Fact sheet: Candriam ALT RTN Systmt

Fund information

Fund name
Candriam ALTERNATIVE RETURN Systemat Classique
Fund company manager
Candriam Investors Group
Fund type
SIB
Fund manager
Steeve BRUMENT
since 01/01/2007
Fund objective
Candriam Alternative Return Systemat aims to exploit the trends of financial markets using proprietary statistical models. The fund invests through long and short positions in the major asset classes (equity indexes, short term rates, long term rates, foreign exchange and commodities), exclusively through future contracts traded on regulated markets. Alternative Return Systemat aims to achieve absolute performance, with a controlled volatility of between 12% and 14% over a 3 year recommended investment horizon.
Benchmark
No Specified Index
Investment style
Multi Strategy
Investment method
Mixed

Quick stats

1 Year return

-12.55 %

1 Year rank in sector

147/152

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 128.6 m

FE Risk score

150

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Fixed Interest
    37.5%
  • Equities
    18.5%
  • Currency
    15.9%
  • Fishery, Agriculture & Forestry
    9.2%
  • Other Metals
    8.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.35 %-5.93 %-12.55 %4.23 %3.59 %
Sector0.56 %1.68 %2.24 %2.48 %7.88 %
Rank within sector134 / 157161 / 169147 / 15249 / 10360 / 78
Quartile th4 th4 th4 th2 nd4 th

Calendar performance

YTD-20172016201520142013
Fund-11.98 %6.86 %2.76 %16.04 %-1 %
Sector2.47 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector158 / 16120 / 12928 / 10616 / 9257 / 81
Quartile th4 th1 st2 nd1 st3 rd

Risk statistics

Alpha3.17
Beta2.04
Sharpe0.02
Volatility13.63
Tracking error13.18
Information ratio0.23
R-Squared0.09

Price movement

52 week high1919.91
52 week low1617.21
Current bid price0
Current offer price0
Current mid price1664.55

Holdings by region

-

Holdings by sector

  • 37.5% Fixed Interest
  • 18.5% Equities
  • 15.9% Currency
  • 9.2% Fishery, Agriculture & Forestry
  • 8.7% Other Metals
  • 5.5% Precious Metals & Stones
  • 4.7% Energy

Holdings by asset type

-

Individual holdings

-