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

18.81 %

1 Year rank in sector

102/205

Sector

FO Equity - USA

Yield
-
Fund size

£ 638.3 m

FE Risk score

120

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    99.9%
  • Others
    0.1%
  • Information Technology
    23.17%
  • Financials
    16.48%
  • Health Care
    14.5%
  • Consumer Discretionary
    12.19%
  • Industrials
    10.13%
  • US Equities
    99.9%
  • Others
    0.1%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.98 %7.51 %18.81 %29.65 %63.63 %
Sector2.78 %8.33 %18.33 %33.02 %72.29 %
Rank within sector147 / 217133 / 213102 / 205123 / 175118 / 146
Quartile th3 rd3 rd2 nd3 rd4 th

Calendar performance

YTD-20172016201520142013
Fund12.51 %10.97 %-3.98 %9.54 %29.11 %
Sector12.65 %8.86 %-1.57 %10.68 %31.81 %
Rank within sector111 / 20977 / 194135 / 178102 / 166108 / 148
Quartile th3 rd2 nd4 th3 rd3 rd

Risk statistics

Alpha-0.37
Beta0.95
Sharpe0.32
Volatility10.58
Tracking error3.19
Information ratio-0.22
R-Squared0.92

Price movement

52 week high2738.76
52 week low2253.41
Current bid price0
Current offer price0
Current mid price2734.02

Holdings by region

  • 99.9% USA
  • 0.1% Others

Holdings by sector

  • 23.17% Information Technology
  • 16.48% Financials
  • 14.5% Health Care
  • 12.19% Consumer Discretionary
  • 10.13% Industrials
  • 8.18% Consumer Staples
  • 6.14% Energy
  • 3.07% Utilities
  • 2.89% Materials
  • 2.16% Telecommunications Utilities

Holdings by asset type

  • 99.9% US Equities
  • 0.1% Others

Individual holdings

  • 2.73% APPLE INC
  • 2.4% MICROSOFT CORP
  • 2.14% EXXON MOBIL CORP
  • 1.73% FACEBOOK INC
  • 1.72% PFIZER INC
  • 1.51% MERCK & CO INC(NEW)
  • 1.37% PHILIP MORRIS INTERNATIONAL INC
  • 1.28% FEDEX CORP
  • 1.24% PROCTER & GAMBLE CO
  • 1.23% AMAZON.COM INC