Fact sheet: Candriam Quant Eq USA

Fund information
Fund name
Candriam Quant Equities USA N USD
Fund manager company
Candriam
Fund type
Offshore Fund
Fund manager
  • Bart Goosenssince 19/03/2003
Fund objective
Candriam Quant Equities USA invests mainly in US-listed equities. Fund management is based on the results of a series of sector specific quantitative models designed and tested by Candriam. Each of the models selects the most attractive stocks within its sector. This selection is based on an optimal combination of the most relevant stock selection factors for the sector. The investment strategy is sector-neutral relative to the S&P500 index.
Benchmark
  • S & P 500 Composite
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
13.6%
1 Year rank in sector
95/207
Sector
FO Equity - USA
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.
2.34%
Fund size
£836m (£1,289m 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.
102
Top in this sector
Fund name1 Year
Boost NASDAQ 100 3x LD ETP55.3%
Boost S&P500 3x LD ETP46.3%
Hermes US SMID Equity40%
T. Rowe Price USLgeCapValEq39.8%
Dodge & Cox US Stk37.4%
...more in FO Equity - USA

Performance snapshot

Holdings snapshot

  • USA100%
  • Information Technology20.9%
    Financials16.6%
    Health Care15.3%
    Consumer Discretionary12.2%
    Consumer Staples10.1%
  • US Equities100%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.6%5.3%4.5%13.6%21.6%75.5%
Sector0.3%6.7%7.2%12%23.8%82%
Rank within sector150 / 221132 / 218165 / 21395 / 207111 / 171109 / 146
Quartile3rd3rd4th2nd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund6.3%-4%9.5%29.1%12%
Sector5.2%-1.6%10.7%31.8%10.2%
Rank within sector86 / 210146 / 193105 / 180119 / 16489 / 151
Quartile2nd4th3rd3rd3rd
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.
-0.38
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.
0.97
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.
0.4
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%.
11.32
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.
3.49
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.
-0.19
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.
0.91
Price movement
52 week high2345.86
52 week low1951.23
Current bid price-
Current offer price-
Current mid price2327.31
Region
1USA100%
Industry sector
1Information Technology20.93%
2Financials16.6%
3Health Care15.25%
4Consumer Discretionary12.21%
5Consumer Staples10.07%
6Industrials9.79%
7Energy6.35%
8Utilities3.25%
9Materials2.91%
Asset type
1US Equities100%
Individual holdings
1ALPHABET INC3.09%
2FACEBOOK INC2.55%
3APPLE INC1.98%
4PFIZER INC1.97%
5PHILIP MORRIS INTERNATIONAL INC1.73%
6PEPSICO INC1.72%
7CISCO SYSTEMS INC1.67%
8AMGEN INC1.6%
9CHEVRON CORP1.59%
Management
Fund manager group
Dexia Asset Management
Fund manager company
Candriam
Fund type
Offshore Fund
Fund objective
Candriam Quant Equities USA invests mainly in US-listed equities. Fund management is based on the results of a series of sector specific quantitative models designed and tested by Candriam. Each of the models selects the most attractive stocks within its sector. This selection is based on an optimal combination of the most relevant stock selection factors for the sector. The investment strategy is sector-neutral relative to the S&P500 index.
Benchmark
  • S & P 500 Composite
Investment style
Growth
Investment method
Shares
Fund manager
NameSinceBiography
Bart Goosens19/03/2003Bart 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, Chile, Germany, Denmark, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Offshore, Slovakia, Sweden
Candriam Quant Equities USA C Cap USD
Initial charge3.5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.93%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price2469.77
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBJV0
Candriam Quant Equities USA C Dis USD
Initial charge3.5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price2127.73
CurrencyUSD
Price updated28/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeBJV1
Candriam Quant Equities USA C EUR
Initial charge3.5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.92%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1733.04
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBZW3
Candriam Quant Equities USA C Hedged EUR
Initial charge3.5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.91%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1102.74
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBZW9
Candriam Quant Equities USA I Hedged EUR
Initial charge-
Annual charge0.35%
Min single investment£250,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.76%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1300.74
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF5OW
Candriam Quant Equities USA I USD
Initial charge-
Annual charge0.55%
Min single investment£250,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.76%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price2861.07
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBZW5
Candriam Quant Equities USA I Unhedged EUR
Initial charge-
Annual charge0.35%
Min single investment£250,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.76%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1628.32
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGGIV
Candriam Quant Equities USA L USD
Initial charge3.5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.04%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price2435.03
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNFC4
Candriam Quant Equities USA N Hedged EUR
Initial charge-
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.34%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1514.39
CurrencyEUR
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBZW8
Candriam Quant Equities USA N USD
Initial charge-
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.34%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price2327.31
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBZW6
Candriam Quant Equities USA N Unhedged EUR
Initial charge-
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.34%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyEUR
Price updated01/01/1900
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJJH
Candriam Quant Equities USA R Cap USD
Initial charge3.5%
Annual charge0.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.02%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price120.1
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFE8L
Candriam Quant Equities USA S USD
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.96%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price92.06
CurrencyUSD
Price updated08/03/2011
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBZW4
Candriam Quant Equities USA V USD
Initial charge-
Annual charge0.35%
Min single investment£15,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.56%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price2921.97
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBZX0
Candriam Quant Equities USA Z USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.2%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price3023.33
CurrencyUSD
Price updated28/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBZW7
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