Fact sheet: Candriam Index Arbitrage

Fund information

Fund name
Candriam Index Arbitrage C
Fund company manager
Candriam France
Fund type
SIB
Fund manager
Mr. Olivier Rose
since 01/07/2012
Fund objective
The Fund aims to achieve on the minimum investment period a higher performance than the EONIA.
Benchmark
EONIA
Investment style
Arbitrage
Investment method
Fixed Interest

Quick stats

1 Year return

0.83 %

1 Year rank in sector

21/28

Sector

FO Hedge/Stru Prod - Fixed Int

Yield
-
Fund size

£ 1.1 b

FE Risk score

72

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    65.78%
  • Europe
    34.22%
  • Others
    7.45%
  • Health Care
    5.86%
  • Financials
    4.88%
  • Consumer Discretionary
    3.1%
  • Consumer Staples
    2.85%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.21 %0.1 %0.83 %0.16 %1.87 %
Sector0.22 %2.09 %3.28 %-11.51 %-13.86 %
Rank within sector11 / 3023 / 3021 / 2818 / 2218 / 21
Quartile th2 nd4 th3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund0.08 %0.94 %0.18 %-0.41 %1.38 %
Sector2.08 %1.7 %-14.45 %0.63 %-5.68 %
Rank within sector26 / 3016 / 2818 / 2420 / 219 / 21
Quartile th4 th3 rd3 rd4 th2 nd

Risk statistics

Alpha0.18
Beta0.03
Sharpe-0
Volatility0.84
Tracking error6.19
Information ratio0.7
R-Squared0.05

Price movement

52 week high1370.68
52 week low1357.42
Current bid price0
Current offer price0
Current mid price1369.69

Holdings by region

  • 65.78% North America
  • 34.22% Europe

Holdings by sector

  • 7.45% Others
  • 5.86% Health Care
  • 4.88% Financials
  • 3.1% Consumer Discretionary
  • 2.85% Consumer Staples
  • 2.48% Industrials
  • 1.92% Energy
  • 1.61% Materials
  • 1.45% Real Estate
  • 0.7% Utilities

Holdings by asset type

-

Individual holdings

-