Candriam Absolute Return Equity Market Neutral

Investment Objective

Candriam Absolute Return Equity Market Neutral 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%

Reference Index

EONIA

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2021 0.8 0.9 0.4 0.5 0.6 0.8 0.4 0.9 0.6 0.9 0.1 0.7 0.1
2020 0.7 0.1 0.8 0.5 0.8 0.3 0.1 0.1 0.6 0.5 0.2 0.6 1.0

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Close Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.