Fund Overview Fund Overview Call Us Advisors: 800.368.4410 Investors: 800.548.4539 Share Class Z N I Z NAV | as of 10/09/2024 $9.02 -$0.03 (-0.33%) Documents Prospectus Summary Prospectus SAI Holdings View All Documents Investment Style Systematica Managed Futures Strategy Fund has an Equity Income Objective, seeking to achieve income and capital appreciation. Large Mid Small Value Blend Growth Equity Objective Systematica Managed Futures Strategy Fund Morningstar Ratings Risk-adjusted returns as of N/A Overall Rating — 3 Years — 5 Years — 10 Years — Category — Read Important Investment Disclosures Leda Braga FOUNDER, CHIEF EXECUTIVE OFFICER Prior to Systematica, Leda was President and Head of Systematic Trading at BlueCrest Capital Management. Leda joined BlueCrest in October 2001 from Cygnifi Derivatives Services (a J.P. Morgan spin-off), where she formed part of the management team and was head of its Valuation Service. Prior to Cygnifi, Leda spent nearly seven years at J.P. Morgan as a Quantitative Analyst in the derivatives research team. Her past experience includes modelling of interest rate exotics, FX / interest rate hybrid instruments and equity derivatives. At Imperial College London she worked as a lecturer and led research projects for over three years prior to joining J.P. Morgan. Leda has served as an advisor to the board of the pension fund of the CERN in Geneva and on the advisory board of the London School of Economics' Systemic Risk Centre. In 2019, she has joined the Board of Trustees for the Standards Board for Alternative Investments (SBAI). Gregoire Dooms PRODUCT MANAGER Grégoire joined Systematica at launch in January 2015 as a Product Manager. He has responsibility for the firm’s Alternative Risk Premia strategies, the BlueMatrix Equity Market Neutral strategy and leads the firm’s efforts in Responsible Investments and Corporate Social Responsibility. Prior to joining Systematica, Grégoire worked as a Product Manager at BlueCrest. Grégoire joined BlueCrest in July 2008 from Brown University where he gained post doctorate experience as a researcher in Computer Science, specialising in solving large scale dynamic stochastic optimization problems. Whilst at Brown he helped launch Dynamic Decision Technologies Inc. (a Brown University spin-off). Grégoire holds a PhD in Applied Sciences from UCLouvain, Belgium. Matthias Hagmann CO-CIO, PRODUCT MANAGER Matthias joined Systematica on launch in January 2015 as a Product Manager. Prior to joining Systematica, Matthias worked as a Product Manager at BlueCrest. Matthias joined BlueCrest in November 2014 from AHL, Man Investments. Matthias led AHL’s largest research and investment management team, being responsible for all equity strategies (systematic macro (futures), single name equity) trading in the AHL Diversified, Dimension and Evolution programmes. Previous to AHL he was Head of Quantitative Research at Concordia Advisors, a multi-strategy hedge fund being now part of the Mariner Investment Group. Matthias graduated with distinction from the MSc in Econometrics and Mathematical Economics (London School of Economics), and further holds a PhD in Financial Econometrics from the Swiss Finance Institute. His research is published in high-profile academic journals such as Econometrica and the Journal of Econometrics. Jeppe Ladekarl PRODUCT MANAGER Jeppe Ladekarl serves as Product Manager at Systematica. Before joining Systematica Jeppe was Chief Investment Officer at First Quadrant, a quantitative investment manager located in Pasadena, CA. In June 2022 Systematica entered into an agreement to acquire First Quadrant’s investment management business. At First Quadrant, Jeppe oversaw all investment-related responsibilities, including strategy development, portfolio construction, risk management, portfolio implementation and trade execution at the firm. Prior to assuming the role of CIO at First Quadrant, Jeppe directed the firm’s global macro efforts. Prior to joining First Quadrant in 2009, he worked at the World Bank, where he held a number of roles, including Principal Portfolio Manager for the currency and GTAA portfolios managed by the World Bank Pension and Endowments Department. Before the World Bank, Jeppe was a Special Advisor at the Danish Central Bank. He holds an MSc in economics from the University of Copenhagen and has published on various investment topics, including debt management, ALM, mortgage bonds, currency, emerging markets and international portfolio management. Gavin Lamont PRODUCT MANAGER Gavin joined Systematica in February 2021 as a Product Manager. Prior to joining Systematica, Gavin worked as the Head of Replication Research for 8 years at BlueCrest. Gavin joined BlueCrest from JP Morgan, where he was an Executive Director, with 11 years’ experience in fixed income trading and risk management. Gavin holds a MSc in Computational Statistics from University of Bath and a BSc in Mathematics and Statistics from Plymouth University. Jean-Pierre Selvatico CO-CIO, PRODUCT MANAGER Jean-Pierre joined Systematica in January 2017 from Pictet Alternative Advisors, Geneva, where he was Head of Hedge Funds and a member of Pictet’s investment committee. Prior to this, he was a managing director at Barclays Capital, London, in charge of the European interest rate options desk. His previous experience includes Credit Suisse First Boston, London, and 8 years at J.P. Morgan (Paris, Tokyo, London, New York) where he headed the USD interest rate options desk. Jean-Pierre holds Masters degrees from Ecole Polytechnique and Ecole Nationale de la Statistique et de l'Administration Economique (ENSAE), Paris. Gueorgui Todorov PRODUCT MANAGER Gueorgui joined Systematica on launch in January 2015 as a Product Manager. Prior to joining Systematica, Gueorgui worked as a Product Manager at BlueCrest. Gueorgui joined BlueCrest as a Quantitative Analyst in July 2010. Prior to joining BlueCrest, he was a Mathematics Professor at Princeton University. This was preceded by his research work at the Mathematical Sciences Research Institute and TA work at the University of Utah. Gueorgui holds a PhD in Mathematics from the University of Utah and a BS in Mathematics from the University of Bologna. About the Affiliate About Systematica Investments Systematica is an innovative technology-driven firm focused on the rigorous application of science and technology to the investment process. The firm was founded by Leda Braga, and manages assets across a number of futures, equity, and OTC based strategies. Systematica offers a number of distinctive strategies, including trend-following, quantitative equity and alternative risk premia, through both traditional hedge fund vehicles as well as liquid alternatives. The philosophy of the firm is one of innovation, excellence in research and a commitment to fostering strong alignment with investors. Learn More About Systematica's Approach FOUNDED 2015 AMG AFFILIATE SINCE 2016 HEADQUARTERS Jersey, UK Portfolio Managers Leda Braga FOUNDER, CHIEF EXECUTIVE OFFICER Read full bio Gregoire Dooms PRODUCT MANAGER Read full bio Matthias Hagmann CO-CIO, PRODUCT MANAGER Read full bio Jeppe Ladekarl PRODUCT MANAGER Read full bio Gavin Lamont PRODUCT MANAGER Read full bio Jean-Pierre Selvatico CO-CIO, PRODUCT MANAGER Read full bio Gueorgui Todorov PRODUCT MANAGER Read full bio Stay up-to-date Sign up to receive our latest views and thinking, in addition to other news and product-related information. CHOOSE SUBSCRIPTIONS