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

-0.64 %

1 Year rank in sector

105/124

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 125.0 m

FE Risk score

73

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    29.88%
  • Eurozone
    23.26%
  • Europe
    5.12%
  • UK
    4.35%
  • Others
    1.38%
  • Consumer Discretionary
    12.22%
  • Health Care
    8.12%
  • Industrials
    6.79%
  • Information Technology
    4.93%
  • Energy
    4.48%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.85 %-1.51 %-1.01 %-1.92 %3.29 %
Sector0.23 %2.26 %3.82 %5.47 %16.8 %
Rank within sector129 / 136117 / 139105 / 12465 / 7845 / 54
Quartile th4 th4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-0.93 %-1.01 %0.41 %1.38 %1.85 %
Sector3.7 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector114 / 13550 / 10858 / 8542 / 6953 / 62
Quartile th4 th2 nd3 rd3 rd4 th

Risk statistics

Alpha-0.86
Beta0.41
Sharpe-0
Volatility2.23
Tracking error2.57
Information ratio-0.72
R-Squared0.33

Price movement

52 week high2574.33
52 week low2476.49
Current bid price0
Current offer price0
Current mid price2491.68

Holdings by region

  • 29.88% North America
  • 23.26% Eurozone
  • 5.12% Europe
  • 4.35% UK
  • 1.38% Others

Holdings by sector

  • 12.22% Consumer Discretionary
  • 8.12% Health Care
  • 6.79% Industrials
  • 4.93% Information Technology
  • 4.48% Energy
  • 4.03% Materials
  • 2.64% Financials
  • 2.48% Consumer Staples
  • 2.38% Telecommunications Utilities

Holdings by asset type

-

Individual holdings

-