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
Bart Goosens
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

15.34 %

1 Year rank in sector

115/224

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 818.0 m

FE Risk score

104

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    29.93%
  • France
    13.17%
  • Switzerland
    12.45%
  • Germany
    11.3%
  • Netherlands
    8.21%
  • Financials
    20.95%
  • Industrials
    15.88%
  • Consumer Staples
    14.15%
  • Health Care
    11.08%
  • Consumer Discretionary
    10.32%
  • UK Equities
    29.93%
  • French Equities
    13.17%
  • Swiss Equities
    12.45%
  • German Equities
    11.3%
  • Dutch Equities
    8.21%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.53 %9.07 %15.09 %22.13 %61.51 %
Sector-1.07 %8.94 %16.17 %22.16 %66.18 %
Rank within sector81 / 23496 / 229115 / 22499 / 197112 / 172
Quartile th2 nd2 nd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund9.66 %-0.11 %11.32 %5.1 %16.24 %
Sector9.73 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector97 / 229104 / 21992 / 201101 / 191147 / 177
Quartile th2 nd2 nd2 nd3 rd4 th

Risk statistics

Alpha-0.16
Beta1.02
Sharpe0.18
Volatility13.05
Tracking error3.29
Information ratio-0.04
R-Squared0.94

Price movement

52 week high2451.99
52 week low2003.77
Current bid price0
Current offer price0
Current mid price2399.08

Holdings by region

  • 29.93% UK
  • 13.17% France
  • 12.45% Switzerland
  • 11.3% Germany
  • 8.21% Netherlands
  • 8.08% Others
  • 6.83% Italy
  • 4.21% Spain
  • 3.09% Norway
  • 2.73% Sweden

Holdings by sector

  • 20.95% Financials
  • 15.88% Industrials
  • 14.15% Consumer Staples
  • 11.08% Health Care
  • 10.32% Consumer Discretionary
  • 7.83% Materials
  • 6.58% Energy
  • 4.45% Information Technology
  • 3.93% Telecommunications Utilities
  • 3.58% Utilities

Holdings by asset type

  • 29.93% UK Equities
  • 13.17% French Equities
  • 12.45% Swiss Equities
  • 11.3% German Equities
  • 8.21% Dutch Equities
  • 8.08% International Equities
  • 6.83% Italian Equities
  • 4.21% Spanish Equities
  • 3.09% Norwegian Equities
  • 2.73% Swedish Equities

Individual holdings

  • 3.12% UNILEVER NV
  • 2.12% HSBC HOLDINGS PLC
  • 1.69% GLAXOSMITHKLINE PLC
  • 1.54% NESTLE SA
  • 1.37% RIO TINTO PLC
  • 1.35% ROYAL DUTCH SHELL
  • 1.34% MARINE HARVEST ASA
  • 1.31% LLOYDS BANKING GROUP PLC
  • 1.3% MTU AERO ENGINES AG
  • 1.29% TOTAL SA