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

1.64 %

1 Year rank in sector

106/130

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 119.3 m

FE Risk score

80

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Eurozone
    29.73%
  • North America
    28.5%
  • Europe
    5.27%
  • UK
    4%
  • Others
    0.89%
  • Industrials
    10.75%
  • Consumer Discretionary
    10.4%
  • Information Technology
    7.7%
  • Health Care
    6.34%
  • Financials
    5.73%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.72 %0.97 %1.77 %1.17 %5.49 %
Sector1.47 %3.7 %6.47 %7.75 %17.47 %
Rank within sector52 / 13899 / 141106 / 13059 / 7342 / 49
Quartile th2 nd3 rd4 th4 th4 th

Calendar performance

YTD-20182017201620152014
Fund1.2 %0.71 %-1.01 %0.41 %1.38 %
Sector1.05 %6.17 %-1.99 %2.66 %2.51 %
Rank within sector50 / 130106 / 12948 / 10053 / 7236 / 56
Quartile th2 nd4 th2 nd3 rd3 rd

Risk statistics

Alpha-0.83
Beta0.4
Sharpe-0
Volatility2.35
Tracking error2.71
Information ratio-0.79
R-Squared0.25

Price movement

52 week high2574.33
52 week low2488.3
Current bid price0
Current offer price0
Current mid price2563.26

Holdings by region

  • 29.73% Eurozone
  • 28.5% North America
  • 5.27% Europe
  • 4% UK
  • 0.89% Others

Holdings by sector

  • 10.75% Industrials
  • 10.4% Consumer Discretionary
  • 7.7% Information Technology
  • 6.34% Health Care
  • 5.73% Financials
  • 4.96% Energy
  • 4.06% Telecommunications Utilities
  • 2.97% Materials
  • 2.06% Consumer Staples
  • 0.99% Real Estate

Holdings by asset type

-

Individual holdings

-