Systematic Macro

Strategy Research, 12 Oct 2020

Index Research Funds

Sub Index - Systematic Macro

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2022 -0.4 -0.7 1.1 3.9 -1.1 0.6 0.3 3.6
2021 -0.9 -0.1 0.5 0.1 0.5 0.0 0.6 0.2 -0.7 -2.1 0.4 0.9 -0.6
2020 -0.9 -0.7 -2.8 -0.6 0.5 -0.2 1.0 0.6 -0.7 -0.9 1.7 1.0 -1.8
2019 0.5 0.3 1.4 1.6 -0.3 0.6 0.7 0.7 -0.9 0.1 0.1 0.6 5.4
2018 1.8 -3.1 -0.4 0.9 -0.5 -0.9 -0.3 -0.7 0.0 -1.6 -0.4 1.1 -4.0
2017 -0.3 0.8 -0.2 -0.2 0.2 -1.9 0.8 1.2 -0.1 2.0 0.2 0.5 3.0
2016 2.6 2.1 -1.5 0.4 -1.8 2.3 -0.2 -1.5 1.3 0.0 -3.1 -0.3 0.2
2015 3.2 0.3 1.4 -2.4 -1.4 -3.3 0.8 -2.2 0.0 -0.6 0.4 -1.6 -5.5
2014 -1.7 0.4 -0.7 0.7 2.1 2.1 -2.1 2.0 -1.2 -0.5 2.5 0.7 4.2
2013 2.1 -1.3 0.6 1.2 -3.6 -2.1 -0.5 -1.4 0.3 1.9 0.6 0.5 -1.9
2012 1.8 1.7 -3.0 -0.6 0.7 -1.6 2.0 0.4 0.4 -2.6 0.8 0.3 0.2
2011 -1.5 1.1 0.5 2.1 -1.2 -2.6 2.3 -0.6 -0.4 0.0 0.0 -1.3 -1.6
2010 -3.5 0.1 3.1 2.6 -1.9 1.0 0.6 3.2 2.3 0.9 -0.3 1.7 10.0
Download Index Return Series

Top Funds YTD

YTD
DMS P/E FX Strategy Fund Systematic 15.7
PGIM Wadhwani Keynes Systematic Absolute R... Systematic 7.7
PrivilEdge - Graham Quant Macro Systematic 4.9
Aspect Systematic Global Macro Fund Systematic 2.0
Lyxor / Bridgewater Core Global Macro Systematic 1.8
Acadian Multi-Asset Absolute Return Systematic -1.3
LGT Alpha Generix UCITS Systematic -3.5
Invesco Macro Allocation Strategy Systematic -10.3
Manulife Macro Currency Fund Systematic -12.5

Bottom Funds YTD

YTD
Manulife Macro Currency Fund Systematic -12.5
Invesco Macro Allocation Strategy Systematic -10.3
LGT Alpha Generix UCITS Systematic -3.5
Acadian Multi-Asset Absolute Return Systematic -1.3
Lyxor / Bridgewater Core Global Macro Systematic 1.8
Aspect Systematic Global Macro Fund Systematic 2.0
PrivilEdge - Graham Quant Macro Systematic 4.9
PGIM Wadhwani Keynes Systematic Absolute R... Systematic 7.7
DMS P/E FX Strategy Fund Systematic 15.7

Largest New Launches (12M)

AUM
Millennium Global Systematic Currency Fund £102m

Largest Systematic Funds

AUM
Lyxor / Bridgewater Core Global ... £845m
Aspect Systematic Global Macro Fund £164m
PGIM Wadhwani Keynes Systematic ... £149m
DMS P/E FX Strategy Fund £149m
Acadian Multi-Asset Absolute Return £126m

Largest Inflows (Q2'22 - Q2'21)

Change AUM
Lyxor / Bridgewater Core Global ... £82m £845m
DMS P/E FX Strategy Fund £62m £149m
Aspect Systematic Global Macro Fund £55m £164m
PGIM Wadhwani Keynes Systematic ... £34m £149m
Manulife Macro Currency Fund £9m £48m

Largest Outflows (Q2'22 - Q2'21)

Change AUM
PrivilEdge - Graham Quant Macro £-20m £44m
Invesco Macro Allocation Strategy £-11m £25m
Acadian Multi-Asset Absolute Return £-9m £126m
GMO Systematic Global Macro Majo... £-5m £60m
LGT Alpha Generix UCITS £-4m £41m

or Register for Free

  • Access the full universe of UCITS Hedge Funds and Absolute Return Funds.
  • Build and curate a watchlist.
  • View the latest research.
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.