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 %

1 Year rank in sector

113/129

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 119.5 m

FE Risk score

80

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    31.33%
  • Eurozone
    28.23%
  • Europe
    4.21%
  • UK
    3.91%
  • Others
    1.43%
  • Consumer Discretionary
    10.58%
  • Industrials
    9.48%
  • Information Technology
    7.69%
  • Health Care
    6.22%
  • Materials
    5.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.62 %-1.9 %-0 %-1.26 %3.97 %
Sector0.31 %2.98 %6.42 %7.5 %19.11 %
Rank within sector111 / 144123 / 141113 / 12959 / 7045 / 50
Quartile th4 th4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-0.22 %-1.01 %0.41 %1.38 %1.85 %
Sector5.8 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector115 / 13148 / 10354 / 7436 / 5745 / 50
Quartile th4 th2 nd3 rd3 rd4 th

Risk statistics

Alpha-1.17
Beta0.4
Sharpe-0
Volatility2.34
Tracking error2.72
Information ratio-0.98
R-Squared0.27

Price movement

52 week high2574.33
52 week low2488.3
Current bid price0
Current offer price0
Current mid price2509.56

Holdings by region

  • 31.33% North America
  • 28.23% Eurozone
  • 4.21% Europe
  • 3.91% UK
  • 1.43% Others

Holdings by sector

  • 10.58% Consumer Discretionary
  • 9.48% Industrials
  • 7.69% Information Technology
  • 6.22% Health Care
  • 5.3% Materials
  • 4.81% Financials
  • 4.76% Energy
  • 3.43% Telecommunications Utilities
  • 1.53% Consumer Staples

Holdings by asset type

-

Individual holdings

-