CANDRIAM Index Arbitrage

Investment 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

EONIA

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2019 0.0 0.8 0.2 0.2 0.5 0.2 0.1 0.6 0.4 0.3 0.9 0.1 0.7
2018 0.1 0.1 0.7 0.1 0.2 0.5 0.3 0.2 0.3 0.2 0.7 1.0 0.3

or Register for Free

  • Access the full universe of UCITS Hedge Funds and Absolute Return Funds.
  • Build and curate a watchlist.
  • View the latest research.
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.