OUR EXPERTISE
CANDRIAM DIVERSIFIED FUTURES: Higher uncorrelated return ambitions for your portfolio

Are you looking for a strategy driven by powerful directional market trends but uncorrelated to the broader markets over the long term?

Candriam Diversified Futures, a UCITS French regulated fund, aims to deliver attractive returns within the maximum 12% volatility range, that are uncorrelated to the performance of the wider markets

This fund, part of Candriam’s alternative investments range, takes long and short positions in a diverse range of investments across several asset classes.

Candriam Diversified Futures aims to be weakly correlated to traditional asset classes through:

  • A quantitative systematic investment approach
  • A large investment universe: investing globally in 36 of the most liquid futures contracts in four asset classes (currencies, interest rates, government bonds and stock indices)
  • Applying different trading strategies not correlated with each other
  • Market data are analysed over several time horizons

Why choose this fund?

The fund has the flexibility to participate in both rising and falling markets through its exposure to a highly diversified range of investments. In addition, the performance of this fund has demonstrated no material correlation with traditional investments1.

A strategy which relies on trend following models typically performs best during persistent macro cycles.  It can also be used as an efficient risk mitigating strategy, often performing very well during strong directionality generated by market turmoil.

Tools and expertise beneficial to your portfolio

Primary strategy: trend-following, based on statistical and technical analyses aimed at determining the best market trends irrespective of expectations for those markets.

Supplemented by two short-term statistical strategies that seek   to generate performance in trendless markets without any correlation with the main strategy.

Risk control

  • Portfolio risk control throughout all stages of the investment process
  • A risk team comprising 24 independent experts
  • To fully understand the fund’s risk profile, we advise investors to carefully read the Key Investor Information Document (KIDD), the fund prospectus and description of the underlying risks: capital-loss risk, equity risk, derivatives risk, arbitrage risk, counterparty risk. The value of the investment could fall, in particular because of the fund’s exposure to the main risks mentioned in the prospectus and in the fund’s KIDD.
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1 Candriam Diversified Futures since launch, as at December 2020.