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

7.95 %

1 Year rank in sector

399/482

Sector

FO Equity - International

Yield
-
Fund size

£ 137.0 m

FE Risk score

107

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    52.33%
  • Others
    18.62%
  • Japan
    6.88%
  • Canada
    4.54%
  • China
    3.76%
  • Financials
    17.55%
  • Information Technology
    17.14%
  • Consumer Discretionary
    12.97%
  • Health Care
    11.18%
  • Industrials
    10.8%
  • US Equities
    52.33%
  • International Equities
    18.62%
  • Japanese Equities
    6.88%
  • Canadian Equities
    4.54%
  • Chinese Equities
    3.76%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.95 %5.73 %7.95 %29.52 %77.32 %
Sector3.71 %9.01 %17.4 %31.56 %61.97 %
Rank within sector373 / 501372 / 497399 / 482244 / 38987 / 302
Quartile th3 rd3 rd4 th3 rd2 nd

Calendar performance

YTD-20182017201620152014
Fund2.66 %6.69 %11.04 %7.93 %16.18 %
Sector2.76 %16.28 %7.94 %0.71 %5.96 %
Rank within sector285 / 499418 / 482123 / 43875 / 38850 / 342
Quartile th3 rd4 th2 nd1 st1 st

Risk statistics

Alpha-0.14
Beta1.1
Sharpe0.41
Volatility12.22
Tracking error7.01
Information ratio0.05
R-Squared0.67

Price movement

52 week high169.04
52 week low151.09
Current bid price0
Current offer price0
Current mid price167.64

Holdings by region

  • 52.33% USA
  • 18.62% Others
  • 6.88% Japan
  • 4.54% Canada
  • 3.76% China
  • 3.15% Korea
  • 3.01% UK
  • 2.73% Germany
  • 2.57% Hong Kong
  • 2.41% Switzerland

Holdings by sector

  • 17.55% Financials
  • 17.14% Information Technology
  • 12.97% Consumer Discretionary
  • 11.18% Health Care
  • 10.8% Industrials
  • 7.95% Consumer Staples
  • 5.83% Energy
  • 5.51% Materials
  • 4.69% Real Estate
  • 3.78% Utilities

Holdings by asset type

  • 52.33% US Equities
  • 18.62% International Equities
  • 6.88% Japanese Equities
  • 4.54% Canadian Equities
  • 3.76% Chinese Equities
  • 3.15% South Korean Equities
  • 3.01% UK Equities
  • 2.73% German Equities
  • 2.57% Hong Kong Equities
  • 2.41% Swiss Equities

Individual holdings

  • 2.08% TEXAS INSTRUMENTS INC
  • 1.87% KLA TENCOR CORP
  • 1.85% APPLE INC
  • 1.6% SAMSUNG ELECTRONICS CO
  • 1.55% WAL-MART STORES INC
  • 1.36% AMGEN INC
  • 1.26% PHILLIPS 66
  • 1.23% JOHNSON & JOHNSON
  • 1.2% GOLDMAN SACHS GROUP INC
  • 1.2% LAM RESEARCH CORP