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

0.52 %

1 Year rank in sector

23/30

Sector

FO Hedge/Stru Prod - Fixed Int

Yield
-
Fund size

£ 984.5 m

FE Risk score

80

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    61.07%
  • Europe
    38.93%
  • Others
    10.66%
  • Financials
    4.76%
  • Energy
    4.64%
  • Real Estate
    2.79%
  • Health Care
    2.05%
  • North American Fixed Interest
    61.07%
  • European Fixed Interest
    38.93%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.46 %1.05 %0.52 %1.4 %2.56 %
Sector0.1 %0.69 %2.48 %-10.84 %-15.16 %
Rank within sector8 / 3111 / 3323 / 3020 / 2518 / 22
Quartile th2 nd2 nd4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund0.49 %0.94 %0.18 %-0.41 %1.38 %
Sector2.4 %1.7 %-14.45 %0.63 %-5.68 %
Rank within sector23 / 3221 / 2816 / 2521 / 2213 / 22
Quartile th3 rd3 rd3 rd4 th3 rd

Risk statistics

Alpha0.4
Beta0.03
Sharpe-0
Volatility0.87
Tracking error6.19
Information ratio0.7
R-Squared0.04

Price movement

52 week high1374.77
52 week low1359.76
Current bid price0
Current offer price0
Current mid price1375.23

Holdings by region

  • 61.07% North America
  • 38.93% Europe

Holdings by sector

  • 10.66% Others
  • 4.76% Financials
  • 4.64% Energy
  • 2.79% Real Estate
  • 2.05% Health Care
  • 1.87% Consumer Discretionary
  • 1.8% Information Technology
  • 1.13% Consumer Staples
  • 1.12% Industrials
  • 0.84% Materials

Holdings by asset type

  • 61.07% North American Fixed Interest
  • 38.93% European Fixed Interest

Individual holdings

-