Fact sheet: Candriam ALT RTN Systmt

Fund information

Fund name
Candriam ALTERNATIVE RETURN Systemat R EUR
Fund company manager
Candriam Investors Group
Fund type
SIB
Fund manager(s)
Johann Mauchand
since 01/03/2013
Roland Juhel
since 01/01/2007
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
Long/Short
Investment method
Mixed

Quick stats

1 Year return

-

1 Year rank in sector

-

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 124.2 m

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Fixed Interest
    29.53%
  • Equities
    28.87%
  • Currency
    10.62%
  • Energy
    10.21%
  • Fishery, Agriculture & Forestry
    9.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.06 %-0.64 %0 %0 %0 %
Sector0.69 %2.92 %4.81 %3.62 %10.12 %
Rank within sector65 / 158145 / 171 / / /
Quartile th2 nd4 th th th th

Calendar performance

YTD-20172016201520142013
Fund0 %0 %0 %0 %0 %
Sector4.01 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector / / / / /
Quartile th th th th th th

Price movement

52 week high150.65
52 week low128.09
Current bid price0
Current offer price0
Current mid price130.82

Holdings by region

-

Holdings by sector

  • 29.53% Fixed Interest
  • 28.87% Equities
  • 10.62% Currency
  • 10.21% Energy
  • 9.4% Fishery, Agriculture & Forestry
  • 7.04% Precious Metals & Stones
  • 4.33% Other Metals

Holdings by asset type

-

Individual holdings

-