Fact sheet: Candriam Eq L Sust World

Fund information
Fund name
Candriam Equities L Sustainable World N Cap
Fund manager company
Candriam
Fund type
Offshore Fund
Fund manager
  • Bart Goosenssince 02/10/2003
Fund objective
Candriam Equities L Sustainable World, a SRI subfund of the Candriam Equities L sicav, invests worldwide in companies stocks which are, within their sector, best-in-class (top 35 %) in terms of successfully integrating social, environmental and corporate governance concerns into their business models and their stakeholder management. Moreover, eligible portfolio holdings must act in accordance with the United Nations Global Compact’s ten principles and must not be involved in the arms industry.
Benchmark
  • MSCI World
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
6.1%
1 Year rank in sector
36/68
Sector
FO Equity - Ethical
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
2.31%
Fund size
£350m (£294m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
101
Top in this sector
Fund name1 Year
Alquity Latin America35.4%
Impax Environmental Markets34.8%
Sparinvest Ethical Gbl Val31.9%
Schroder ISFQEPGblESG30.2%
Dimensional Gbl SustnbltyCrEq28.4%
...more in FO Equity - Ethical

Performance snapshot

Holdings snapshot

  • USA56.2%
    Others10.1%
    Japan8.9%
    Canada6.5%
    France5.5%
  • Financials19%
    Information Technology15.6%
    Consumer Discretionary12.6%
    Health Care11.8%
    Industrials11%
  • US Equities56.2%
    International Equities10.1%
    Japanese Equities8.9%
    Canadian Equities6.5%
    French Equities5.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund6.6%5.1%7.6%6.1%36.4%85.3%
Sector2.5%0.6%5.5%5.7%20.1%54.3%
Rank within sector8 / 7714 / 7728 / 7436 / 6818 / 5813 / 47
Quartile1st1st2nd3rd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund6.8%7.5%16.3%20.6%11.3%
Sector6%3.2%7.3%18.4%10.5%
Rank within sector36 / 6828 / 619 / 5832 / 5032 / 47
Quartile3rd2nd1st3rd3rd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
4.55
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
1
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
0.53
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
12.3
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
5.27
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
0.83
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.81
Price movement
52 week high280.17
52 week low221.95
Current bid price-
Current offer price-
Current mid price280.6
Region
1USA56.22%
2Others10.06%
3Japan8.91%
4Canada6.49%
5France5.47%
6UK3.8%
7Australia3.11%
8Germany3.05%
9Switzerland2.89%
Industry sector
1Financials18.96%
2Information Technology15.62%
3Consumer Discretionary12.56%
4Health Care11.79%
5Industrials10.96%
6Consumer Staples10.38%
7Energy6.69%
8Materials4.94%
9Telecommunications Utilities3.4%
Asset type
1US Equities56.22%
2International Equities10.06%
3Japanese Equities8.91%
4Canadian Equities6.49%
5French Equities5.47%
6UK Equities3.8%
7Australian Equities3.11%
8German Equities3.05%
9Swiss Equities2.89%
Individual holdings
1ALPHABET INC3.64%
2PEPSICO INC2.56%
3CANADIAN NATIONAL RAILWAY CO2.55%
43M CO1.99%
5MEAD JOHNSON NUTRITION1.97%
6AMAZON.COM INC1.9%
7JUNIPER NETWORKS1.72%
8CISCO SYSTEMS INC1.68%
9TEXAS INSTRUMENTS INC1.62%
Management
Fund manager group
Dexia Asset Management
Fund manager company
Candriam
Fund type
Offshore Fund
Fund objective
Candriam Equities L Sustainable World, a SRI subfund of the Candriam Equities L sicav, invests worldwide in companies stocks which are, within their sector, best-in-class (top 35 %) in terms of successfully integrating social, environmental and corporate governance concerns into their business models and their stakeholder management. Moreover, eligible portfolio holdings must act in accordance with the United Nations Global Compact’s ten principles and must not be involved in the arms industry.
Benchmark
  • MSCI World
Investment style
Growth
Investment method
Shares
Fund manager
NameSinceBiography
Bart Goosens02/10/2003Bart Goosens has been Candriam’s Global head of quantitative equity management since 2001. He began his career in 1994 in Merrill Lynch’s private banking department, moving to JP Morgan in 1995 where he held a number of positions. In 1997 he joined Candriam as an equity fund manager/financial analyst. While managing several international equity funds, he developed a series of quantitative equity models. In 2001, he then formed the quantitative equity management team that he still heads today. Bart Goosens received his Master of Applied Economics from the University of Antwerp.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, IA Recognised, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Offshore, Portugal, Sweden
Candriam Equities L Sustainable World C Cap
Initial charge3.5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.85%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price304.98
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBK73
Candriam Equities L Sustainable World D Dis
Initial charge3.5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.89%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price241.41
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeBK74
Candriam Equities L Sustainable World I Cap
Initial charge-
Annual charge0.55%
Min single investment£250,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.73%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price350.26
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeQG83
Candriam Equities L Sustainable World I Dis
Initial charge-
Annual charge0.55%
Min single investment£250,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.73%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1748.54
CurrencyEUR
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE68R
Candriam Equities L Sustainable World N Cap
Initial charge-
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.31%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price280.6
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeQG82
Candriam Equities L Sustainable World R Cap
Initial charge3.5%
Annual charge0.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.01%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price120.83
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJOP
Candriam Equities L Sustainable World Y
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.27%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price46.81
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0M01
Candriam Equities L Sustainable World Z Cap
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.19%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price171.84
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeI543
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