Fact sheet: Candriam Quant Eq Mlt Fct Gl

Fund information

Fund name
Candriam Quant Equities Multi-Factor Global N
Fund company manager
Candriam Investors Group
Fund type
SIB
Fund manager
Bart Goosens
since 29/11/2005
Fund objective
Candriam Quant Equities World invests in listed equities on the main global markets (Europe, US, Japan, Canada and Australia). 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 and region-neutral relative to the MSCI World index.
Benchmark
No Specified Index
Investment style
Growth
Investment method
Shares

Quick stats

1 Year return

11.37 %

1 Year rank in sector

293/471

Sector

FO Equity - International

Yield
-
Fund size

£ 124.0 m

FE Risk score

104

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    52.55%
  • Others
    18.72%
  • Japan
    7.11%
  • UK
    4.59%
  • Korea
    4%
  • Financials
    17.61%
  • Information Technology
    17.44%
  • Consumer Discretionary
    13.01%
  • Health Care
    11.59%
  • Industrials
    10.34%
  • US Equities
    52.55%
  • International Equities
    18.72%
  • Japanese Equities
    7.11%
  • UK Equities
    4.59%
  • South Korean Equities
    4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.72 %-1.12 %11.37 %27.92 %64.82 %
Sector1.19 %5.53 %12.92 %22.66 %56.53 %
Rank within sector262 / 503433 / 492293 / 471131 / 374112 / 286
Quartile th3 rd4 th3 rd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund1.91 %11.04 %7.93 %16.18 %18.54 %
Sector10.82 %7.94 %0.71 %5.96 %21.26 %
Rank within sector427 / 485117 / 44174 / 39154 / 345226 / 302
Quartile th4 th2 nd1 st1 st3 rd

Risk statistics

Alpha1.87
Beta1.06
Sharpe0.39
Volatility12.06
Tracking error7.11
Information ratio0.27
R-Squared0.65

Price movement

52 week high163.22
52 week low136.68
Current bid price0
Current offer price0
Current mid price155.99

Holdings by region

  • 52.55% USA
  • 18.72% Others
  • 7.11% Japan
  • 4.59% UK
  • 4% Korea
  • 3.49% Canada
  • 2.74% France
  • 2.37% China
  • 2.24% Italy
  • 2.19% Hong Kong

Holdings by sector

  • 17.61% Financials
  • 17.44% Information Technology
  • 13.01% Consumer Discretionary
  • 11.59% Health Care
  • 10.34% Industrials
  • 7.6% Consumer Staples
  • 6.37% Energy
  • 5.28% Materials
  • 4.62% Real Estate
  • 3.83% Utilities

Holdings by asset type

  • 52.55% US Equities
  • 18.72% International Equities
  • 7.11% Japanese Equities
  • 4.59% UK Equities
  • 4% South Korean Equities
  • 3.49% Canadian Equities
  • 2.74% French Equities
  • 2.37% Chinese Equities
  • 2.24% Italian Equities
  • 2.19% Hong Kong Equities

Individual holdings

  • 2.18% APPLE INC
  • 1.49% SAMSUNG ELECTRONICS CO
  • 1.45% WAL-MART STORES INC
  • 1.43% ROGERS COMMUNICATIONS INC
  • 1.42% BAXTER INTERNATIONAL INC
  • 1.34% QUEST DIAGNOSTICS INC
  • 1.32% MERCK & CO INC(NEW)
  • 1.31% APPLIED MATERIALS INC
  • 1.31% TEXAS INSTRUMENTS INC
  • 1.28% XILINX INC