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Candriam Diversified Futures Classique

Ranked 37 out of 50 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

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

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.

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 : 31/05/2017 - 31/05/2018
  • Rank 37/50 Total Return
  • Rank 31/50 Standard Deviation
  • Rank 36/50 Max Drawdown
Fund Name Currency Return
35 SEB SICAV 3 - SEB Asset Sel Defensive C EUR EUR

-4.5%

36 Next AM Fund - Tendance Finance A EUR

-4.8%

37 Candriam Diversified Futures Classique EUR

-5.6%

38 MS Lynx UCITS Acc EUR EUR

-5.9%

39 Schroder GAIA BlueTrend A Acc EUR Hdg

Currency exposure is hedged

Currency exposure is hedged

EUR

-6.8%

Total Return

Quarterly Performance

to 31/03/2018 Annual Q1 Q2 Q3 Q4
2018 -2.8%
2017 -10.9% -8.6% -3.1% -0.7% 1.3%
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% 0.3% -3.9% 1.0%
2012 -4.1% -2.0% 4.0% -1.2% -4.7%
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 size01Mn
  • Base currencyEUR
  • ISIN FR0010794792

Purchase Info

  • Min. initial investment0
  • Min. regular additional investment0

Charges

  • Annual management1.70%
  • Initial investment1.7

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).