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Candriam Diversified Futures Classique

Ranked 43 out of 47 in - Managed Futures over 12 months
All calculations are in EUR unless stated

Managed by

Steeve Brument

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

Johann Mauchand

Objective

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.

Showing fund performance in Ireland View performance globally

Performance

Managed Futures over : 30/09/2016 - 30/09/2017

Total Return

Quarterly Performance

to 29/09/2017 Annual Q1 Q2 Q3 Q4
2017 -8.6% -3.1% -0.7%
2016 8.9% 7.8% 2.1% -3.3% 2.4%
2015 0.1% 8.9% -2.2% 1.7% -7.5%
2014 4.9% -0.6% 3.4% -3.9% 6.1%
2013 0.6% 3.3% 0.6% -4.2% 1.0%
2012 -4.1% -2.0% 4.0% -1.1% -4.8%
2011 2.9% -0.5% 1.1% 4.3% -1.9%
2010 -4.2% -1.5% -1.6% -2.3% 1.2%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. France
  3. Germany
  4. Italy
  5. Luxembourg
  6. Spain
  7. Switzerland

Fund Info

  • Launch date16/11/2009
  • Share Class size23Mn
  • Base currencyEUR
  • ISIN FR0010794792

Purchase Info

  • Min. initial investment0
  • Min. regular additional investment0

Charges

  • Annual management1.70%

Related News

Managed futures will fly as bonds flounder, says systematics head

Candriam’s Steeve Brument says wider concerns over bond market health could lead to more investments in systematic strategies.

Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in the currency and currencies indicated).