Fact sheet: Candriam Quant Eq USA

Fund information

Fund name
Candriam Quant Equities USA N USD
Fund company manager
Candriam Investors Group
Fund type
SIB
Fund manager(s)
Tanguy Cornet
since 19/03/2003
Bart Goosens
since 19/03/2003
Erwin De Winter
since 19/03/2003
Fund objective
Candriam Quant Equities USA invests mainly in US-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 S&P500 index.
Benchmark
S & P 500 Composite
Investment style
Growth
Investment method
Shares

Quick stats

1 Year return

15.42 %

1 Year rank in sector

112/209

Sector

FO Equity - USA

Yield
-
Fund size

£ 640.2 m

FE Risk score

119

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    99.73%
  • Others
    0.27%
  • Information Technology
    24.59%
  • Financials
    17.17%
  • Health Care
    13.69%
  • Consumer Discretionary
    11.92%
  • Industrials
    10.01%
  • US Equities
    99.73%
  • Others
    0.27%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.09 %7.7 %15.42 %20.18 %74.66 %
Sector0.32 %7.86 %15.67 %23.03 %80.94 %
Rank within sector130 / 219117 / 216112 / 209116 / 175108 / 145
Quartile th3 rd3 rd3 rd3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund13.29 %10.97 %-3.98 %9.54 %29.11 %
Sector13.31 %8.86 %-1.57 %10.68 %31.81 %
Rank within sector109 / 21179 / 195133 / 178101 / 164109 / 146
Quartile th3 rd2 nd3 rd3 rd3 rd

Risk statistics

Alpha-0.65
Beta0.95
Sharpe0.29
Volatility10.56
Tracking error3.24
Information ratio-0.32
R-Squared0.91

Price movement

52 week high2755.55
52 week low2381.24
Current bid price0
Current offer price0
Current mid price2752.97

Holdings by region

  • 99.73% USA
  • 0.27% Others

Holdings by sector

  • 24.59% Information Technology
  • 17.17% Financials
  • 13.69% Health Care
  • 11.92% Consumer Discretionary
  • 10.01% Industrials
  • 7.84% Consumer Staples
  • 5.94% Energy
  • 3.23% Utilities
  • 2.84% Others
  • 2.08% Materials

Holdings by asset type

  • 99.73% US Equities
  • 0.27% Others

Individual holdings

  • 2.94% APPLE INC
  • 2.67% MICROSOFT CORP
  • 2.21% EXXON MOBIL CORP
  • 1.83% FACEBOOK INC
  • 1.68% PFIZER INC
  • 1.67% PROCTER & GAMBLE CO
  • 1.42% AMAZON.COM INC
  • 1.38% MICRON TECHNOLOGY INC
  • 1.38% PHILIP MORRIS INTERNATIONAL INC
  • 1.31% MERCK & CO INC(NEW)