AH Multi Asset UCITS Index
Multi Asset funds aim to provide capital growth and income by investing in a diversified range of assets and markets worldwide. Generally, this is more of an investing than a trading strategy, with managers dynamically allocating capital to the most attractive risk-adjusted opportunities depending on the prevailing market environment.
Strategy AUM
31 December 2023
£47.5b
-10.6% YoY
Performance
Monthly Returns
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.3 | 1.0 | 1.3 | |||||||||||
2023 | 3.0 | -1.7 | 0.6 | 0.3 | -1.1 | 1.1 | 1.4 | -1.3 | -1.5 | -1.5 | 2.9 | 2.3 | 4.4 | |
2022 | -3.0 | -0.5 | 0.3 | -2.1 | -0.8 | -3.7 | 2.3 | -1.6 | -3.8 | 1.0 | 2.9 | -1.4 | -10.2 | |
2021 | -0.1 | 0.1 | 1.2 | 1.7 | 1.1 | 0.3 | 0.8 | 0.7 | -1.8 | 1.2 | -0.7 | 1.1 | 5.4 | |
2020 | 0.2 | -2.9 | -6.1 | 4.0 | 1.4 | 1.0 | 2.1 | 1.5 | -1.1 | -0.9 | 4.7 | 1.9 | 5.5 | |
2019 | 2.9 | 0.5 | 1.5 | 1.0 | -1.3 | 2.5 | 1.0 | 0.2 | 0.1 | 0.1 | 0.7 | 1.3 | 10.8 | |
2018 | 1.1 | -2.1 | -0.8 | 1.0 | 0.3 | -0.6 | 0.5 | -0.1 | -0.3 | -3.4 | -0.2 | -1.8 | -6.3 | |
2017 | 0.6 | 1.6 | 0.0 | 0.4 | 0.9 | -0.9 | 0.6 | 0.7 | -0.1 | 1.6 | 0.0 | 0.6 | 6.2 | |
2016 | -0.9 | 0.4 | 0.8 | -0.1 | 0.2 | 2.0 | 1.7 | 0.0 | 0.2 | -1.1 | -1.3 | 0.7 | 2.7 | |
2015 | 3.1 | 0.6 | 0.0 | -0.2 | -0.1 | -2.9 | 0.2 | -2.3 | -0.9 | 1.7 | 0.0 | -1.4 | -2.3 | |
2014 | -0.4 | 1.4 | -0.4 | 0.6 | 2.0 | 0.5 | 0.2 | 1.4 | -1.5 | -0.4 | 1.9 | -0.7 | 4.5 | |
2013 | 1.7 | 0.6 | 1.0 | 0.5 | -0.3 | -3.4 | 1.6 | -1.1 | 0.6 | 1.9 | -0.2 | -0.2 | 2.3 | |
2012 | 1.5 | 0.7 | -0.9 | -0.4 | -0.6 | 0.4 | 1.8 | 0.5 | 0.7 | -1.3 | 0.6 | 0.0 | 2.9 | |
2011 | -0.9 | 1.0 | -0.3 | 1.4 | 0.2 | -0.9 | 1.1 | -1.3 | -0.7 | 1.3 | -0.8 | 0.7 | 0.9 | |
2010 | 0.0 | 1.2 | 1.4 | 0.4 | -0.8 | 0.1 | 0.3 | 1.2 | 1.8 | 0.5 | -0.5 | 1.9 | 7.7 | |
Show all |
Index Constituents
Name | Inception Date | Sub-Strategy | Geography | AUM | AMC | Perf. Fee | Hurdle | Min Inv. | Liquidity | MTD | YTD | 2023 | 1W | 1M | 3M | 6M | 1Y | 2Y | 3Y | ISIN | Liquidity | Domicile | Inv. Adviser | Portfolio Manager | UN PRI Signatory | Companywide ESG Policy | SFDR | ESG Data Integration | Active Ownership | ESG Exclusion List | Return Consistency Percentile Rank |
Performance Percentile Rank |
Diversifier Percentile Rank |
Downside Protection Percentile Rank |
Low Risk Percentile Rank |
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Allianz Multi Asset Risk Premia | Jun 2018 | Systematic | Global | £59m | 0.75% | Daily | 0.9 | 4.4 | -1.8 | 1.1 | 1.4 | 3.2 | 0.2 | 2.9 | 3.6 | 2.7 | LU1794549805 | Daily | Luxembourg | Allianz GI | Claudio Marsala, Makato Kus... | Article 6 | 14 | 10 | 70 | 84 | 5 | ||||||||||
Amundi Bridgewater All Weather Sustainability | Jun 2021 | Systematic | Global | £68m | 0.75% | 0% | No | 1,000,000 | Daily | 1.7 | -1.3 | 6.5 | -0.6 | 2.4 | 0.3 | 5.3 | 2.3 | -9.9 | IE00BMBSC882 | Daily | Ireland | Bridgewater Associates LP | No | No | Article 8 | No | N/A | N/A | |||||||||
AQR Global Risk Parity UCITS Fund | Sep 2012 | Systematic | Global | £589m | 0.40% | 0% | No | 100,000 | Daily | 1.3 | 0.5 | 4.4 | -0.2 | 2.5 | 1.5 | 3.7 | 3.7 | -11.7 | -2.2 | LU0995952727 | Daily | Luxembourg | AQR Capital Management | Ari Levine, Michael Mendels... | Yes | Yes | Article 6 | No | N/A | Yes | 24 | 18 | 1 | 5 | 16 | ||
AQR Style Premia UCITS | Oct 2014 | Systematic | Global | £366m | 0.60% | 10% | Yes | 100,000 | Daily | 4.9 | 17.6 | 8.8 | 3.8 | 6.1 | 16.1 | 12.0 | 29.2 | 37.8 | 66.1 | LU1103258866 | Daily | Luxembourg | AQR Capital Management | Andrea Frazzini, Yao Hua Oo... | Yes | Yes | Article 6 | Yes | Yes | Yes | 67 | 99 | 99 | 98 | 46 | ||
AZ Allocation - Global Balanced | Sep 2006 | Global | £291m | 1.50% | 1,500 | Daily | 0.0 | 1.8 | 2.7 | -0.2 | 0.2 | 2.1 | 3.5 | 6.5 | 0.6 | 7.6 | LU0262757841 | Daily | Luxembourg | Azimut Capital Management | Andrea Aliberti, Gherardo S... | 45 | 53 | 43 | 38 | 68 | |||||||||||
Berenberg Variato | Dec 2018 | Discretionary | Global | £228m | 0.65% | 20% | 100,000 | Daily | -1.5 | 1.0 | 2.6 | 0.8 | -1.3 | -1.0 | -1.9 | -3.8 | -12.9 | 2.3 | LU1878856126 | Daily | Luxembourg | Joh. Berenberg, Gossler & C... | Prof. Dr. Bernd Meyer, Ulri... | Article 8 | 10 | 26 | 9 | 9 | 16 | ||||||||
BlackRock Style Advantage | Feb 2016 | Systematic | Global | £108m | 0.66% | 0% | No | 0 | Daily | 1.1 | 6.9 | 12.7 | 1.3 | 2.2 | 6.1 | 5.5 | 13.8 | 28.1 | 34.9 | LU1352906538 | Daily | Luxembourg | BlackRock Investment Manage... | Ked Hogan, Philip Hodges | Yes | Yes | Article 6 | Yes | Yes | Yes | 82 | 92 | 65 | 94 | 72 | ||
BNY Mellon Global Real Return | Jun 2009 | Discretionary | Global | £179m | 1.00% | 0% | 500,000 | Daily | 1.8 | 2.4 | 2.1 | 0.1 | 1.9 | 4.0 | 6.9 | 7.2 | 1.4 | -0.6 | IE00B504KD93 | Daily | Ireland | Newton, a BNY Mellon Company | Suzanne Hutchins, James Harris | Article 6 | 16 | 24 | 17 | 20 | 24 | ||||||||
BNY Mellon Multi-Asset Diversified Return | Apr 2003 | Global | £511m | 1.00% | 250,000 | Daily | 0.6 | 0.2 | 2.1 | 0.0 | 1.7 | 1.7 | 3.6 | 1.8 | 1.9 | 3.5 | GB00B1GJ9N38 | Daily | UK | Newton, a BNY Mellon Company | Paul Flood | 48 | 48 | 9 | 15 | 47 | |||||||||||
BNY Mellon Real Return | Sep 1993 | Discretionary | Global | £3.0b | 1.00% | 0% | 250,000 | Daily | 1.4 | 2.1 | 1.4 | 0.1 | 1.3 | 3.6 | 6.2 | 6.0 | 1.1 | 0.5 | GB0001642635 | Daily | UK | Newton, a BNY Mellon Company | Suzanne Hutchins, Aron Pata... | 11 | 14 | 25 | 22 | 18 | |||||||||
Carmignac Patrimoine | Nov 1990 | Discretionary | Global | £5.7b | 0.85% | 10% | 50,000,000 | Daily | 1.7 | 2.3 | 2.2 | 0.1 | 2.6 | 7.2 | 4.7 | 2.8 | -1.7 | -8.6 | FR0010135103 | Daily | France | Carmignac Gestion | Rose Ouahba, David Older | Article 8 | Yes | 13 | 12 | 28 | 25 | 20 | |||||||
Carmignac Portfolio - Patrimoine | Nov 2013 | Discretionary | Global | £1.2b | 0.85% | 10% | 1 | Daily | 1.5 | 4.5 | 4.0 | 0.2 | 1.9 | 5.3 | 6.7 | 9.7 | 8.7 | -1.3 | LU0992627967 | Daily | Luxembourg | Carmignac Gestion | Rose Ouahba, David Older | Article 8 | 22 | 18 | 28 | 28 | 26 | ||||||||
DWS Concept Kaldemorgen | May 2011 | Discretionary | Global | £12.2b | 0.75% | 0% | 2,000,000 | Daily | 1.0 | 2.3 | 6.6 | 0.4 | 1.2 | 2.7 | 2.9 | 5.9 | 5.5 | 10.9 | LU1663838461 | Daily | Luxembourg | DWS Investment GmbH | Klaus Kaldemorgen | Article 8 | 71 | 60 | 29 | 35 | 82 | ||||||||
Franklin K2 Athena Risk Premia UCITS Fund | Jun 2021 | Systematic | Global | £67m | 0.60% | 5,000,000 | Daily | 0.9 | 3.9 | 1.4 | 0.2 | 1.4 | 3.7 | 2.0 | 5.5 | 14.2 | LU2303826205 | Daily | Luxembourg | K2 Advisors | Paul Fraynt | Article 6 | |||||||||||||||
GMO Global Real Return UCITS | Nov 2011 | Discretionary | Global | £427m | 0.80% | 0% | 5,000,000 | Daily | -1.7 | 11.9 | 0.1 | 3.2 | 10.5 | 8.0 | 2.7 | IE00B6WXZ693 | Daily | Ireland | Grantham, Mayo, Van Otterlo... | Ben Inker | 31 | 67 | 19 | 29 | 32 | ||||||||||||
JK Global Opportunities Fund | Apr 2009 | Discretionary | Global | £75m | 1.25% | 15% | 100,000 | Weekly | 1.2 | 6.1 | 5.7 | -0.4 | 2.8 | 8.9 | 8.6 | 15.8 | -0.6 | -15.9 | IE00BBCR2K90 | Weekly | Ireland | JK Investment Management LLP | Simon Jones, Francis Kirkpa... | 8 | 4 | 28 | 9 | 6 | |||||||||
Latitude Horizon Fund | Nov 2016 | Discretionary | Global | £364m | 0.75% | 20,000,000 | Daily | 0.2 | 1.6 | 4.4 | -0.1 | 0.8 | 2.1 | 3.9 | 5.5 | 3.6 | 12.2 | IE00BDC7CZ89 | Daily | Ireland | Latitude Investment Managem... | Freddie Lait | 54 | 75 | 15 | 22 | 60 | ||||||||||
Lyxor Flexible Allocation | Aug 2012 | Global | £74m | 0.50% | 10% | 500,000 | Daily | 1.2 | 2.5 | 9.4 | -0.3 | 2.2 | 3.6 | 7.8 | 10.9 | -1.4 | 0.0 | LU1009070381 | Daily | Luxembourg | Lyxor Asset Management | Cédric Baron, Florence Barjou | 34 | 27 | 1 | 9 | 19 | ||||||||||
Man AHL Active Balanced | Nov 2018 | Systematic | Global | £309m | 0.75% | 0% | No | 1,000,000 | Daily | 1.6 | 4.1 | 17.1 | -0.3 | 3.3 | 6.0 | 12.8 | 16.7 | 4.7 | 3.0 | IE00BGGLHL89 | Daily | Ireland | Man Group Plc | No | Yes | Article 6 | No | N/A | N/A | 27 | 23 | 6 | 5 | 9 | |||
Man AHL TargetRisk | Dec 2014 | Systematic | Global | £2.9b | 0.75% | 0% | No | 1,000,000 | Daily | 2.2 | 4.4 | 14.1 | 0.2 | 3.9 | 6.2 | 10.6 | 17.5 | 5.9 | 14.4 | IE00BRJT7H22 | Daily | Ireland | Man Group Plc | Russell Korgaonkar, Otto va... | No | Yes | Article 6 | No | N/A | N/A | 34 | 56 | 4 | 8 | 22 | ||
Man Alternative Style Risk Premia | Oct 2017 | Systematic | Global | £237m | 1.00% | 0% | No | 1,000,000 | Daily | 1.6 | 4.5 | 5.3 | 1.4 | 2.5 | 4.8 | 7.2 | 11.8 | 20.3 | 37.1 | IE00BF52FK00 | Daily | Ireland | Man Group Plc | Jens Foehrenbach | No | Yes | Article 6 | No | N/A | N/A | 94 | 92 | 99 | 89 | 91 | ||
Mariana Principal Asset Allocation Fund | Dec 2014 | Discretionary | Global | £3m | 0.65% | 1,000 | Daily | 0.0 | 0.6 | -0.3 | 0.1 | 0.2 | 0.7 | 1.2 | 1.9 | -0.8 | -2.5 | IE00BMMV1N47 | Daily | Ireland | Mariana Investment Partners | David Blake | Article 6 | 47 | 25 | 47 | 39 | 44 | |||||||||
M&G Dynamic Allocation Fund | Dec 2009 | Discretionary | Global | £1.8b | 0.75% | 500,000 | Daily | 1.4 | 1.2 | 9.8 | 0.1 | 1.7 | 2.0 | 5.3 | 9.1 | 11.9 | 16.8 | LU1582989965 | Daily | Luxembourg | M&G Investments | Juan Nevado, Tony Finding | Article 6 | 61 | 77 | 15 | 24 | 68 | |||||||||
M&G Global Target Return Fund | Dec 2016 | Discretionary | Global | £48m | 0.50% | 500,000 | Daily | 0.7 | 0.3 | 7.0 | -0.3 | 1.0 | 0.6 | 5.1 | 6.3 | 12.5 | 17.0 | GB00BYM55C75 | Daily | UK | M&G Investments | Tristan Hanson | 94 | 77 | 35 | 57 | 98 | ||||||||||
MontLake SHARP UCITS Fund | Jul 2020 | Systematic | Global | £179m | 0.65% | 12% | 100,000 | Daily | 0.0 | IE00BKSBDJ48 | Daily | Ireland | Banque Pâris Bertrand SA | Jerome Chagneau, Matthias J... | 40 | 25 | 4 | 11 | 27 | ||||||||||||||||||
Natixis - Loomis Sayles Alternative Risk Premia | Oct 2020 | Systematic | Global | £22m | 1.00% | 100,000 | Daily | 0.5 | 1.8 | 11.7 | 0.1 | 0.7 | 2.1 | 6.0 | 15.5 | 15.3 | 15.1 | IE00BM9BYW79 | Daily | Ireland | Loomis, Sayles & Company | Loomis Sayles | Article 6 | 53 | 66 | 32 | 32 | 75 | |||||||||
New Capital Strategic Portfolio | Dec 2014 | Discretionary | Global | £387m | 1.21% | 1,000,000 | Daily | 0.3 | 2.3 | 22.8 | -0.1 | 1.4 | 3.5 | 13.1 | 18.9 | 4.7 | -9.9 | IE00BTJRKG04 | Daily | Ireland | EFG Asset Management | Moz Afzal, Sailesh Bhundia,... | Article 8 | 9 | 11 | 7 | 1 | 3 | |||||||||
Pictet Emerging Markets Multi Asset | Feb 2021 | Discretionary | Emerging Markets | £94m | 0.90% | 1,000,000 | Daily | 1.2 | -0.5 | 10.4 | -0.5 | 1.1 | 1.8 | 5.6 | 11.1 | -1.0 | -10.4 | LU2272220778 | Daily | Luxembourg | Pictet Funds (Europe) S.A. | Marco Piersimoni, Shaniel R... | Yes | Yes | Article 6 | Yes | Yes | Yes | |||||||||
Ruffer Total Return International | Jul 2011 | Discretionary | Global | £5.1b | 1.10% | 0% | No | 10,000,000 | Weekly | 1.0 | -1.9 | -7.9 | -0.2 | 1.3 | -1.7 | -0.6 | -7.4 | -9.3 | -4.1 | LU0638558394 | Weekly | Luxembourg | Ruffer LLP | Jacques Hirsch and Alex Le... | Yes | Yes | Article 6 | No | Yes | N/A | 64 | 43 | 66 | 59 | 39 | ||
Seven Diversified Fund | Jan 2007 | Discretionary | Global | £49m | 1.00% | 10% | 100,000 | Daily | 0.7 | -0.1 | 3.2 | 0.1 | 1.5 | 0.7 | 3.6 | 5.8 | -4.8 | -7.0 | LU1229132441 | Daily | Luxembourg | Seven Capital Management | Seven Capital Management | 20 | 13 | 12 | 13 | 16 | |||||||||
SVS Church House Tenax Absolute Return Strategies | Nov 2007 | Discretionary | Global | £221m | 0.88% | 100,000 | Daily | 1.3 | -0.3 | 6.6 | 0.1 | 1.7 | 0.7 | 5.1 | 5.3 | 1.5 | 0.9 | GB00BNGY2T93 | Daily | UK | Church House Investment Man... | James Mahon, Jeremy Wharton | 5 | 16 | 10 | 24 | 23 | ||||||||||
Systematica Alternative Risk Premia | Nov 2017 | Systematic | Global | £156m | 1.00% | 0% | No | 100,000 | Daily | IE00BDGJFD96 | Daily | Ireland | Systematica Investments Lim... | Matthias Hagmann | No | No | Article 6 | No | N/A | N/A | 5 | 19 | 72 | 65 | 24 | ||||||||||||
Tikehau International Cross Assets | Aug 2001 | Discretionary | Global | £361m | 1.00% | 10% | 1,000,000 | Daily | 0.5 | 2.3 | 8.2 | 0.0 | 0.8 | 2.8 | 6.4 | 9.4 | 5.3 | 6.3 | LU2147879626 | Daily | France | Tikehau Capital | Romain Friedman, Vincent Me... | Article 8 | 35 | 39 | 42 | 49 | 52 | ||||||||
Trojan Fund | May 2001 | Discretionary | Global | £5.5b | 1.00% | 250,000 | Daily | 0.7 | 0.8 | 2.7 | 0.0 | 0.4 | 1.3 | 2.1 | 2.1 | 0.2 | 12.3 | GB0034243732 | Daily | UK | Troy Asset Management | Sebastian Lyon | Yes | 65 | 63 | 36 | 33 | 81 | |||||||||
Tungsten PARITON UI | Jun 2014 | Discretionary | Global | £30m | 1.25% | 15% | 250,000 | Daily | 0.0 | -1.1 | 13.0 | -1.2 | 1.0 | -0.5 | 5.2 | 5.5 | -4.9 | -8.2 | DE000A1W8945 | Daily | Germany | Tungsten Capital Management... | Lutz Klaus, Dominik Poiger,... | Article 8 | 3 | 11 | 7 | 4 | 7 | ||||||||
WS Ruffer Diversified Return Fund | Sep 2021 | Discretionary | UK | £1.9b | 0.90% | 0% | No | 50,000,000 | Daily | 1.5 | -1.0 | -5.4 | 0.2 | 1.5 | -1.0 | 0.5 | -4.3 | -5.4 | GB00BMWLQW82 | Daily | UK | Ruffer LLP | Duncan MacInnes & Ian Rees | Yes | Yes | Yes | Yes | Yes | |||||||||
WS Ruffer Total Return | Sep 2000 | Discretionary | Global | £2.6b | 1.00% | 30,000,000 | Weekly | 1.5 | -1.3 | -6.1 | 0.6 | 1.5 | 0.6 | -0.2 | -6.7 | -6.4 | -1.6 | GB00B03JB001 | Weekly | UK | Ruffer LLP | Steve Russell, Alexander Ch... | 74 | 50 | 42 | 43 | 48 |
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