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

0.44 %

1 Year rank in sector

22/29

Sector

FO Hedge/Stru Prod - Fixed Int

Yield
-
Fund size

£ 1.1 b

FE Risk score

74

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    76.69%
  • Europe
    23.31%
  • Health Care
    3.37%
  • Consumer Staples
    2.77%
  • Materials
    2.77%
  • Industrials
    2.75%
  • Others
    2.68%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.24 %-0.14 %0.43 %0.06 %1.85 %
Sector0 %2.07 %3.19 %-11.76 %-13.48 %
Rank within sector16 / 3025 / 3022 / 2919 / 2217 / 20
Quartile th3 rd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-0.13 %0.94 %0.18 %-0.41 %1.38 %
Sector1.87 %1.7 %-14.45 %0.63 %-5.68 %
Rank within sector25 / 3017 / 2918 / 2421 / 219 / 20
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 high1369.68
52 week low1357.42
Current bid price0
Current offer price0
Current mid price1366.79

Holdings by region

  • 76.69% North America
  • 23.31% Europe

Holdings by sector

  • 3.37% Health Care
  • 2.77% Consumer Staples
  • 2.77% Materials
  • 2.75% Industrials
  • 2.68% Others
  • 2.56% Financials
  • 1.69% Real Estate
  • 1.59% Energy
  • 1.56% Consumer Discretionary
  • 0.94% Utilities

Holdings by asset type

-

Individual holdings

-