Fact sheet: Candriam Risk Arbitrage

Fund information

Fund name
Candriam Risk Arbitrage C
Fund company manager
Candriam France
Fund type
SIB
Fund manager(s)
Edouard Petitcollot
since 01/01/2009
Olivier Baccam
since 01/01/2009
Fund objective
Objective investment : Outperform Eonia Performance expectation : Performance expectation of Eonia + [50 | 100] bps
Benchmark
EONIA
Investment style
Event Driven-Multi Strategy
Investment method
Equity

Quick stats

1 Year return

0.87 %

1 Year rank in sector

101/130

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 120.3 m

FE Risk score

79

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    29.92%
  • Eurozone
    25.7%
  • Europe
    4.47%
  • UK
    3.79%
  • Others
    1.3%
  • Consumer Discretionary
    10.96%
  • Industrials
    7.47%
  • Information Technology
    7.37%
  • Health Care
    6.43%
  • Materials
    5.14%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.18 %-0.68 %0.87 %1.03 %4.37 %
Sector0.71 %3.86 %5.31 %8.6 %17.8 %
Rank within sector84 / 136124 / 142101 / 13061 / 7751 / 58
Quartile th3 rd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund0.38 %-1.01 %0.41 %1.38 %1.85 %
Sector5.44 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector109 / 13349 / 10559 / 8342 / 6753 / 61
Quartile th4 th2 nd3 rd3 rd4 th

Risk statistics

Alpha-1.15
Beta0.41
Sharpe-0
Volatility2.36
Tracking error2.71
Information ratio-0.87
R-Squared0.28

Price movement

52 week high2574.33
52 week low2476.49
Current bid price0
Current offer price0
Current mid price2524.52

Holdings by region

  • 29.92% North America
  • 25.7% Eurozone
  • 4.47% Europe
  • 3.79% UK
  • 1.3% Others

Holdings by sector

  • 10.96% Consumer Discretionary
  • 7.47% Industrials
  • 7.37% Information Technology
  • 6.43% Health Care
  • 5.14% Materials
  • 4.93% Energy
  • 4.72% Financials
  • 3.37% Telecommunications Utilities
  • 0.05% Consumer Staples

Holdings by asset type

-

Individual holdings

-