Fact sheet: Candriam Index Arbitrage

Fund information

Fund name
Candriam Index Arbitrage C
Fund company manager
Candriam France
Fund type
SIB
Fund manager(s)
Mr. Emmanuel Terraz
since 09/09/2003
Mr. Olivier Rose
since 01/07/2012
Mr. Romain Vermont
since 01/08/2013
Fund objective
The Fund aims to achieve on the minimum investment period a higher performance than the EONIA.
Benchmark
EONIA
Investment style
Market Neutral
Investment method
Fixed Interest

Quick stats

1 Year return

0.73 %

1 Year rank in sector

23/30

Sector

FO Hedge/Stru Prod - Fixed Int

Yield
-
Fund size

£ 1.0 b

FE Risk score

78

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    88.48%
  • Europe
    11.52%
  • Others
    7.64%
  • Real Estate
    5.03%
  • Health Care
    2.67%
  • Energy
    2.56%
  • Financials
    1.68%
  • North American Fixed Interest
    88.48%
  • European Fixed Interest
    11.52%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.18 %0.38 %0.73 %0.63 %2.1 %
Sector0.47 %1.36 %2.83 %-10.59 %-14.63 %
Rank within sector18 / 3119 / 3323 / 3015 / 2418 / 22
Quartile th3 rd3 rd4 th3 rd4 th

Calendar performance

YTD-20172016201520142013
Fund0.19 %0.94 %0.18 %-0.41 %1.38 %
Sector2.28 %1.7 %-14.45 %0.63 %-5.68 %
Rank within sector26 / 3218 / 2918 / 2621 / 2210 / 22
Quartile th4 th3 rd3 rd4 th2 nd

Risk statistics

Alpha0.37
Beta0.03
Sharpe-0
Volatility0.84
Tracking error6.17
Information ratio0.73
R-Squared0.05

Price movement

52 week high1372.66
52 week low1359.76
Current bid price0
Current offer price0
Current mid price1371.13

Holdings by region

  • 88.48% North America
  • 11.52% Europe

Holdings by sector

  • 7.64% Others
  • 5.03% Real Estate
  • 2.67% Health Care
  • 2.56% Energy
  • 1.68% Financials
  • 1.48% Information Technology
  • 1.03% Industrials
  • 1.01% Consumer Staples
  • 0.55% Consumer Discretionary
  • 0.55% Utilities

Holdings by asset type

  • 88.48% North American Fixed Interest
  • 11.52% European Fixed Interest

Individual holdings

-