Fact sheet: Candriam Risk Arbitrage

Fund information

Fund name
Candriam Risk Arbitrage C
Fund company manager
Candriam France
Fund type
SIB
Fund manager
Mr. Emmanuel Terraz
since 09/09/2003
Fund objective
Objective investment : Outperform Eonia Performance expectation : Performance expectation of Eonia + [50 | 100] bps
Benchmark
EONIA
Investment style
Arbitrage
Investment method
Equity

Quick stats

1 Year return

-0.48 %

1 Year rank in sector

109/133

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 119.5 m

FE Risk score

77

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    31.37%
  • Eurozone
    24.18%
  • Europe
    4.69%
  • UK
    3.53%
  • Others
    1.69%
  • Consumer Discretionary
    11.34%
  • Health Care
    8.15%
  • Information Technology
    7.26%
  • Industrials
    6.88%
  • Financials
    4.71%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.13 %-0.33 %-0.48 %-1.37 %4.23 %
Sector0.81 %3.02 %4.71 %5.91 %17.26 %
Rank within sector46 / 140116 / 142109 / 13366 / 8051 / 57
Quartile th2 nd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund0.2 %-1.01 %0.41 %1.38 %1.85 %
Sector4.76 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector113 / 13750 / 10959 / 8744 / 7155 / 64
Quartile th4 th2 nd3 rd3 rd4 th

Risk statistics

Alpha-1.31
Beta0.39
Sharpe-0
Volatility2.31
Tracking error2.72
Information ratio-0.85
R-Squared0.28

Price movement

52 week high2574.33
52 week low2476.49
Current bid price0
Current offer price0
Current mid price2520.17

Holdings by region

  • 31.37% North America
  • 24.18% Eurozone
  • 4.69% Europe
  • 3.53% UK
  • 1.69% Others

Holdings by sector

  • 11.34% Consumer Discretionary
  • 8.15% Health Care
  • 7.26% Information Technology
  • 6.88% Industrials
  • 4.71% Financials
  • 4.58% Materials
  • 4.42% Energy
  • 3% Telecommunications Utilities
  • 0.06% Consumer Staples

Holdings by asset type

-

Individual holdings

-