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(s)
Tanguy Cornet
since 29/11/2005
Erwin De Winter
since 29/11/2005
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

8.76 %

1 Year rank in sector

426/485

Sector

FO Equity - International

Yield
-
Fund size

£ 133.9 m

FE Risk score

107

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    52.39%
  • Others
    19.63%
  • Japan
    6.8%
  • UK
    3.75%
  • Canada
    3.72%
  • Information Technology
    17.76%
  • Financials
    17.63%
  • Consumer Discretionary
    13.26%
  • Health Care
    11.1%
  • Industrials
    10.37%
  • US Equities
    52.39%
  • International Equities
    19.63%
  • Japanese Equities
    6.8%
  • UK Equities
    3.75%
  • Canadian Equities
    3.72%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.66 %2.8 %8.2 %28.73 %75.19 %
Sector0.25 %6.26 %16.75 %24.31 %64.51 %
Rank within sector386 / 505407 / 504426 / 485149 / 385107 / 290
Quartile th4 th4 th4 th2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund4.95 %11.04 %7.93 %16.18 %18.54 %
Sector13.75 %7.94 %0.71 %5.96 %21.26 %
Rank within sector430 / 494126 / 44877 / 39652 / 347225 / 302
Quartile th4 th2 nd1 st1 st3 rd

Risk statistics

Alpha1.12
Beta1.09
Sharpe0.5
Volatility12.19
Tracking error7
Information ratio0.22
R-Squared0.67

Price movement

52 week high164.64
52 week low148.04
Current bid price0
Current offer price0
Current mid price160.63

Holdings by region

  • 52.39% USA
  • 19.63% Others
  • 6.8% Japan
  • 3.75% UK
  • 3.72% Canada
  • 3.52% Korea
  • 3.04% China
  • 2.63% France
  • 2.45% Germany
  • 2.07% Hong Kong

Holdings by sector

  • 17.76% Information Technology
  • 17.63% Financials
  • 13.26% Consumer Discretionary
  • 11.1% Health Care
  • 10.37% Industrials
  • 7.43% Consumer Staples
  • 6.32% Energy
  • 5.45% Materials
  • 4.62% Real Estate
  • 3.48% Utilities

Holdings by asset type

  • 52.39% US Equities
  • 19.63% International Equities
  • 6.8% Japanese Equities
  • 3.75% UK Equities
  • 3.72% Canadian Equities
  • 3.52% South Korean Equities
  • 3.04% Chinese Equities
  • 2.63% French Equities
  • 2.45% German Equities
  • 2.07% Hong Kong Equities

Individual holdings

  • 2.09% APPLE INC
  • 1.78% WAL-MART STORES INC
  • 1.68% SAMSUNG ELECTRONICS CO
  • 1.39% BAXTER INTERNATIONAL INC
  • 1.37% TEXAS INSTRUMENTS INC
  • 1.35% XILINX INC
  • 1.33% KLA TENCOR CORP
  • 1.29% ROGERS COMMUNICATIONS INC
  • 1.14% APPLIED MATERIALS INC
  • 1.11% AMERICAN EXPRESS CO