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

0.21 %

1 Year rank in sector

109/128

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 118.8 m

FE Risk score

82

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%
  • Others
    46.23%
  • Industrials
    10.7%
  • Consumer Discretionary
    10.1%
  • Information Technology
    7.29%
  • Health Care
    6.14%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.42 %-1.4 %0.21 %-0.77 %4.24 %
Sector-0.33 %2.63 %5.53 %6.05 %17.37 %
Rank within sector75 / 138122 / 140109 / 12860 / 7347 / 51
Quartile th3 rd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund0.11 %-1.01 %0.41 %1.38 %1.85 %
Sector5.63 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector111 / 13049 / 10254 / 7436 / 5745 / 50
Quartile th4 th2 nd3 rd3 rd4 th

Risk statistics

Alpha-1.21
Beta0.4
Sharpe-0
Volatility2.32
Tracking error2.68
Information ratio-0.92
R-Squared0.26

Price movement

52 week high2574.33
52 week low2488.3
Current bid price0
Current offer price0
Current mid price2517.73

Holdings by region

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

Holdings by sector

  • 46.23% Others
  • 10.7% Industrials
  • 10.1% Consumer Discretionary
  • 7.29% Information Technology
  • 6.14% Health Care
  • 5.73% Financials
  • 4.53% Energy
  • 3.88% Materials
  • 3.38% Telecommunications Utilities
  • 2.02% Consumer Staples

Holdings by asset type

-

Individual holdings

-