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. Romain Vermont
since 01/08/2013
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
Market Neutral
Investment method
Fixed Interest

Quick stats

1 Year return

0.6 %

1 Year rank in sector

19/27

Sector

FO Hedge/Stru Prod - Fixed Int

Yield
-
Fund size

£ 999.6 m

FE Risk score

79

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    81.46%
  • Europe
    18.54%
  • Energy
    5.55%
  • Others
    4.53%
  • Consumer Staples
    3.63%
  • Health Care
    3.27%
  • Real Estate
    3.15%
  • North American Fixed Interest
    81.46%
  • European Fixed Interest
    18.54%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.08 %0.64 %0.6 %0.83 %2.48 %
Sector-0.09 %0.76 %2.8 %-11.37 %-15.19 %
Rank within sector14 / 3116 / 3119 / 2719 / 2316 / 20
Quartile th2 nd3 rd3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund0.23 %0.94 %0.18 %-0.41 %1.38 %
Sector2.13 %1.7 %-14.45 %0.63 %-5.68 %
Rank within sector23 / 3019 / 2616 / 2319 / 2012 / 20
Quartile th4 th3 rd3 rd4 th3 rd

Risk statistics

Alpha0.33
Beta0.03
Sharpe-0
Volatility0.85
Tracking error6.19
Information ratio0.68
R-Squared0.05

Price movement

52 week high1372.66
52 week low1359.76
Current bid price0
Current offer price0
Current mid price1371.72

Holdings by region

  • 81.46% North America
  • 18.54% Europe

Holdings by sector

  • 5.55% Energy
  • 4.53% Others
  • 3.63% Consumer Staples
  • 3.27% Health Care
  • 3.15% Real Estate
  • 1.65% Consumer Discretionary
  • 1.32% Financials
  • 0.79% Telecommunications Utilities
  • 0.59% Utilities
  • 0.51% Materials

Holdings by asset type

  • 81.46% North American Fixed Interest
  • 18.54% European Fixed Interest

Individual holdings

-