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Candriam Dynamix Syst Long Short Equity I Cap EUR

Ranked 63 out of 180 in - Long/Short Equity over 3 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 is to exploit the trends of equity markets using proprietary statistical models. The fund invests through long and short positions in equity derivatives products.

Showing fund performance in Peru View performance globally

Performance

Long/Short Equity over : 30/03/2018 - 30/06/2018
  • Rank 63/180 Total Return
  • Rank 52/180 Standard Deviation
  • Rank 51/180 Max Drawdown
Fund Name Currency Risk
51 Quantology Small I EUR

2.9

52 Candriam Dynamix Syst Long Short Equity I Cap EUR EUR

3.0

53 Tactical Equity Overlay C

Currency exposure is hedged

Currency exposure is hedged

EUR

3.3

54 Rational Asset Mgmt Equity Long/Short IC H-EUR

Currency exposure is hedged

Currency exposure is hedged

EUR

3.3

Total Return

Quarterly Performance

to 30/06/2018 Annual Q1 Q2 Q3 Q4
2018 -4.8% 1.2%
2017 2.0% 1.1% 0.3% 0.5% 0.1%
2016 5.6% -0.4% 0.9% 3.8% 1.2%
2015 -0.9% 3.4% 2.1% -3.6% -2.6%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. Germany
  3. Italy
  4. Luxembourg
  5. Switzerland

Fund Info

  • Launch date16/12/2014
  • Share Class size00Mn
  • Base currencyEUR
  • ISIN LU1124242618

Purchase Info

  • Min. initial investment250,000
  • Min. regular additional investment0

Charges

  • Annual management0.75%
  • Initial investment0

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