Candriam Investors Group : Absolute Return Equity Market Neutral C Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 4.88% May Performance -0.36% Min Investment € 250k Mgmt. Fee 1.50% Perf. Fee 20.00% Annualized Vol 5.98% Sharpe (RFR=1%) 0.82 CAROR 5.90% Assets € 345.1M Worst DD -9.46 S&P Correlation 0.32 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page Growth of 1,000 - VAMI Monthly Performance Export Data Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Period Returns Program / Index May Qtr YTD 1yr 3yr 5yr 10yr Since5/2016 Absolute Return Equity Market Neutral C -0.36 0.49 4.88 7.60 22.60 31.39 - 33.86 S&P 500 0.55 10.31 15.56 42.58 60.44 104.89 - 109.44 +/- S&P 500 -0.91 -9.82 -10.68 -34.98 -37.84 -73.50 - -75.58 Strategy Description Investment StrategyCANDRIAM ABSOLUTE RETURN EQUITY MARKET NEUTRAL Class C seeks to deliver positive absolute returns by taking long and short positions on worldwide equity indices and their constituents, to benefit from short to medium term pricing inefficiencies. To achieve this objective,... Read More Account & Fees Type Fund Minimum Investment € 250k Trading Level Incremental Increase € 0k CTA Max Funding Factor Management Fee 1.50% Performance Fee 20.00% Average Commission Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 3500 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Investment StrategyCANDRIAM ABSOLUTE RETURN EQUITY MARKET NEUTRAL Class C seeks to deliver positive absolute returns by taking long and short positions on worldwide equity indices and their constituents, to benefit from short to medium term pricing inefficiencies. To achieve this objective, the fund managers implement a combination of discretionary statistical arbitrage strategies, using a mix of quantitative and qualitative analysis, while closely managing risk. Such strategies include: Index Rebalancings and Relative Value. This results in a diversified equity market neutral portfolio with a maximum volatility target of 10%. The performances shown before 2019 are those of Candriam Alternative Equity Market Neutral C Cap. [LU1246236779], absorbed on 01/1/8/2019 Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Reward Compound RoR: Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year. Drawdown Report Depth Length (Mos.) Recovery (Mos.) Peak Valley -9.46 6 8 2/1/2019 8/1/2019 -2.79 2 6 12/1/2017 2/1/2018 -1.87 1 4 8/1/2018 9/1/2018 -1.81 3 2 2/1/2017 5/1/2017 -1.33 4 2 6/1/2020 10/1/2020 -0.93 1 1 9/1/2017 10/1/2017 -0.85 1 1 7/1/2017 8/1/2017 -0.59 1 1 1/1/0001 5/1/2016 -0.48 2 1 7/1/2016 9/1/2016 -0.36 1 - 4/1/2021 5/1/2021 Show More Consecutive Gains Run-up Length (Mos.) Start End 11.37 4 3/1/2020 6/1/2020 9.45 6 11/1/2020 4/1/2021 5.47 1 9/1/2019 9/1/2019 4.62 3 11/1/2019 1/1/2020 4.48 5 10/1/2016 2/1/2017 3.45 2 7/1/2018 8/1/2018 3.36 2 6/1/2017 7/1/2017 3.26 2 6/1/2016 7/1/2016 2.79 2 11/1/2017 12/1/2017 2.54 2 1/1/2019 2/1/2019 2.34 1 3/1/2018 3/1/2018 1.94 1 9/1/2017 9/1/2017 1.60 2 10/1/2018 11/1/2018 0.91 1 5/1/2018 5/1/2018 0.46 1 4/1/2017 4/1/2017 0.26 1 6/1/2019 6/1/2019 Show More Consecutive Losses Run-up Length (Mos.) Start End -8.03 3 3/1/2019 5/1/2019 -2.79 2 1/1/2018 2/1/2018 -1.87 1 9/1/2018 9/1/2018 -1.81 2 7/1/2019 8/1/2019 -1.65 1 6/1/2018 6/1/2018 -1.40 1 12/1/2018 12/1/2018 -1.35 1 3/1/2017 3/1/2017 -1.33 4 7/1/2020 10/1/2020 -1.05 1 10/1/2019 10/1/2019 -0.93 1 10/1/2017 10/1/2017 -0.92 1 5/1/2017 5/1/2017 -0.85 1 8/1/2017 8/1/2017 -0.82 1 4/1/2018 4/1/2018 -0.76 1 2/1/2020 2/1/2020 -0.59 1 5/1/2016 5/1/2016 -0.48 2 8/1/2016 9/1/2016 -0.36 1 5/1/2021 5/1/2021 Show More Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel