Fact sheet: Candriam Quant Eq Europe

Fund information

Fund name
Candriam Quant Equities Europe N Cap
Fund company manager
Candriam Investors Group
Fund type
SIB
Fund manager(s)
Erwin De Winter
since 26/03/2003
Bart Goosens
since 26/03/2003
Tanguy Cornet
since 26/03/2003
Fund objective
Candriam Quant Equities Europe invests mainly in European listed equities. Fund management is based on the results of a series of sector specific quantitative models designed and tested by Candriam. Each of the models selects the most attractive stocks within its sector. This selection is based on an optimal combination of the most relevant stock selection factors for the sector. The investment strategy is sector neutral relative to the MSCI Europe index.
Benchmark
MSCI Europe
Investment style
Growth
Investment method
Shares

Quick stats

1 Year return

17.54 %

1 Year rank in sector

87/225

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 818.5 m

FE Risk score

105

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    28.77%
  • France
    14.33%
  • Germany
    12.11%
  • Switzerland
    10.13%
  • Italy
    9.14%
  • Financials
    20.13%
  • Industrials
    14.2%
  • Consumer Staples
    13.61%
  • Consumer Discretionary
    10.76%
  • Health Care
    10.48%
  • UK Equities
    28.77%
  • French Equities
    14.33%
  • German Equities
    12.11%
  • Swiss Equities
    10.13%
  • Italian Equities
    9.14%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.24 %-0.06 %17.54 %22.64 %53.68 %
Sector-0.62 %0.47 %16.43 %22.14 %57.99 %
Rank within sector154 / 233114 / 23187 / 22591 / 199111 / 171
Quartile th3 rd2 nd2 nd2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund10.85 %-0.11 %11.32 %5.1 %16.24 %
Sector10.79 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector105 / 228104 / 21792 / 200102 / 192148 / 174
Quartile th2 nd2 nd2 nd3 rd4 th

Risk statistics

Alpha-0.31
Beta1.03
Sharpe0.41
Volatility12.99
Tracking error3.1
Information ratio-0.04
R-Squared0.94

Price movement

52 week high2491.42
52 week low2062.6
Current bid price0
Current offer price0
Current mid price2425.16

Holdings by region

  • 28.77% UK
  • 14.33% France
  • 12.11% Germany
  • 10.13% Switzerland
  • 9.14% Italy
  • 7.37% Netherlands
  • 6.29% Others
  • 4.74% Sweden
  • 4.54% Spain
  • 2.58% Denmark

Holdings by sector

  • 20.13% Financials
  • 14.2% Industrials
  • 13.61% Consumer Staples
  • 10.76% Consumer Discretionary
  • 10.48% Health Care
  • 8.07% Materials
  • 7.35% Energy
  • 5.6% Information Technology
  • 3.73% Telecommunications Utilities
  • 3.58% Utilities

Holdings by asset type

  • 28.77% UK Equities
  • 14.33% French Equities
  • 12.11% German Equities
  • 10.13% Swiss Equities
  • 9.14% Italian Equities
  • 7.37% Dutch Equities
  • 6.29% International Equities
  • 4.74% Swedish Equities
  • 4.54% Spanish Equities
  • 2.58% Danish Equities

Individual holdings

  • 3.01% UNILEVER NV
  • 1.76% BNP PARIBAS SA
  • 1.76% HSBC HOLDINGS PLC
  • 1.55% RECKITT BENCKISER GROUP PLC
  • 1.51% ROYAL DUTCH SHELL
  • 1.46% NESTLE SA
  • 1.42% LLOYDS BANKING GROUP PLC
  • 1.41% BP PLC
  • 1.4% TOTAL SA
  • 1.39% ASSOCIATED BRITISH FOODS PLC