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
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

13.85 %

1 Year rank in sector

75/224

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 820.2 m

FE Risk score

102

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    30.44%
  • Switzerland
    12.41%
  • France
    11.87%
  • Germany
    11.41%
  • Netherlands
    8.19%
  • Financials
    21%
  • Industrials
    14.89%
  • Consumer Staples
    13.96%
  • Health Care
    10.7%
  • Consumer Discretionary
    10.57%
  • UK Equities
    30.44%
  • Swiss Equities
    12.41%
  • French Equities
    11.87%
  • German Equities
    11.41%
  • Dutch Equities
    8.19%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.69 %5.35 %13.85 %23.74 %51.28 %
Sector-1.93 %4.7 %11.12 %22.84 %57.04 %
Rank within sector104 / 23488 / 22975 / 22494 / 198112 / 172
Quartile th2 nd2 nd2 nd2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund7.97 %-0.11 %11.32 %5.1 %16.24 %
Sector7.62 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector96 / 229104 / 22093 / 202102 / 193150 / 178
Quartile th2 nd2 nd2 nd3 rd4 th

Risk statistics

Alpha0.33
Beta1.01
Sharpe0.26
Volatility12.95
Tracking error3.25
Information ratio0.11
R-Squared0.94

Price movement

52 week high2451.99
52 week low2003.77
Current bid price0
Current offer price0
Current mid price2362.04

Holdings by region

  • 30.44% UK
  • 12.41% Switzerland
  • 11.87% France
  • 11.41% Germany
  • 8.19% Netherlands
  • 7.8% Others
  • 7.24% Italy
  • 4.3% Spain
  • 3.25% Norway
  • 3.1% Sweden

Holdings by sector

  • 21% Financials
  • 14.89% Industrials
  • 13.96% Consumer Staples
  • 10.7% Health Care
  • 10.57% Consumer Discretionary
  • 7.92% Materials
  • 6.65% Energy
  • 4.92% Information Technology
  • 4.03% Telecommunications Utilities
  • 3.63% Utilities

Holdings by asset type

  • 30.44% UK Equities
  • 12.41% Swiss Equities
  • 11.87% French Equities
  • 11.41% German Equities
  • 8.19% Dutch Equities
  • 7.8% International Equities
  • 7.24% Italian Equities
  • 4.3% Spanish Equities
  • 3.25% Norwegian Equities
  • 3.1% Swedish Equities

Individual holdings

  • 3.11% UNILEVER NV
  • 2.22% HSBC HOLDINGS PLC
  • 2.18% GLAXOSMITHKLINE PLC
  • 1.48% NESTLE SA
  • 1.41% ASSOCIATED BRITISH FOODS
  • 1.39% RIO TINTO PLC
  • 1.37% ROYAL DUTCH SHELL
  • 1.34% MARINE HARVEST ASA
  • 1.32% RAIFFEISEN BANK INTL AG
  • 1.29% TOTAL SA