Candriam Index Arbitrage RS/ FR0012088805 /
NAV2024-05-13 | Chg.+0.2900 | Type of yield | Investment Focus | Investment company |
---|---|---|---|---|
1,114.4100EUR | +0.03% | reinvestment | Alternative Investments Worldwide | Candriam ▶ |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2017 | - | - | - | - | -0.30 | 0.37 | 0.24 | -0.07 | 0.31 | -0.27 | 0.39 | 0.23 | - |
2018 | -0.19 | -0.20 | 0.19 | -0.06 | -0.05 | -0.90 | 0.49 | 0.33 | -0.21 | 0.36 | -0.23 | 0.16 | -0.31% |
2019 | 0.28 | -0.03 | -0.19 | -0.23 | -0.76 | -0.34 | 0.07 | -0.16 | 0.95 | -0.32 | 0.35 | 0.53 | +0.13% |
2020 | 0.22 | 0.23 | 0.19 | 0.53 | 0.58 | 0.76 | -0.12 | -0.12 | 0.16 | -0.27 | 0.21 | 0.75 | +3.16% |
2021 | -0.09 | 0.23 | 0.12 | 0.12 | -0.10 | 0.16 | 0.31 | -0.10 | 0.66 | -0.16 | 0.01 | 0.50 | +1.66% |
2022 | 0.46 | -0.22 | -0.27 | -0.18 | -0.24 | -0.74 | -0.03 | -0.12 | -0.32 | -0.09 | 0.03 | 0.07 | -1.66% |
2023 | 0.29 | 0.10 | 0.22 | 0.23 | 0.11 | 0.38 | 0.43 | 0.60 | 0.69 | 0.39 | 0.09 | 0.26 | +3.86% |
2024 | 0.28 | 0.20 | 0.64 | 0.76 | 0.15 | - | - | - | - | - | - | - | - |
Calculated values
YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
---|---|---|---|---|---|
Volatility | 0.88% | 0.90% | 0.88% | 0.91% | 0.99% |
Sharpe ratio | 2.20 | 0.87 | 1.57 | -2.18 | -1.91 |
Best month | +0.76% | +0.76% | +0.76% | +0.76% | +0.95% |
Worst month | +0.15% | +0.09% | +0.09% | -0.74% | -0.76% |
Maximum loss | -0.25% | -0.37% | -0.37% | -2.37% | -2.37% |
Outperformance | -1.94% | - | -1.84% | +9.44% | - |
All quotes in EUR
Tranches
Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
---|---|---|---|---|---|
Candriam Index Arbitrage RS | reinvestment | 1,114.4100 | +5.17% | +5.61% | |
Candriam Index Arbitrage V | reinvestment | 1,118.9900 | +5.15% | +5.55% | |
Candriam Index Arbitrage, C - Ca... | reinvestment | 1,482.1700 | +5.01% | +5.03% |
Performance
YTD | +2.04% | ||
---|---|---|---|
6 Months | +2.26% | ||
1 Year | +5.17% | ||
3 Years | +5.61% | ||
5 Years | +9.97% | ||
10 Years | - | ||
Since start | +10.11% | ||
Year | |||
2023 | +3.86% | ||
2022 | -1.66% | ||
2021 | +1.66% | ||
2020 | +3.16% | ||
2019 | +0.13% | ||
2018 | -0.31% |