CANDRIAM Index Arbitrage


Fund Strategy Event Driven
Fund Geography Global
Investment Advisor Candriam (Formerly Dexia)
Fund Currency EUR
Fund AUM €674.4m
Fund AUM (GBP) £589m
Fund AUM as of 24 September 2019
Fund Inception 09 September 2003
Fund Indices AH Event Driven UCITS Index
Sub Index - Merger Event

Fund Objective

The fund's objective is to outperform EONIA by employing arbitrage strategies on equities and equity indices. The management of the portfolio revolves around the following two core strategies: Dynamic arbitrage and Portfolio Fund. Within the dynamic arbitrage strategy the fund utilises a range of investment opportunities including closed end fund arbitrage, index arbitrage, security transaction arbitrage and relative value trading. The Portfolio Fund Strategy consists of constructing a diversified portfolio of securities (government bonds, money market instruments, corporate debt).

Reference Index



Register for free to access the full profile

Register (free)