df[metrics_df[\"valid_k\"]].dropna(subset=[\"silhouette\"]).copy()\n",
" if len(valid) == 0:\n",
" return None\n",
" return int(valid.sort_values([\"silhouette\", \"davies_bouldin\"], ascending=[False, True]).iloc[0][\"k\"])"
]
},
{
"cell_type": "code",
"execution_count": 32,
"id": "ceb97cfd",
"metadata": {},
"outputs": [],
"source": [
"# 33 - Family clustering pipeline\n",
"\n",
"def run_family_clustering(\n",
" df_base,\n",
" family_name,\n",
" features,\n",
" k_min=2,\n",
" k_max=6,\n",
" min_clients=40,\n",
" min_cluster_size=10,\n",
" min_cluster_share=0.02,\n",
" random_state=42,\n",
" make_plots=True\n",
"):\n",
" df_family = df_base[df_base[\"fund_family\"] == family_name].copy()\n",
"\n",
" # Quality filters\n",
" df_family = df_family[\n",
" (df_family[\"n_months\"] >= 6) &\n",
" (df_family[\"family_aum_val_mean\"] > 0)\n",
" ].copy()\n",
"\n",
" # Stronger quantile filtering, \n",
" for col in [\"family_aum_val_mean\", \"gross_flow_qty_sum\", \"n_tx_total\"]:\n",
" if col in df_family.columns and df_family[col].notna().sum() > 0:\n",
" cap = df_family[col].quantile(0.99)\n",
" df_family = df_family[df_family[col] <= cap].copy()\n",
"\n",
" n_clients = df_family[ID_COL].nunique()\n",
" if n_clients < min_clients:\n",
" print(f\"[SKIP] {family_name}: only {n_clients} usable clients.\")\n",
" return None\n",
"\n",
" X_imp, X_scaled, imputer, scaler = prepare_family_matrix(df_family, features)\n",
"\n",
" metrics_df = evaluate_k_range(\n",
" X_scaled,\n",
" k_min=k_min,\n",
" k_max=k_max,\n",
" min_cluster_size=min_cluster_size,\n",
" min_cluster_share=min_cluster_share,\n",
" random_state=random_state\n",
" )\n",
"\n",
" if len(metrics_df) == 0:\n",
" print(f\"[SKIP] {family_name}: no K evaluated.\")\n",
" return None\n",
"\n",
" best_k = choose_best_k(metrics_df)\n",
" if best_k is None:\n",
" print(f\"[SKIP] {family_name}: no valid K with cluster size constraints.\")\n",
" return None\n",
"\n",
" km = KMeans(n_clusters=best_k, random_state=random_state, n_init=30)\n",
" labels = km.fit_predict(X_scaled)\n",
"\n",
" df_family[\"cluster\"] = labels\n",
"\n",
" cluster_sizes = (\n",
" df_family[\"cluster\"]\n",
" .value_counts()\n",
" .sort_index()\n",
" .rename_axis(\"cluster\")\n",
" .reset_index(name=\"n_clients\")\n",
" )\n",
"\n",
" cluster_profile = (\n",
" df_family.groupby(\"cluster\")[features]\n",
" .median()\n",
" .sort_index()\n",
" ) #moyenne des features par cluster\n",
"\n",
" # Churn proxies at family level\n",
" df_family[\"churn_hard\"] = (df_family[\"family_aum_final_to_peak\"] < 0.10).astype(int)\n",
" df_family[\"churn_soft\"] = (\n",
" (df_family[\"family_aum_final_to_peak\"] < 0.40) &\n",
" (df_family[\"aum_drawdown_last\"] > 0.40)\n",
" ).astype(int)\n",
" df_family[\"churn_warning\"] = (\n",
" (df_family[\"flow_direction_balance\"] < 0) &\n",
" (df_family[\"aum_drawdown_last\"] > 0.20)\n",
" ).astype(int)\n",
"\n",
" churn_profile = (\n",
" df_family.groupby(\"cluster\")[[\"churn_hard\", \"churn_soft\", \"churn_warning\"]]\n",
" .mean()\n",
" .sort_index()\n",
" )\n",
"\n",
" # PCA for visualization\n",
" pca = PCA(n_components=2, random_state=random_state)\n",
" coords = pca.fit_transform(X_scaled)\n",
" df_family[\"pca1\"] = coords[:, 0]\n",
" df_family[\"pca2\"] = coords[:, 1]\n",
"\n",
" result = {\n",
" \"family\": family_name,\n",
" \"n_clients\": n_clients,\n",
" \"best_k\": best_k,\n",
" \"metrics_df\": metrics_df,\n",
" \"df_family\": df_family,\n",
" \"cluster_profile\": cluster_profile,\n",
" \"cluster_sizes\": cluster_sizes,\n",
" \"churn_profile\": churn_profile,\n",
" \"features\": features,\n",
" \"pca_explained_var\": pca.explained_variance_ratio_,\n",
" }\n",
"\n",
" if make_plots:\n",
" # Choice of K\n",
" fig, axes = plt.subplots(1, 3, figsize=(15, 4))\n",
" axes[0].plot(metrics_df[\"k\"], metrics_df[\"silhouette\"], marker=\"o\")\n",
" axes[0].set_title(f\"{family_name} - Silhouette\")\n",
" axes[0].set_xlabel(\"k\")\n",
"\n",
" axes[1].plot(metrics_df[\"k\"], metrics_df[\"davies_bouldin\"], marker=\"o\")\n",
" axes[1].set_title(f\"{family_name} - Davies-Bouldin\")\n",
" axes[1].set_xlabel(\"k\")\n",
"\n",
" axes[2].plot(metrics_df[\"k\"], metrics_df[\"inertia\"], marker=\"o\")\n",
" axes[2].set_title(f\"{family_name} - Inertia\")\n",
" axes[2].set_xlabel(\"k\")\n",
" plt.tight_layout()\n",
" plt.show()\n",
"\n",
" # Cluster signatures\n",
" plot_heatmap(\n",
" df_family,\n",
" profile_vars=features,\n",
" cluster_col=\"cluster\",\n",
" title=f\"{family_name} - Cluster signatures\",\n",
" figsize=(18, 5)\n",
" )\n",
"\n",
" # PCA projection\n",
" plt.figure(figsize=(7, 5))\n",
" sns.scatterplot(\n",
" data=df_family,\n",
" x=\"pca1\", y=\"pca2\",\n",
" hue=\"cluster\",\n",
" palette=\"tab10\",\n",
" alpha=0.8\n",
" )\n",
" plt.title(\n",
" f\"{family_name} - PCA projection \"\n",
" f\"(explained var: {result['pca_explained_var'][0]:.2f}, {result['pca_explained_var'][1]:.2f})\"\n",
" )\n",
" plt.tight_layout()\n",
" plt.show()\n",
"\n",
" # Cluster sizes\n",
" plt.figure(figsize=(6, 4))\n",
" sns.barplot(data=cluster_sizes, x=\"cluster\", y=\"n_clients\")\n",
" plt.title(f\"{family_name} - Cluster sizes\")\n",
" plt.tight_layout()\n",
" plt.show()\n",
"\n",
" # Churn by cluster\n",
" churn_long = churn_profile.reset_index().melt(\n",
" id_vars=\"cluster\",\n",
" value_vars=[\"churn_hard\", \"churn_soft\", \"churn_warning\"],\n",
" var_name=\"churn_type\",\n",
" value_name=\"rate\"\n",
" )\n",
"\n",
" plt.figure(figsize=(8, 4))\n",
" sns.barplot(data=churn_long, x=\"cluster\", y=\"rate\", hue=\"churn_type\")\n",
" plt.title(f\"{family_name} - Churn analysis by cluster\")\n",
" plt.ylabel(\"Rate\")\n",
" plt.tight_layout()\n",
" plt.show()\n",
"\n",
" print(f\"\\n=== {family_name} ===\")\n",
" print(f\"Clients after filtering: {n_clients}\")\n",
" print(f\"Chosen K: {best_k}\")\n",
" print(cluster_sizes)\n",
" print(\"\\nChurn profile:\")\n",
" print(churn_profile.round(3))\n",
"\n",
" return result"
]
},
{
"cell_type": "code",
"execution_count": 42,
"id": "b1161a03",
"metadata": {},
"outputs": [
{
"data": {
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"text/plain": [
"<Figure size 1500x400 with 3 Axes>"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"image/png": "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
"text/plain": [
"<Figure size 1800x500 with 2 Axes>"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"image/png": "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
"text/plain": [
"<Figure size 700x500 with 1 Axes>"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
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"text/plain": [
"<Figure size 600x400 with 1 Axes>"
]
},
"metadata": {},
"output_type": "display_data"
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{
"data": {
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"text/plain": [
"<Figure size 800x400 with 1 Axes>"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"\n",
"=== Carmignac Patrimoine ===\n",
"Clients after filtering: 3058\n",
"Chosen K: 4\n",
" cluster n_clients\n",
"0 0 2601\n",
"1 1 172\n",
"2 2 200\n",
"3 3 85\n",
"\n",
"Churn profile:\n",
" churn_hard churn_soft churn_warning\n",
"cluster \n",
"0 0.688 0.765 0.129\n",
"1 0.907 0.953 0.750\n",
"2 0.745 0.870 0.700\n",
"3 0.847 0.918 0.765\n"
]
}
],
"source": [
"# 34 - Test on one family\n",
"\n",
"test_family = top_15_families[0]\n",
"result_test = run_family_clustering(\n",
" df_base=df_family_client_base,\n",
" family_name=test_family,\n",
" features=family_cluster_features,\n",
" k_min=4,\n",
" k_max=10,\n",
" min_clients=40,\n",
" min_cluster_size=10,\n",
" min_cluster_share=0.02,\n",
" random_state=RANDOM_STATE,\n",
" make_plots=True\n",
")"
]
},
{
"cell_type": "code",
"execution_count": 43,
"id": "e339c5fb",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"\n",
"==========================================================================================\n",
"Running clustering for family: Carmignac Patrimoine\n",
"==========================================================================================\n",
"\n",
"==========================================================================================\n",
"Running clustering for family: Carmignac Sécurité\n",
"==========================================================================================\n",
"\n",
"==========================================================================================\n",
"Running clustering for family: Carmignac Investissement\n",
"==========================================================================================\n",
"\n",
"==========================================================================================\n",
"Running clustering for family: Carmignac Credit <NUM>\n",
"==========================================================================================\n",
"\n",
"==========================================================================================\n",
"Running clustering for family: Carmignac Portfolio Sécurité\n",
"==========================================================================================\n",
"\n",
"==========================================================================================\n",
"Running clustering for family: Carmignac Portfolio Flexible Bond\n",
"==========================================================================================\n",
"\n",
"==========================================================================================\n",
"Running clustering for family: Carmignac Portfolio Credit\n",
"==========================================================================================\n",
"\n",
"==========================================================================================\n",
"Running clustering for family: Carmignac Emergents\n",
"==========================================================================================\n",
"[SKIP] Carmignac Emergents: no valid K with cluster size constraints.\n",
"\n",
"==========================================================================================\n",
"Running clustering for family: Carmignac Court Terme\n",
"==========================================================================================\n",
"\n",
"==========================================================================================\n",
"Running clustering for family: Carmignac Portfolio Long-Short European Equities\n",
"==========================================================================================\n",
"\n",
"==========================================================================================\n",
"Running clustering for family: Carmignac Portfolio Grande Europe\n",
"==========================================================================================\n",
"\n",
"==========================================================================================\n",
"Running clustering for family: Carmignac Portfolio Emergents\n",
"==========================================================================================\n",
"[SKIP] Carmignac Portfolio Emergents: no valid K with cluster size constraints.\n",
"\n",
"==========================================================================================\n",
"Running clustering for family: Carmignac Portfolio Global Bond\n",
"==========================================================================================\n",
"\n",
"==========================================================================================\n",
"Running clustering for family: Carmignac Portfolio Patrimoine\n",
"==========================================================================================\n",
"\n",
"==========================================================================================\n",
"Running clustering for family: Carmignac Portfolio Emerging Patrimoine\n",
"==========================================================================================\n"
]
},
{
"data": {
"text/html": [
"<div>\n",
"<style scoped>\n",
" .dataframe tbody tr th:only-of-type {\n",
" vertical-align: middle;\n",
" }\n",
"\n",
" .dataframe tbody tr th {\n",
" vertical-align: top;\n",
" }\n",
"\n",
" .dataframe thead th {\n",
" text-align: right;\n",
" }\n",
"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>fund_family</th>\n",
" <th>n_clients</th>\n",
" <th>best_k</th>\n",
" <th>silhouette</th>\n",
" <th>davies_bouldin</th>\n",
" <th>min_cluster_size</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>Carmignac Patrimoine</td>\n",
" <td>3058</td>\n",
" <td>4</td>\n",
" <td>0.882916</td>\n",
" <td>0.443551</td>\n",
" <td>85</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>Carmignac Investissement</td>\n",
" <td>2126</td>\n",
" <td>4</td>\n",
" <td>0.872248</td>\n",
" <td>0.450959</td>\n",
" <td>74</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" <td>1344</td>\n",
" <td>4</td>\n",
" <td>0.863874</td>\n",
" <td>0.466761</td>\n",
" <td>40</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>Carmignac Portfolio Emerging Patrimoine</td>\n",
" <td>1099</td>\n",
" <td>5</td>\n",
" <td>0.776536</td>\n",
" <td>0.690654</td>\n",
" <td>26</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>Carmignac Portfolio Long-Short European Equities</td>\n",
" <td>586</td>\n",
" <td>4</td>\n",
" <td>0.717091</td>\n",
" <td>0.635826</td>\n",
" <td>28</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5</th>\n",
" <td>Carmignac Court Terme</td>\n",
" <td>507</td>\n",
" <td>4</td>\n",
" <td>0.714238</td>\n",
" <td>0.690596</td>\n",
" <td>17</td>\n",
" </tr>\n",
" <tr>\n",
" <th>6</th>\n",
" <td>Carmignac Sécurité</td>\n",
" <td>1573</td>\n",
" <td>4</td>\n",
" <td>0.697358</td>\n",
" <td>0.776298</td>\n",
" <td>86</td>\n",
" </tr>\n",
" <tr>\n",
" <th>7</th>\n",
" <td>Carmignac Portfolio Flexible Bond</td>\n",
" <td>1053</td>\n",
" <td>4</td>\n",
" <td>0.675407</td>\n",
" <td>0.801578</td>\n",
" <td>40</td>\n",
" </tr>\n",
" <tr>\n",
" <th>8</th>\n",
" <td>Carmignac Credit &lt;NUM&gt;</td>\n",
" <td>370</td>\n",
" <td>4</td>\n",
" <td>0.535035</td>\n",
" <td>0.998164</td>\n",
" <td>23</td>\n",
" </tr>\n",
" <tr>\n",
" <th>9</th>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" <td>1664</td>\n",
" <td>4</td>\n",
" <td>0.532877</td>\n",
" <td>0.680604</td>\n",
" <td>70</td>\n",
" </tr>\n",
" <tr>\n",
" <th>10</th>\n",
" <td>Carmignac Portfolio Sécurité</td>\n",
" <td>1125</td>\n",
" <td>4</td>\n",
" <td>0.451412</td>\n",
" <td>0.935678</td>\n",
" <td>46</td>\n",
" </tr>\n",
" <tr>\n",
" <th>11</th>\n",
" <td>Carmignac Portfolio Credit</td>\n",
" <td>984</td>\n",
" <td>4</td>\n",
" <td>0.366476</td>\n",
" <td>1.024236</td>\n",
" <td>48</td>\n",
" </tr>\n",
" <tr>\n",
" <th>12</th>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" <td>1107</td>\n",
" <td>5</td>\n",
" <td>0.296463</td>\n",
" <td>1.068490</td>\n",
" <td>29</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" fund_family n_clients best_k \\\n",
"0 Carmignac Patrimoine 3058 4 \n",
"1 Carmignac Investissement 2126 4 \n",
"2 Carmignac Portfolio Grande Europe 1344 4 \n",
"3 Carmignac Portfolio Emerging Patrimoine 1099 5 \n",
"4 Carmignac Portfolio Long-Short European Equities 586 4 \n",
"5 Carmignac Court Terme 507 4 \n",
"6 Carmignac Sécurité 1573 4 \n",
"7 Carmignac Portfolio Flexible Bond 1053 4 \n",
"8 Carmignac Credit <NUM> 370 4 \n",
"9 Carmignac Portfolio Global Bond 1664 4 \n",
"10 Carmignac Portfolio Sécurité 1125 4 \n",
"11 Carmignac Portfolio Credit 984 4 \n",
"12 Carmignac Portfolio Patrimoine 1107 5 \n",
"\n",
" silhouette davies_bouldin min_cluster_size \n",
"0 0.882916 0.443551 85 \n",
"1 0.872248 0.450959 74 \n",
"2 0.863874 0.466761 40 \n",
"3 0.776536 0.690654 26 \n",
"4 0.717091 0.635826 28 \n",
"5 0.714238 0.690596 17 \n",
"6 0.697358 0.776298 86 \n",
"7 0.675407 0.801578 40 \n",
"8 0.535035 0.998164 23 \n",
"9 0.532877 0.680604 70 \n",
"10 0.451412 0.935678 46 \n",
"11 0.366476 1.024236 48 \n",
"12 0.296463 1.068490 29 "
]
},
"execution_count": 43,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"# 35 - Run clustering on the top 15 fund families\n",
"\n",
"family_results = {}\n",
"family_summary_rows = []\n",
"\n",
"for fam in top_15_families:\n",
" print(\"\\n\" + \"=\" * 90)\n",
" print(f\"Running clustering for family: {fam}\")\n",
" print(\"=\" * 90)\n",
"\n",
" res = run_family_clustering(\n",
" df_base=df_family_client_base,\n",
" family_name=fam,\n",
" features=family_cluster_features,\n",
" k_min=4,\n",
" k_max=10,\n",
" min_clients=40,\n",
" min_cluster_size=10,\n",
" min_cluster_share=0.02,\n",
" random_state=RANDOM_STATE,\n",
" make_plots=False\n",
" )\n",
"\n",
" if res is not None:\n",
" family_results[fam] = res\n",
" best_row = res[\"metrics_df\"].loc[res[\"metrics_df\"][\"k\"] == res[\"best_k\"]].iloc[0]\n",
"\n",
" family_summary_rows.append({\n",
" \"fund_family\": fam,\n",
" \"n_clients\": res[\"n_clients\"],\n",
" \"best_k\": res[\"best_k\"],\n",
" \"silhouette\": best_row[\"silhouette\"],\n",
" \"davies_bouldin\": best_row[\"davies_bouldin\"],\n",
" \"min_cluster_size\": int(best_row[\"min_cluster_size\"]),\n",
" })\n",
"\n",
"family_summary = pd.DataFrame(family_summary_rows).sort_values(\n",
" [\"silhouette\", \"n_clients\"],\n",
" ascending=[False, False]\n",
").reset_index(drop=True)\n",
"\n",
"family_summary"
]
},
{
"cell_type": "code",
"execution_count": 44,
"id": "f5c7e517",
"metadata": {},
"outputs": [
{
"data": {
"image/png": "iVBORw0KGgoAAAANSUhEUgAABdEAAAGGCAYAAACUkchWAAAAOnRFWHRTb2Z0d2FyZQBNYXRwbG90bGliIHZlcnNpb24zLjEwLjgsIGh0dHBzOi8vbWF0cGxvdGxpYi5vcmcvwVt1zgAAAAlwSFlzAAAPYQAAD2EBqD+naQAAjXJJREFUeJzs3XlcVGX7x/HvzAAiKsii4oILKigC7htuSfZkli2aZkaLaallu4/aY7+K0qyeFjPNLMs9W9zSXFqeUsvQ1ExxyQ0XxCUEVFAQHOb3BzFKgAIOzDB83q8Xr5oz97nPdd0zeA7XnLlvg8VisQgAAAAAAAAAAORjtHcAAAAAAAAAAAA4KoroAAAAAAAAAAAUgiI6AAAAAAAAAACFoIgOAAAAAAAAAEAhKKIDAAAAAAAAAFAIiugAAAAAAAAAABSCIjoAAAAAAAAAAIWgiA4AAAAAAAAAQCEoogMAAAAAAAAAUAiK6CiXIiMjNW7cOHuH4RTsOZbO9jqOGzdOkZGRebYFBwfr/ffftz5+//33FRwcrOTk5LIODwCKxdn+jbYnzrWOb9OmTQoODtamTZvsHUqZWbJkiYKDg3Xs2LFrtv3n+6gijheA4uH8YztcR5Rfx44dU3BwsJYsWWLvUGADLvYOAI7j6NGjmjlzpjZs2KC//vpLrq6uCgoK0i233KJ77rlH7u7u9g7R6dx///367bffrI+9vLwUEBCge++9V/369ZPRWPTPuQ4cOKDVq1frrrvuUr169Uoj3AorOTlZH3zwgX755RcdP35cVapUUd26ddWxY0c99thjqlKlir1DtKn09HTNnDlTHTp0UMeOHfM8t27dOu3YsUNPPPGEnaIDyjfOtWWPc63jO3bsmG688UbrYxcXF1WtWlWNGjVShw4dNGjQINWpU8eOEZaOJUuW6Pnnn8+zzcfHR02aNNGwYcPUo0cPO0UGwFFxHVH2uI5wfLnXEWPGjNHQoUPtEsOKFSuUlJSkhx56yC7HR9mgiA5J0tq1a/XUU0/Jzc1Nd9xxh4KCgpSVlaWtW7fqv//9rw4cOKBXX33V3mFarVmzRgaDwd5h2IS/v7+effZZSVJKSoqWLVum8ePH6/Dhwxo9enSR+zlw4ICmTp2qDh06FOuEbM+xLA+v45kzZ9S/f3+lpaWpf//+CgwM1JkzZ7R3714tXLhQ9957r7WI/uqrr8pisdg54uuXnp6uqVOnatSoUQUW0RcsWEARHSgBzrX2w7m2fLyOt912m7p37y6LxaKzZ88qNjZWc+bM0dy5czVx4kTdeuutpXbs9u3ba8eOHXJ1dS21YxTmySefVL169WSxWJSUlKSlS5fq0Ucf1YcffqiePXuWeTxFYc/xAioqriPsh+sI53gdS9M333yj/fv35yui161bVzt27JCLC+VXZ8CrCMXHx+uZZ55RnTp1NGfOHNWsWdP63H333acjR45o7dq1130ci8Wiixcv2uTTcTc3t+vuw1FUq1ZNd9xxh/XxPffco969e2vBggV66qmnSuWPkytfC3uOZXl4HRctWqTjx49r4cKFatOmTZ7n0tLS8rw+/CEJoDCca+2Lc235EBISkud1kqSEhAQ9/PDDGjt2rBo3bqxmzZqVyrGNRqMqVapUKn1fS/fu3RUWFmZ9fPfdd6tLly765ptvHLaIbs/xAioiriPsi+sIFObChQvy8PAo9HmDwcD50okwJzo0c+ZMXbhwQRMnTsxzMs7VoEEDPfjgg9bHixcv1gMPPKDOnTsrNDRUffr00WeffZZvv8jISA0fPlw///yz+vXrp/DwcH3++efWORRXrVqlqVOnqlu3bmrdurWefPJJpaamKjMzUxMnTlTnzp3VunVrPf/888rMzMzX9z/n5frzzz8VFRWl8PBwde/eXR988IEWL16cb67H3Li2bNmiu+++W2FhYbrxxhu1bNmyPP2dOXNGb7zxhvr27avWrVurTZs2GjZsmP788898uV68eFHvv/++br75ZoWFhalr164aNWqUjh49WqTX4EqVK1dWy5YtdeHCBSUnJyshIUEvv/yybr75ZoWHh6tjx4568skn8+S0ZMkSPfXUU5KkBx54QMHBwXnmqSzstShoLHPnx9yyZYsmTJigTp06qV27dnrxxReVmZmpc+fOacyYMWrfvr3at2+vN998M9/d1xcuXNDrr7+uHj16KDQ0VDfffLM++eSTfO0KO/bWrVs1adIkderUSa1atdLjjz9e4Bzi69at0+DBg9WqVSu1bt1ajz76qPbv31/sMb+ao0ePymQyqVWrVvmeq1q1ap4TYkFzohcmNTVV48aNU7t27dS2bVs9//zzSk9Pz9Pm0qVLmjZtmnr16qXQ0FBFRkbqnXfeyff78M9513MV9Hty7tw5TZw40fra3HTTTfroo4+UnZ0tKeercJ07d5YkTZ061fpeev/99zVu3DgtWLDAeszcn1zZ2dmaPXu2br31VoWFhSkiIkIvvviizp49W6QxAZwZ51rOtZxrS6Zu3bp6/fXXlZWVpY8//ti6vSjvndOnTyskJERTp07N129cXJyCg4M1f/58SYXP8b19+3YNHTpUbdu2VcuWLRUVFaWtW7fmaZOWlqaJEycqMjJSoaGh6ty5s4YMGaJdu3aVKGdPT09VqlQp311rRXnNrzb3amHXC1eyWCz64IMP1L17d7Vs2VL3339/ga93QeN1//3367bbbtOBAwd0//33q2XLlurWrVue1w1AyXAdwXUE1xHFUxpxjhs3Tq1bt9bRo0f1yCOPqHXr1ho9erTuv/9+rV27VgkJCdbXNbcuUNB5+c8//9S4ceN04403KiwsTF26dNHzzz+vlJSU0h0UXDfuRId++uknBQQE5LvLtjALFy5U06ZNFRkZKRcXF/3000+Kjo6WxWLRfffdl6ftoUOH9Nxzz+mee+7RwIED1ahRI+tzH330kdzd3fXoo4/qyJEjmj9/vlxcXGQwGHTu3DmNGjVK27dv15IlS1S3bl2NGjWq0JhOnTplvWh49NFH5eHhoa+++qrQT02PHDmip556SnfffbfuuusuLV68WOPGjVOLFi3UtGlTSTmf9v/www/q3bu36tWrp9OnT+uLL75QVFSUVq5cqVq1akmSzGazhg8frpiYGN1666164IEHdP78eW3YsEH79u1T/fr1izSuVzp27JhMJpM8PT21bt06bdu2Tbfeeqv8/f2VkJCghQsX6oEHHtDKlStVuXJltW/fXvfff7/mzZunESNGKDAwUJLUuHHjIr0WBZkwYYL8/Pz0xBNPaPv27friiy9UrVo1bdu2TbVr19Yzzzyj9evX65NPPlFQUJDuvPNOSTl/fI0cOVKbNm3S3XffrebNm+vnn3/Wm2++qVOnTuk///nPNfOfMGGCPD09NWrUKCUkJGjOnDl65ZVXNHnyZGubZcuWady4ceratatGjx6t9PR0LVy4UIMHD9bSpUttNsdc3bp1ZTab9fXXX+uuu+6ySZ+S9PTTT6tevXp69tlntXv3bn311Vfy8fHRv//9b2ubF154QUuXLtXNN9+sIUOGaMeOHZoxY4YOHjyoadOmFfuY6enpioqK0qlTpzRo0CDVrl1b27Zt0zvvvKPExESNHz9ePj4+evnll/Xyyy/rpptu0k033SQp5w/v9PR0/fXXX9qwYYPefPPNfP2/+OKLWrp0qfr166f7779fx44d04IFC7R7924tXLiQO/VRoXGu5VxbEM61RdO6dWvVr19fv/76q3VbUd47fn5+at++vVavXp3vvb1q1SqZTCb17t270OPGxMTokUceUWhoqEaNGiWDwaAlS5bowQcf1Geffabw8HBJ0ksvvaRvv/1WUVFRaty4sc6cOaOtW7fq4MGDatGixTXzS0tLs/5Bn5SUpHnz5unChQu6/fbbrW1s8ZoXxXvvvafp06erR48e6tGjh3bt2qWHH35YWVlZRdr/7NmzGjZsmG666Sbdcsst+vbbb/XWW28pKCiIOd6B68B1BNcRBeE64tpsHeelS5esH66PHTtW7u7uqlGjhlJTU3Xy5EnrWidXWzft119/VXx8vPr166c
"text/plain": [
"<Figure size 1500x400 with 3 Axes>"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"image/png": "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
"text/plain": [
"<Figure size 1800x500 with 2 Axes>"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"image/png": "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
"text/plain": [
"<Figure size 700x500 with 1 Axes>"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"image/png": "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
"text/plain": [
"<Figure size 600x400 with 1 Axes>"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
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"text/plain": [
"<Figure size 800x400 with 1 Axes>"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"\n",
"=== Carmignac Patrimoine ===\n",
"Clients after filtering: 3058\n",
"Chosen K: 4\n",
" cluster n_clients\n",
"0 0 2601\n",
"1 1 172\n",
"2 2 200\n",
"3 3 85\n",
"\n",
"Churn profile:\n",
" churn_hard churn_soft churn_warning\n",
"cluster \n",
"0 0.688 0.765 0.129\n",
"1 0.907 0.953 0.750\n",
"2 0.745 0.870 0.700\n",
"3 0.847 0.918 0.765\n"
]
}
],
"source": [
"# 36 - Visual and business review for one selected family\n",
"\n",
"selected_family = top_15_families[0]\n",
"if selected_family in family_results:\n",
" _ = run_family_clustering(\n",
" df_base=df_family_client_base,\n",
" family_name=selected_family,\n",
" features=family_cluster_features,\n",
" k_min=4,\n",
" k_max=10,\n",
" min_clients=40,\n",
" min_cluster_size=10,\n",
" min_cluster_share=0.02,\n",
" random_state=RANDOM_STATE,\n",
" make_plots=True\n",
" )"
]
},
{
"cell_type": "code",
"execution_count": 45,
"id": "4ba643a5",
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
"<div>\n",
"<style scoped>\n",
" .dataframe tbody tr th:only-of-type {\n",
" vertical-align: middle;\n",
" }\n",
"\n",
" .dataframe tbody tr th {\n",
" vertical-align: top;\n",
" }\n",
"\n",
" .dataframe thead th {\n",
" text-align: right;\n",
" }\n",
"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>fund_family</th>\n",
" <th>n_clients</th>\n",
" <th>best_k</th>\n",
" <th>silhouette</th>\n",
" <th>davies_bouldin</th>\n",
" <th>min_cluster_size</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>Carmignac Patrimoine</td>\n",
" <td>3058</td>\n",
" <td>4</td>\n",
" <td>0.882916</td>\n",
" <td>0.443551</td>\n",
" <td>85</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>Carmignac Investissement</td>\n",
" <td>2126</td>\n",
" <td>4</td>\n",
" <td>0.872248</td>\n",
" <td>0.450959</td>\n",
" <td>74</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>Carmignac Portfolio Grande Europe</td>\n",
" <td>1344</td>\n",
" <td>4</td>\n",
" <td>0.863874</td>\n",
" <td>0.466761</td>\n",
" <td>40</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>Carmignac Portfolio Emerging Patrimoine</td>\n",
" <td>1099</td>\n",
" <td>5</td>\n",
" <td>0.776536</td>\n",
" <td>0.690654</td>\n",
" <td>26</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>Carmignac Portfolio Long-Short European Equities</td>\n",
" <td>586</td>\n",
" <td>4</td>\n",
" <td>0.717091</td>\n",
" <td>0.635826</td>\n",
" <td>28</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5</th>\n",
" <td>Carmignac Court Terme</td>\n",
" <td>507</td>\n",
" <td>4</td>\n",
" <td>0.714238</td>\n",
" <td>0.690596</td>\n",
" <td>17</td>\n",
" </tr>\n",
" <tr>\n",
" <th>6</th>\n",
" <td>Carmignac Sécurité</td>\n",
" <td>1573</td>\n",
" <td>4</td>\n",
" <td>0.697358</td>\n",
" <td>0.776298</td>\n",
" <td>86</td>\n",
" </tr>\n",
" <tr>\n",
" <th>7</th>\n",
" <td>Carmignac Portfolio Flexible Bond</td>\n",
" <td>1053</td>\n",
" <td>4</td>\n",
" <td>0.675407</td>\n",
" <td>0.801578</td>\n",
" <td>40</td>\n",
" </tr>\n",
" <tr>\n",
" <th>8</th>\n",
" <td>Carmignac Credit &lt;NUM&gt;</td>\n",
" <td>370</td>\n",
" <td>4</td>\n",
" <td>0.535035</td>\n",
" <td>0.998164</td>\n",
" <td>23</td>\n",
" </tr>\n",
" <tr>\n",
" <th>9</th>\n",
" <td>Carmignac Portfolio Global Bond</td>\n",
" <td>1664</td>\n",
" <td>4</td>\n",
" <td>0.532877</td>\n",
" <td>0.680604</td>\n",
" <td>70</td>\n",
" </tr>\n",
" <tr>\n",
" <th>10</th>\n",
" <td>Carmignac Portfolio Sécurité</td>\n",
" <td>1125</td>\n",
" <td>4</td>\n",
" <td>0.451412</td>\n",
" <td>0.935678</td>\n",
" <td>46</td>\n",
" </tr>\n",
" <tr>\n",
" <th>11</th>\n",
" <td>Carmignac Portfolio Credit</td>\n",
" <td>984</td>\n",
" <td>4</td>\n",
" <td>0.366476</td>\n",
" <td>1.024236</td>\n",
" <td>48</td>\n",
" </tr>\n",
" <tr>\n",
" <th>12</th>\n",
" <td>Carmignac Portfolio Patrimoine</td>\n",
" <td>1107</td>\n",
" <td>5</td>\n",
" <td>0.296463</td>\n",
" <td>1.068490</td>\n",
" <td>29</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" fund_family n_clients best_k \\\n",
"0 Carmignac Patrimoine 3058 4 \n",
"1 Carmignac Investissement 2126 4 \n",
"2 Carmignac Portfolio Grande Europe 1344 4 \n",
"3 Carmignac Portfolio Emerging Patrimoine 1099 5 \n",
"4 Carmignac Portfolio Long-Short European Equities 586 4 \n",
"5 Carmignac Court Terme 507 4 \n",
"6 Carmignac Sécurité 1573 4 \n",
"7 Carmignac Portfolio Flexible Bond 1053 4 \n",
"8 Carmignac Credit <NUM> 370 4 \n",
"9 Carmignac Portfolio Global Bond 1664 4 \n",
"10 Carmignac Portfolio Sécurité 1125 4 \n",
"11 Carmignac Portfolio Credit 984 4 \n",
"12 Carmignac Portfolio Patrimoine 1107 5 \n",
"\n",
" silhouette davies_bouldin min_cluster_size \n",
"0 0.882916 0.443551 85 \n",
"1 0.872248 0.450959 74 \n",
"2 0.863874 0.466761 40 \n",
"3 0.776536 0.690654 26 \n",
"4 0.717091 0.635826 28 \n",
"5 0.714238 0.690596 17 \n",
"6 0.697358 0.776298 86 \n",
"7 0.675407 0.801578 40 \n",
"8 0.535035 0.998164 23 \n",
"9 0.532877 0.680604 70 \n",
"10 0.451412 0.935678 46 \n",
"11 0.366476 1.024236 48 \n",
"12 0.296463 1.068490 29 "
]
},
"execution_count": 45,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"# 37 - Summary table of clustering results across families\n",
"family_summary"
]
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 3 (ipykernel)",
"language": "python",
"name": "python3"
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