The Mandatum Managed Futures Fund (Mandatum Life SICAV-UCITS – Mandatum Life Managed Futures Fund) received the Best Performing Fund over 2 Years award at the Hedge Fund Journal CTA and Discretionary Trader Awards 2022. The fund is managed by Mandatum Asset Management.
The fund invests in the equity, fixed income and foreign exchange markets utilizing Gradient Systems’ artificial intelligence and was launched at the end of 2019. Over the two and a half years since its inception, the fund has witnessed significant market turmoil through the sharp rise and fall of the stock market and a rise in interest rates.
“Our forecast models have been able to identify the right trends across different asset classes and to take advantage of them in varying market conditions. For example, the fund’s Euro denominated returns have been 13 percent this year, and the fund has benefited from rising interest rates, among other things. The fund targets an absolute return regardless of market direction, and thus acts as a solid addition to a traditional equity and fixed income portfolio”, says Ville Rantanen, Portfolio Manager at Mandatum Asset Management.
The Managed Futures Fund utilizes probability and machine learning-based artificial intelligence to create forecasts that the portfolio manager employs in their investment decisions.
The portfolio manager implements the fund’s trades and monitors its risk levels daily in cooperation with a risk management professional. The fund’s portfolio is continuously optimized based on the latest forecasts, and its pre-defined operating principles and conditions ensure that its investment recommendations stay within the risk parameters set by the portfolio manager.
The Managed Futures Fund is suitable for investors who seek broad diversification across different asset classes and want to benefit from fluctuating prices in different markets. Large Finnish institutional investors and smaller investors alike have invested in the fund.
“Many investors are currently postponing their investment decisions due to market uncertainty, but at the same time, high inflation is eating away at the value of their cash holdings. We have proven that we are able to generate positive returns even in declining market conditions. We make new forecasts daily on behalf of our clients and when the current downtrends eventually end, as our models forecast, we will start buying equity and fixed income securities”, Rantanen states.
Additional information: Mandatum Fund Management S.A. - Mandatum Asset Management (mandatumam.com)
Past performance does not predict future returns. Future returns may also be negative. The fund’s risks are described in its Key Investor Information Document found at: Mandatum Fund Management S.A. - Mandatum Asset Management (mandatumam.com)