Steeve Brument has been head of systematic funds at Candriam since 2007. He started his career in 1997 at Merrill Lynch´s private clients group before moving to Refco Securities as a futures and equity derivatives broker in 1999. Steeve joined Candriam as a systematic fund manager in 2001, at that point he started extensive research on trading systems and systematic portfolio allocation. In 2007, he became head of systematic funds, and after implementing most of his research, he pursued new research activities with his team. Steeve holds a masters degree from the Ecole Supérieure de Gestion-Finance in Paris.
Roland Juhel has been a systematic fund manager at Candriam since 2006. He began his career as an IT analyst and developer at ASTEC (IT consulting) in 2000, joining Candriam in a similar role in 2001. He took up his current role in 2006. Juhel holds an engineering degree from the Hautes Etudes d’Ingénieur school in France and an engineering diploma from SUPELEC, also in France.
Johann Mauchand has been a systematic fund manager at Candriam since 2013. He began his career as a statistical arbitrage analyst at HSBC in 2005, joining Candriam a year later as a quantitative alternative management analyst. He took up his current role in 2013. He holds master’s degrees in mathematics from the University of Dijon in France and in financial engineering from the University of Evry in France.
The objective of the Fund is to achieve absolute performance net of all management fees in excess of the capitalized EONIA for the units denominated in EUR and a performance superior to the capitalized SONIA index for units denominated in GBP, independent of changes in International equity, interest rate, currency and volatility markets through systematic quantitative strategies with an annualized volatility target of less than 12% under normal market conditions. The Fund is exposed to systematic strategies in global futures markets.
Rank 51/53 Total Return
Rank 30/53 Standard Deviation
Rank 37/53 Max Drawdown
|49||Nordea 1 - Heracles Long/Short MI AP EUR||EUR||
|50||Candriam Alternative Systemat C EUR Cap||EUR||
|51||Candriam Diversified Futures Classique||EUR||
|52||SEB SICAV 3 - SEB Asset Sel Opportunistic C EUR||EUR||
|53||Gateway Systematic Alpha UCITS EUR Acc||EUR||
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|28||DB Platinum IV Systematic Alpha I1C-E||EUR||
|29||SEB 1 Asset Selection C (EUR)||EUR||
|30||Candriam Diversified Futures Classique||EUR||
|31||Seven Absolute Return Fund - EUR-I (cap)||EUR||
|32||Gateway Systematic Alpha UCITS EUR Acc||EUR||
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Month by Month Performance
Returns Vs Risk
- Launch date16/11/2009
- Share Class size01Mn
- Base currencyEUR
- Min. initial investment0
- Min. regular additional investment0
- Annual management1.70%
- Initial investment1.70%