Sébastien de Gendre has been a fund manager at Candriam since 2016. Before joining Candriam, he worked as a structured derivatives trader assistant at Société Générale and then in equity option trading at Natixis. He holds a master’s degree from Toulouse Business School.
Olivier Rose has been a fund manager at Candriam since 2012. He began his career in 2010 at HSBC, working as an equity derivatives structurer. Two years later he moved to Candriam to take up his current position. Rose holds a master’s degree in science and executive engineering from the École des Mines de Paris.
Emmanuel Terraz has been deputy head of alternative strategies at Candriam since 2013. He began his career as an index arbitrage trader at Société Générale in 1997, moving to Barclays Capital three years later to be head of index arbitrage. In 2003 he joined Candriam as head of index arbitrage management, and became head of quantitative alternative strategies in 2009. He took up his current position in 2013. Emmanuel holds engineering degrees from the Ecole Polytechnique and the Ecole Supérieure d'Electricité, both in France. He also has a master in statistics from the University of Paris VII.
Romain Vermont has been a junior fund manager at Candriam since 2013. He began his career in 2011 in complex equity and hybrid trading at UBS Investment Bank and then in quantitative analysis at Alken Asset Management in London. Vermont holds master’s degrees in statistics from ENSAE ParisTech and in finance from HEC Paris.
The fund aims to outperform, over a recommended minimum investment period of 3 years, the index EONIA capitaliseds, mainly by implementing arbitrage strategies on equities and / or indices. The fund has an annualized volatility target lower than 5%. The dynamic strategy of the fund is a market-neutral equity strategy. The Manager will use discretional statistical arbitrage strategies by implementing a quantitative analysis refined through a qualitative analysis. The currency risk of the fund is generally covered through forward exchange instruments.
Rank 30/73 Total Return
Rank 4/73 Standard Deviation
Rank 6/73 Max Drawdown
|28||pulse invest - ABSOLUTE_MM T||EUR||
|29||SCR Optimum I||EUR||
|30||Candriam Index Arbitrage Classique EUR||EUR||
|31||JL Equity Market Neutral A||EUR||
|32||Exane Funds 1 - Templiers A||EUR||
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|2||F&C Real Estate Equity Long/Short A EUR Acc||EUR||
|3||Renta 4 Pegasus R, FI||EUR||
|4||Candriam Index Arbitrage Classique EUR||EUR||
|4||Sycomore L/S Market Neutral R||EUR||
|6||Exane Funds 1 - Templiers A||EUR||
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Month by Month Performance
Returns Vs Risk
- United Kingdom
- Launch date09/09/2003
- Share Class size331Mn
- Base currencyEUR
- Min. initial investment0
- Min. regular additional investment0
- Annual management0.50%
- Initial investment0.50%