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

0.63 %

1 Year rank in sector

22/32

Sector

FO Hedge/Stru Prod - Fixed Int

Yield
-
Fund size

£ 1.0 b

FE Risk score

79

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    57.53%
  • Europe
    42.47%
  • Others
    11.52%
  • Financials
    7.26%
  • Information Technology
    7.07%
  • Consumer Staples
    3.86%
  • Consumer Discretionary
    2.95%
  • North American Fixed Interest
    57.53%
  • European Fixed Interest
    42.47%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.21 %0.72 %0.63 %1.48 %2.44 %
Sector0.24 %0.4 %2.66 %-10.58 %-15.54 %
Rank within sector13 / 3016 / 3322 / 3221 / 2518 / 21
Quartile th2 nd2 nd3 rd4 th4 th

Calendar performance

YTD-20182017201620152014
Fund0.1 %0.47 %0.94 %0.18 %-0.41 %
Sector0.36 %2.22 %1.7 %-14.45 %0.63 %
Rank within sector18 / 2522 / 3221 / 2816 / 2522 / 22
Quartile th3 rd3 rd3 rd3 rd4 th

Risk statistics

Alpha0.65
Beta0.03
Sharpe-0
Volatility0.78
Tracking error6.17
Information ratio0.74
R-Squared0.06

Price movement

52 week high1376.44
52 week low1359.76
Current bid price0
Current offer price0
Current mid price1376.44

Holdings by region

  • 57.53% North America
  • 42.47% Europe

Holdings by sector

  • 11.52% Others
  • 7.26% Financials
  • 7.07% Information Technology
  • 3.86% Consumer Staples
  • 2.95% Consumer Discretionary
  • 2.69% Energy
  • 2.13% Industrials
  • 2.12% Real Estate
  • 1.88% Health Care
  • 0.97% Materials

Holdings by asset type

  • 57.53% North American Fixed Interest
  • 42.47% European Fixed Interest

Individual holdings

-