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
2021 -0.3 0.7 -0.5 0.3 -0.1 -0.2 -0.3 0.5 0.0
2020 0.1 -0.1 -1.2 1.0 0.0 0.6 0.3 0.4 0.1 -0.5 1.9 0.5 3.0
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
U Access – Long/Short Japan Corporate Gove... Discretionary 7.2
Man GLG Alpha Select Alternative Discretionary 6.9
DNCA Invest - Miuri Discretionary 5.9
BPI Alternative Iberian Equities Long/Short Discretionary 5.6
Zest North America Pairs Relative Discretionary 4.8
Aegon Global Equity Market Neutral Discretionary 4.6
BMO Real Estate Equity Market Neutral Fund Discretionary 3.4
BNY Mellon Absolute Return Equity Discretionary 3.3
GAM Multistock - Absolute Return Europe Eq... Discretionary 2.6
Velox Fund Discretionary 2.5

Bottom Funds YTD

YTD
LO Funds - TerreNeuve Discretionary -9.7
Pictet Agora Discretionary -6.5
Memnon Market Neutral Discretionary -6.0
Trium ESG Emissions Impact Fund Discretionary -5.1
Schroder ISF Sustainable European Market N... Discretionary -4.5
Fulcrum Thematic Equity Market Neutral Discretionary -3.8
Globersel Anavon Absolute Alpha Discretionary -3.8
InRIS Perdurance Market Neutral Discretionary -3.5
CZ Absolute Alpha UCITS Discretionary -3.4
Lumyna - Sandbar Global Equity Market Neut... Discretionary -3.2

Largest New Launches (12M)

AUM
AB Arya European Alpha £147m
Man GLG Asia Pacific (ex Japan) Equity Alternative £17m

Largest Discretionary Funds

AUM
Exane Pleiade £1.4b
Lumyna - Sandbar Global Equity M... £1.2b
Pictet Agora £1.1b
Man GLG Alpha Select Alternative £1.0b
Exane Ceres £486m

Largest Inflows (Q2'21 - Q2'20)

Change AUM
Exane Pleiade £815m £1.4b
Janus Henderson Global Equity Ma... £208m £336m
Lumyna - Sandbar Global Equity M... £182m £1.2b
Candriam Absolute Return Equity ... £131m £196m
Marble Bar - Chelodina UCITS £58m £129m

Largest Outflows (Q2'21 - Q2'20)

Change AUM
Pictet Agora £-140m £1.1b
BNY Mellon Absolute Return Equity £-132m £140m
Exane Ceres £-128m £486m
Man GLG European Equity Alternative £-101m £158m
Memnon Market Neutral £-99m £106m

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