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)
Roland Juhel
since 01/01/2007
Johann Mauchand
since 01/03/2013
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

-2.73 %

1 Year rank in sector

147/157

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 122.1 m

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

Top in sector

Holdings snapshot

  • Equities
    30.52%
  • Fixed Interest
    24.13%
  • Currency
    13.05%
  • Fishery, Agriculture & Forestry
    9.69%
  • Other Metals
    9.26%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund7.26 %7.93 %-2.73 %0 %0 %
Sector1.95 %4.33 %6.19 %4.39 %11.23 %
Rank within sector6 / 15837 / 170147 / 157 / /
Quartile th1 st1 st4 th th th

Calendar performance

YTD-20182017201620152014
Fund6.11 %0 %0 %0 %0 %
Sector1.96 %4.12 %-0.53 %-0.64 %5.08 %
Rank within sector14 / 140 / / / /
Quartile th1 st th th th th

Price movement

52 week high150.65
52 week low128.09
Current bid price0
Current offer price0
Current mid price144.54

Holdings by region

-

Holdings by sector

  • 30.52% Equities
  • 24.13% Fixed Interest
  • 13.05% Currency
  • 9.69% Fishery, Agriculture & Forestry
  • 9.26% Other Metals
  • 7.07% Precious Metals & Stones
  • 6.28% Energy

Holdings by asset type

-

Individual holdings

-