Market Neutral Discretionary

Strategy Research, 26 Oct 2016

Index Research Funds

Sub Index - Market Neutral Discretionary

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 0.1 -0.1 -1.2 1.0 0.0 0.6 0.3 0.5
2019 1.3 0.3 -0.8 0.1 -0.2 0.1 0.3 0.4 0.1 0.1 0.0 0.9 2.5
2018 0.6 -0.5 0.3 -0.1 0.4 -0.3 0.0 -0.8 0.0 -0.8 -1.0 -0.6 -2.8
2017 0.7 -0.2 0.1 0.4 -0.1 -0.2 0.3 0.1 0.1 0.0 -0.3 0.1 1.0
2016 -1.2 -0.9 -0.2 -0.6 0.5 -2.0 0.4 0.2 0.4 -0.1 0.1 -0.1 -3.4
2015 0.8 0.1 0.3 0.7 0.6 -0.6 0.3 0.1 -0.3 0.2 0.8 0.8 3.8
2014 0.6 0.4 -0.5 -1.1 -0.6 -0.2 -0.1 0.1 0.0 0.3 0.5 0.4 -0.1
2013 1.5 0.8 0.2 0.6 0.7 0.8 0.4 -0.1 0.4 0.2 0.7 0.2 6.3
2012 0.7 1.0 0.4 -0.5 -1.1 -0.1 -0.1 -0.2 0.2 0.6 0.6 0.3 1.9
2011 0.1 -0.2 0.2 -0.1 -0.5 0.2 -0.3 -1.2 -0.1 0.9 -0.2 -0.2 -1.3
2010 0.4 -0.2 0.9 0.2 -0.2 -0.5 0.8 -0.2 0.7 0.8 0.3 0.4 3.8
Download Index Return Series

Top Funds YTD

YTD
Man GLG Innovation Equity Alternative Discretionary 12.8
LO Funds - TerreNeuve Discretionary 8.9
Trium ESG Emissions Impact Fund Discretionary 7.4
Exane Overdrive Discretionary 7.0
Lumyna - Sandbar Global Equity Market Neut... Discretionary 5.8
Janus Henderson Global Equity Market Neutral Discretionary 5.2
BMO Real Estate Equity Market Neutral Fund Discretionary 5.1
HI European Market Neutral Fund Discretionary 3.8
Pictet Agora Discretionary 3.5
Man GLG Alpha Select Alternative Discretionary 3.1

Bottom Funds YTD

YTD
H2O Fidelio Discretionary -11.2
Schroder GAIA Nuveen US Equity Market Neutral Discretionary -9.2
CZ Absolute Alpha UCITS Discretionary -7.2
Nomura Permal Alpha Japan Neutral Discretionary -6.2
Trium European Equity Market Neutral Fund Discretionary -5.3
Memnon Market Neutral Discretionary -4.7
InRIS Perdurance Market Neutral Discretionary -4.7
Man GLG European Alpha Alternative Discretionary -3.2
Globersel Anavon Absolute Alpha Discretionary -2.8
Melchior European Absolute Return Discretionary -2.5

Largest New Launches (12M)

AUM
Lumyna - Sandbar Global Equity Market Neutral U... £973m
AB Arya European Alpha £106m
Globersel Anavon Absolute Alpha £60m
Coeli SICAV I - Energy Transition £40m
Trium ESG Emissions Impact Fund £24m

Largest Discretionary Funds

AUM
Pictet Agora £1.2b
Man GLG Alpha Select Alternative £1.1b
Lumyna - Sandbar Global Equity M... £973m
Exane Ceres £614m
Exane Pleiade £484m

Largest Inflows (Q2'20 - Q2'19)

Change AUM
Man GLG Alpha Select Alternative £118m £1.1b
Janus Henderson Global Equity Ma... £84m £128m
Pictet Agora £67m £1.2b
LGT Sustainable Equity Market Ne... £61m £107m
Exane Ceres £42m £614m

Largest Outflows (Q2'20 - Q2'19)

Change AUM
BNY Mellon Absolute Return Equity £-526m £272m
H2O Fidelio £-348m £126m
Velox Fund £-218m £225m
Man GLG European Equity Alternative £-196m £259m
CZ Absolute Alpha UCITS £-148m £192m

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