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
Tanguy Cornet
since 26/03/2003
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

13.18 %

1 Year rank in sector

116/224

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 767.2 m

FE Risk score

108

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    28.47%
  • France
    14.9%
  • Germany
    12.88%
  • Italy
    9.35%
  • Switzerland
    8.27%
  • Financials
    20.47%
  • Industrials
    14.11%
  • Consumer Staples
    13.64%
  • Consumer Discretionary
    10.59%
  • Materials
    8.44%
  • UK Equities
    28.47%
  • French Equities
    14.9%
  • German Equities
    12.88%
  • Italian Equities
    9.35%
  • Swiss Equities
    8.27%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.63 %3.91 %13.18 %22.2 %51.14 %
Sector2.42 %4.75 %14 %23.87 %55.37 %
Rank within sector94 / 235142 / 229116 / 224104 / 198114 / 174
Quartile th2 nd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20182017201620152014
Fund2.99 %10.64 %-0.11 %11.32 %5.1 %
Sector2.73 %11.78 %-0.56 %11.08 %4.22 %
Rank within sector99 / 235119 / 224101 / 21492 / 198102 / 190
Quartile th2 nd3 rd2 nd2 nd3 rd

Risk statistics

Alpha-0.48
Beta1.06
Sharpe0.28
Volatility13.09
Tracking error2.98
Information ratio-0.04
R-Squared0.95

Price movement

52 week high2496.1
52 week low2186.01
Current bid price0
Current offer price0
Current mid price2492.82

Holdings by region

  • 28.47% UK
  • 14.9% France
  • 12.88% Germany
  • 9.35% Italy
  • 8.27% Switzerland
  • 6.82% Netherlands
  • 5.68% Sweden
  • 5.48% Others
  • 5.18% Spain
  • 2.97% Norway

Holdings by sector

  • 20.47% Financials
  • 14.11% Industrials
  • 13.64% Consumer Staples
  • 10.59% Consumer Discretionary
  • 8.44% Materials
  • 8.35% Information Technology
  • 7.57% Energy
  • 7.06% Health Care
  • 3.79% Telecommunications Utilities
  • 3.48% Utilities

Holdings by asset type

  • 28.47% UK Equities
  • 14.9% French Equities
  • 12.88% German Equities
  • 9.35% Italian Equities
  • 8.27% Swiss Equities
  • 6.82% Dutch Equities
  • 5.68% Swedish Equities
  • 5.48% International Equities
  • 5.18% Spanish Equities
  • 2.97% Norwegian Equities

Individual holdings

  • 2.95% UNILEVER NV
  • 1.91% HSBC HLDGS
  • 1.57% ASML HOLDING NV
  • 1.57% ROYAL DUTCH SHELL
  • 1.54% ALLIANZ SE
  • 1.47% LLOYDS BANKING GROUP PLC
  • 1.46% BP
  • 1.46% RIO TINTO LTD
  • 1.42% NESTLE SA
  • 1.4% SAFRAN S.A.