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

2.7 %

1 Year rank in sector

78/127

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 128.1 m

FE Risk score

72

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • North America
    38.13%
  • Eurozone
    22.69%
  • Europe
    8.52%
  • UK
    4.61%
  • Others
    1.16%
  • Materials
    11.35%
  • Consumer Discretionary
    10.26%
  • Health Care
    8.52%
  • Industrials
    7.09%
  • Information Technology
    6.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.08 %1.06 %2.69 %-0.15 %6.24 %
Sector0.65 %2.93 %4.19 %5.44 %17.92 %
Rank within sector97 / 14493 / 14178 / 12765 / 8547 / 58
Quartile th3 rd3 rd3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund1.2 %-1.01 %0.41 %1.38 %1.85 %
Sector3.6 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector99 / 13953 / 11664 / 9444 / 7657 / 68
Quartile th3 rd2 nd3 rd3 rd4 th

Risk statistics

Alpha-0.86
Beta0.42
Sharpe-0
Volatility2.23
Tracking error2.54
Information ratio-0.67
R-Squared0.34

Price movement

52 week high2574.33
52 week low2473.7
Current bid price0
Current offer price0
Current mid price2545.13

Holdings by region

  • 38.13% North America
  • 22.69% Eurozone
  • 8.52% Europe
  • 4.61% UK
  • 1.16% Others

Holdings by sector

  • 11.35% Materials
  • 10.26% Consumer Discretionary
  • 8.52% Health Care
  • 7.09% Industrials
  • 6.7% Information Technology
  • 4.99% Energy
  • 3.17% Consumer Staples
  • 2.65% Financials
  • 2.57% Telecommunications Utilities
  • 1.92% Real Estate

Holdings by asset type

-

Individual holdings

-