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

18.09 %

1 Year rank in sector

66/226

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 768.6 m

FE Risk score

104

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    30.33%
  • France
    12.92%
  • Germany
    11.69%
  • Switzerland
    11.37%
  • Italy
    8.31%
  • Financials
    20.5%
  • Consumer Staples
    13.74%
  • Industrials
    13.69%
  • Health Care
    12.93%
  • Consumer Discretionary
    10.67%
  • UK Equities
    30.33%
  • French Equities
    12.92%
  • German Equities
    11.69%
  • Swiss Equities
    11.37%
  • Italian Equities
    8.31%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.68 %6.27 %18.09 %34.6 %54.47 %
Sector2.26 %5.71 %17.07 %33.25 %58.83 %
Rank within sector64 / 23787 / 23366 / 22690 / 201113 / 175
Quartile th2 nd2 nd2 nd2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund12.31 %-0.11 %11.32 %5.1 %16.24 %
Sector11.83 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector86 / 231104 / 22095 / 203104 / 194149 / 178
Quartile th2 nd2 nd2 nd3 rd4 th

Risk statistics

Alpha0.17
Beta1.01
Sharpe0.3
Volatility13.05
Tracking error3.21
Information ratio0.06
R-Squared0.94

Price movement

52 week high2468.03
52 week low2003.77
Current bid price0
Current offer price0
Current mid price2457.13

Holdings by region

  • 30.33% UK
  • 12.92% France
  • 11.69% Germany
  • 11.37% Switzerland
  • 8.31% Italy
  • 7.91% Netherlands
  • 6.32% Others
  • 4.45% Sweden
  • 4.24% Spain
  • 2.46% Denmark

Holdings by sector

  • 20.5% Financials
  • 13.74% Consumer Staples
  • 13.69% Industrials
  • 12.93% Health Care
  • 10.67% Consumer Discretionary
  • 7.86% Materials
  • 7% Energy
  • 4.07% Information Technology
  • 3.83% Telecommunications Utilities
  • 3.63% Utilities

Holdings by asset type

  • 30.33% UK Equities
  • 12.92% French Equities
  • 11.69% German Equities
  • 11.37% Swiss Equities
  • 8.31% Italian Equities
  • 7.91% Dutch Equities
  • 6.32% International Equities
  • 4.45% Swedish Equities
  • 4.24% Spanish Equities
  • 2.46% Danish Equities

Individual holdings

  • 3.13% UNILEVER NV
  • 2.06% HSBC HOLDINGS PLC
  • 1.57% RECKITT BENCKISER GROUP PLC
  • 1.48% NESTLE SA
  • 1.44% ROYAL DUTCH SHELL
  • 1.43% LLOYDS BANKING GROUP PLC
  • 1.37% ASSOCIATED BRITISH FOODS PLC
  • 1.36% FRESENIUS SE & CO KGAA
  • 1.35% BP PLC
  • 1.35% TOTAL SA