Candriam Index Arbitrage C/ FR0010016477 /
| NAV2024-04-23 | Chg.-0.7400 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 1,476.7900EUR | -0.05% | reinvestment | Alternative Investments Worldwide | Candriam ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2003 | - | - | - | - | - | - | - | - | - | 0.49 | 0.19 | 0.64 | - |
| 2004 | -0.22 | 0.32 | 0.31 | 0.12 | 0.26 | 0.25 | 0.54 | 0.18 | 0.39 | -0.18 | 0.57 | 0.53 | +3.11% |
| 2005 | 0.79 | 0.20 | 0.19 | 0.20 | 0.15 | -0.03 | -0.11 | 0.68 | 0.32 | -0.20 | -0.17 | 0.50 | +2.54% |
| 2006 | -0.39 | 0.13 | 0.34 | 0.37 | 0.47 | 0.79 | 0.47 | 0.21 | 0.15 | 0.58 | 0.47 | 0.52 | +4.19% |
| 2007 | 0.41 | 0.45 | 0.69 | 0.52 | 0.32 | 0.51 | 0.57 | 0.52 | 0.54 | 0.56 | 0.33 | 0.37 | +5.94% |
| 2008 | -0.02 | 0.34 | 0.86 | 0.48 | 0.60 | 0.54 | 0.75 | 0.50 | 0.08 | -0.08 | 0.41 | 1.01 | +5.60% |
| 2009 | 0.32 | 0.16 | 1.22 | 0.17 | 0.25 | 0.36 | 0.09 | -0.10 | 0.38 | -0.05 | -0.05 | 0.20 | +2.99% |
| 2010 | 0.22 | 0.12 | 0.13 | -0.01 | 0.00 | 0.48 | 0.30 | 0.01 | 0.09 | 0.30 | -0.11 | 0.01 | +1.56% |
| 2011 | 0.50 | -0.12 | 0.15 | 0.22 | 0.18 | 0.42 | -0.11 | 0.39 | 0.08 | -0.13 | 0.27 | 0.19 | +2.05% |
| 2012 | 0.20 | 0.27 | 0.16 | -0.17 | 0.13 | 0.35 | 0.05 | 0.18 | 0.06 | -0.30 | -0.23 | 0.16 | +0.87% |
| 2013 | 0.34 | 0.02 | 0.05 | 0.03 | -0.07 | 0.26 | 0.24 | 0.11 | -0.22 | 0.29 | 0.29 | 0.01 | +1.36% |
| 2014 | 0.06 | -0.15 | 0.07 | 0.27 | -0.02 | 0.09 | 0.26 | -0.04 | -0.30 | -0.23 | 0.31 | -0.69 | -0.37% |
| 2015 | 0.03 | 0.14 | 0.02 | 0.27 | -0.06 | -0.44 | 0.09 | 0.09 | -0.04 | 0.17 | 0.12 | -0.26 | +0.14% |
| 2016 | 0.28 | -0.22 | -0.20 | 0.13 | -0.25 | 0.50 | 0.10 | -0.17 | 0.03 | 0.27 | 0.13 | 0.37 | +0.97% |
| 2017 | 0.04 | -0.08 | -0.20 | 0.02 | -0.34 | 0.34 | 0.22 | -0.09 | 0.30 | -0.29 | 0.38 | 0.22 | +0.54% |
| 2018 | -0.20 | -0.23 | 0.19 | -0.08 | -0.09 | -0.94 | 0.47 | 0.31 | -0.23 | 0.34 | -0.25 | 0.14 | -0.57% |
| 2019 | 0.25 | -0.04 | -0.21 | -0.26 | -0.82 | -0.36 | 0.04 | -0.18 | 0.92 | -0.34 | 0.34 | 0.52 | -0.15% |
| 2020 | 0.20 | 0.22 | 0.18 | 0.52 | 0.56 | 0.75 | -0.13 | -0.13 | 0.15 | -0.28 | 0.19 | 0.74 | +3.01% |
| 2021 | -0.11 | 0.22 | 0.11 | 0.11 | -0.12 | 0.15 | 0.30 | -0.11 | 0.65 | -0.18 | -0.01 | 0.49 | +1.50% |
| 2022 | 0.45 | -0.23 | -0.29 | -0.24 | -0.29 | -0.76 | -0.04 | -0.13 | -0.33 | -0.11 | 0.01 | 0.05 | -1.90% |
| 2023 | 0.28 | 0.09 | 0.21 | 0.22 | 0.09 | 0.36 | 0.42 | 0.63 | 0.68 | 0.38 | 0.07 | 0.25 | +3.72% |
| 2024 | 0.26 | 0.18 | 0.63 | 0.52 | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 0.91% | 0.91% | 0.89% | 0.91% | 1.00% |
| Sharpe ratio | 1.57 | 0.22 | 0.82 | -2.65 | -2.29 |
| Best month | +0.63% | +0.63% | +0.68% | +0.68% | +0.92% |
| Worst month | +0.18% | +0.07% | +0.07% | -0.76% | -0.82% |
| Maximum loss | -0.25% | -0.39% | -0.39% | -2.59% | -2.59% |
| Outperformance | +5.75% | - | +6.36% | +11.72% | +13.29% |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Candriam Index Arbitrage RS | reinvestment | 1,110.0000 | +4.73% | +5.00% | |
| Candriam Index Arbitrage V | reinvestment | 1,114.5601 | +4.71% | +4.94% | |
| Candriam Index Arbitrage C | reinvestment | 1,476.7900 | +4.60% | +4.45% |
Performance
| YTD | +1.60% | ||
|---|---|---|---|
| 6 Months | +2.02% | ||
| 1 Year | +4.60% | ||
| 3 Years | +4.45% | ||
| 5 Years | +8.17% | ||
| Since start | +47.70% | ||
| Year | |||
| 2023 | +3.72% | ||
| 2022 | -1.90% | ||
| 2021 | +1.50% | ||
| 2020 | +3.01% | ||
| 2019 | -0.15% | ||
| 2018 | -0.57% | ||
| 2017 | +0.54% | ||
| 2016 | +0.97% | ||
| 2015 | +0.14% | ||
