Fact sheet: Candriam Quant Eq World

Fund information
Fund name
Candriam Quant Equities World N
Fund manager company
Candriam
Fund type
Offshore Fund
Fund manager
  • Bart Goosenssince 29/11/2005
Fund objective
Candriam Quant Equities World invests in listed equities on the main global markets (Europe, US, Japan, Canada and Australia). 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 and region-neutral relative to the MSCI World index.
Benchmark
  • MSCI World
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
8%
1 Year rank in sector
262/470
Sector
FO Equity - International
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.
2.41%
Fund size
£92m (£103m 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.
95
Top in this sector
Fund name1 Year
Heptagon Kprnk GblAlCpEq49%
Sanlam Prv Wlt Glbl HgQul41.7%
Veritas Global Equity Income36.4%
T. Rowe Price GblFcsGrEq36.2%
SKAGEN Focus35.5%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • USA61%
    Japan9.2%
    Others8.1%
    UK5.6%
    Switzerland3.5%
  • Financials19.4%
    Information Technology15%
    Health Care13.2%
    Consumer Discretionary12.1%
    Industrials11.4%
  • US Equities61%
    Japanese Equities9.2%
    International Equities8.1%
    UK Equities5.6%
    Swiss Equities3.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.2%4.1%4.8%8%33.1%89.8%
Sector0.2%5.5%7.1%7.5%18%63.5%
Rank within sector102 / 494271 / 489336 / 482262 / 47085 / 37263 / 287
Quartile1st3rd3rd3rd1st1st
Calendar performance
 YTD - 20162015201420132012
Fund1.9%7.9%16.2%18.5%10.6%
Sector5.6%0.7%6%21.3%12.7%
Rank within sector339 / 47878 / 43253 / 389259 / 343231 / 297
Quartile3rd1st1st4th4th
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.
3.77
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.
1.01
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.
0.66
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%.
11.73
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.
6.23
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.
0.58
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.
0.71
Price movement
52 week high145.98
52 week low116.54
Current bid price-
Current offer price-
Current mid price140.4
Region
1USA61.04%
2Japan9.23%
3Others8.13%
4UK5.61%
5Switzerland3.54%
6Germany3.49%
7Canada3.47%
8France2.97%
9Australia2.52%
Industry sector
1Financials19.4%
2Information Technology14.95%
3Health Care13.22%
4Consumer Discretionary12.07%
5Industrials11.43%
6Consumer Staples11.08%
7Energy6.23%
8Materials4.9%
9Telecommunications Utilities3.5%
Asset type
1US Equities61.04%
2Japanese Equities9.23%
3International Equities8.13%
4UK Equities5.61%
5Swiss Equities3.54%
6German Equities3.49%
7Canadian Equities3.47%
8French Equities2.97%
9Australian Equities2.52%
Individual holdings
1FACEBOOK INC1.91%
2ALPHABET INC1.54%
3PFIZER INC1.31%
4CHEVRON CORP1.19%
5PEPSICO INC1.13%
6PHILIP MORRIS INTERNATIONAL INC1.13%
7ELECTRONIC ARTS1.01%
8PROCTER & GAMBLE CO0.93%
9SKYWORKS SOLUTIONS INC0.84%
Management
Fund manager group
Dexia Asset Management
Fund manager company
Candriam
Fund type
Offshore Fund
Fund objective
Candriam Quant Equities World invests in listed equities on the main global markets (Europe, US, Japan, Canada and Australia). 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 and region-neutral relative to the MSCI World index.
Benchmark
  • MSCI World
Investment style
Growth
Investment method
Shares
Fund manager
NameSinceBiography
Bart Goosens29/11/2005Bart 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, Slovakia, Sweden
Candriam Quant Equities World C Cap
Initial charge3.5%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.96%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price147.12
CurrencyEUR
Price updated21/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBJV2
Candriam Quant Equities World C Dis
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 price122.28
CurrencyEUR
Price updated21/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeBJV3
Candriam Quant Equities World I
Initial charge-
Annual charge0.55%
Min single investment£250,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.85%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price165.83
CurrencyEUR
Price updated21/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBZX2
Candriam Quant Equities World N
Initial charge-
Annual charge2%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.41%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price140.4
CurrencyEUR
Price updated21/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeBZX3
Candriam Quant Equities World R Cap
Initial charge3.5%
Annual charge0.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.12%
Total expense ratio (TER)-
Bid price115.54
Offer price115.54
Mid price-
CurrencyEUR
Price updated21/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJOV
Candriam Quant Equities World V
Initial charge-
Annual charge-
Min single investment£15,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.65%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price168.62
CurrencyEUR
Price updated21/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEWW4
Candriam Quant Equities World Z
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.3%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price175.16
CurrencyEUR
Price updated21/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBZX1
Data provided by

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