Fact sheet: Candriam AltRtrEqMrkNtr

Fund information

Fund name
Candriam Alternative Return Equity Market Neutral C Cap EUR
Fund company manager
Candriam Investors Group
Fund type
SIB
Fund manager(s)
Fund objective
Candriam Alternative Return Equity Market Neutral seeks to deliver positive absolute returns by taking long and short positions on worldwide equity indices and their constituents, to benefit from short to medium term pricing inefficiencies. To achieve this objective, the fund managers implement a combination of discretionary statistical arbitrage strategies, using a mix of quantitative and qualitative analysis, while closely managing risk. Such strategies include: Index Rebalancings, Long Short Stock Picking, Pair Trading. This results in a diversified equity market neutral portfolio with a maximum volatility target of 10%.
Benchmark
No Specified Index
Investment style
Market Neutral,Absolute Return
Investment method
Equity

Quick stats

1 Year return

5.96 %

1 Year rank in sector

56/130

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size
-
FE Risk score

82

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.1 %3.38 %5.96 %0 %0 %
Sector0.64 %3.78 %5.25 %8.65 %17.79 %
Rank within sector39 / 14268 / 14256 / 130 / /
Quartile th2 nd2 nd2 nd th th

Calendar performance

YTD-20172016201520142013
Fund3.02 %0 %0 %0 %0 %
Sector5.43 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector86 / 133 / / / /
Quartile th3 rd th th th th

Price movement

52 week high164.11
52 week low154.46
Current bid price0
Current offer price0
Current mid price163.17

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-