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
Erwin De Winter
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
MSCI World
Investment style
Growth
Investment method
Shares

Quick stats

1 Year return

10.67 %

1 Year rank in sector

287/470

Sector

FO Equity - International

Yield
-
Fund size

£ 122.1 m

FE Risk score

104

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    51.68%
  • Others
    17.77%
  • Japan
    6.99%
  • UK
    5.26%
  • Korea
    4.05%
  • Financials
    17.92%
  • Information Technology
    17.35%
  • Consumer Discretionary
    13.59%
  • Health Care
    11.15%
  • Industrials
    10.66%
  • US Equities
    51.68%
  • International Equities
    17.77%
  • Japanese Equities
    6.99%
  • UK Equities
    5.26%
  • South Korean Equities
    4.05%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-2.67 %-3.31 %10.67 %31.52 %59.78 %
Sector-0.22 %4.85 %11.4 %21.74 %57.3 %
Rank within sector459 / 502465 / 492287 / 470109 / 374143 / 285
Quartile th4 th4 th3 rd2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund0.83 %11.04 %7.93 %16.18 %18.54 %
Sector9.38 %7.94 %0.71 %5.96 %21.26 %
Rank within sector438 / 487118 / 44374 / 39355 / 347230 / 306
Quartile th4 th2 nd1 st1 st4 th

Risk statistics

Alpha3.02
Beta1.06
Sharpe0.53
Volatility12.16
Tracking error7.25
Information ratio0.43
R-Squared0.64

Price movement

52 week high163.22
52 week low136.57
Current bid price0
Current offer price0
Current mid price154.33

Holdings by region

  • 51.68% USA
  • 17.77% Others
  • 6.99% Japan
  • 5.26% UK
  • 4.05% Korea
  • 3.74% China
  • 3.58% Canada
  • 2.82% France
  • 2.06% Austria
  • 2.05% Hong Kong

Holdings by sector

  • 17.92% Financials
  • 17.35% Information Technology
  • 13.59% Consumer Discretionary
  • 11.15% Health Care
  • 10.66% Industrials
  • 7.83% Consumer Staples
  • 6.61% Energy
  • 5.37% Materials
  • 4.08% Real Estate
  • 3.36% Utilities

Holdings by asset type

  • 51.68% US Equities
  • 17.77% International Equities
  • 6.99% Japanese Equities
  • 5.26% UK Equities
  • 4.05% South Korean Equities
  • 3.74% Chinese Equities
  • 3.58% Canadian Equities
  • 2.82% French Equities
  • 2.06% Austrian Equities
  • 2.05% Hong Kong Equities

Individual holdings

  • 2% APPLE INC
  • 1.94% MERCK & CO INC(NEW)
  • 1.69% CORNING INC
  • 1.64% SCRIPPS NETWORKS INTERACTIVE INC
  • 1.61% OMV AG
  • 1.57% SAMSUNG ELECTRONICS CO
  • 1.56% APPLIED MATERIALS INC
  • 1.54% DIASORIN S.P.A.
  • 1.46% ROGERS COMMUNICATIONS INC
  • 1.4% SAMSUNG ELECTRONICS CO