Systematic Macro
Sub Index - Systematic Macro
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 |
Top Funds YTD
Bottom Funds YTD
Largest Systematic Funds
Largest Inflows (Q3'20 - Q3'19)
Change | AUM | |
---|---|---|
Lyxor / Bridgewater Core Global ... | £288m | £816m |
PGIM QMAW Keynes Systematic Abso... | £89m | £113m |
River and Mercantile Global Macro | £71m | £98m |
DMS P/E FX Strategy Fund | £51m | £109m |
Acadian Multi-Asset Absolute Return | £30m | £44m |
Largest Outflows (Q3'20 - Q3'19)
Change | AUM | |
---|---|---|
IPM Systematic Macro UCITS | £-770m | £121m |
ADG Systematic Macro | £-111m | £18m |
Invesco Macro Allocation Strategy | £-96m | £64m |
GMO Systematic Global Macro Majo... | £-77m | £244m |
Two Trees Systematic Global Macr... | £-37m | £41m |