Opportunistic Macro

Strategy Research, 12 Oct 2020

Index Research Funds

Sub Index - Opportunistic Macro

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 -0.5 -1.6 -8.1 2.3 2.9 1.2 0.7 1.3 -0.8 0.4 3.1 1.1 1.5
2019 1.7 0.1 -0.1 0.4 -0.5 1.3 0.2 0.0 1.0 0.7 -0.3 1.4 6.0
2018 1.6 -0.7 -0.8 -0.3 -1.7 -0.6 0.5 -1.7 0.3 -0.9 -0.1 -0.6 -4.9
2017 0.2 0.1 0.3 -0.4 0.0 0.5 0.0 -0.2 0.4 -0.1 -0.1 -0.3 0.4
2016 -1.2 -1.3 0.8 0.9 -0.1 -0.8 0.5 -0.1 -0.1 1.1 -0.7 0.6 -0.3
2015 0.9 0.8 0.4 -0.8 0.9 -0.6 0.3 -0.8 -0.9 0.2 0.2 -0.5 0.0
2014 -0.2 0.1 0.2 0.0 0.5 -0.3 0.4 -0.2 1.2 -0.8 0.4 -0.9 0.6
2013 0.6 0.3 0.3 1.0 0.4 -1.5 -0.1 0.0 -0.1 0.6 -0.1 0.3 1.6
2012 1.9 1.1 0.3 -0.3 -0.7 0.8 1.2 0.5 0.5 0.6 0.6 0.7 7.7
2011 -0.3 0.3 0.3 0.2 0.0 -0.7 0.0 -0.3 -1.2 1.5 -0.5 0.6 -0.2
2010 0.4 0.6 1.3 0.3 -1.1 0.1 0.6 1.0 0.5 0.0 -0.2 0.6 4.3
Download Index Return Series

Top Funds YTD

YTD
H2O MultiReturns Opportunistic 2.1
KLS Arete Macro Opportunistic 2.0
HI Sibilla Macro Fund Opportunistic 1.7
Odey Odyssey Opportunistic 1.5
U Access (IRL) Trend Macro Opportunistic 1.4
Bellevue Funds (LUX) BB Global Macro Opportunistic 1.3
GAM Star Global Rates Opportunistic 1.3
JPM Global Macro Opportunities Opportunistic 1.1
BH Absolute Return Government Bond Fund Opportunistic 0.9
Graham Macro UCITS Opportunistic 0.8

Bottom Funds YTD

YTD
Artemis Strategic Assets Opportunistic -2.6
Legg Mason Western Asset Macro Opportunit... Opportunistic -2.2
GAM Star Emerging Market Rates Opportunistic -0.7
Manulife Asian Bond Absolute Return Fund Opportunistic -0.4
Lemanik SICAV Global Strategy Opportunistic -0.1
BlueBay Global Sovereign Opportunities Opportunistic -0.1
M&G (Lux) Episode Macro Fund Opportunistic 0.2
Allianz Fixed Income Macro Opportunistic 0.4
JPM Global Macro Sustainable Opportunistic 0.4
Pacific G10 Macro Rates Opportunistic 0.4

Largest Opportunistic Funds

AUM
Legg Mason Western Asset Macro ... £5.3b
JPM Global Macro Opportunities (... £3.7b
H2O Adagio £3.1b
JPM Global Macro Opportunities £1.5b
H2O Allegro £796m

Largest Inflows (Q3'20 - Q3'19)

Change AUM
KLS Arete Macro £282m £511m
Lemanik SICAV Global Strategy £105m £418m
Graham Macro UCITS £102m £277m
Allianz Fixed Income Macro £72m £76m
Manulife Asian Bond Absolute Ret... £44m £76m

Largest Outflows (Q3'20 - Q3'19)

Change AUM
H2O Adagio £-722m £3.1b
H2O Allegro £-455m £796m
BlueBay Global Sovereign Opportu... £-442m £407m
JPM Global Macro Opportunities (... £-432m £3.7b
H2O Vivace £-279m £106m

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Close Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.