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 0.4 0.1 -0.5 1.9 0.5 2.9
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
LO Funds - TerreNeuve Discretionary 2.4
Pictet Agora Discretionary 2.4
Nomura Permal Alpha Japan Neutral Discretionary 1.8
Memnon Market Neutral Discretionary 1.7
H2O Fidelio Discretionary 1.2
Janus Henderson Global Equity Market Neutral Discretionary 1.1
Velox Fund Discretionary 1.0
Lumyna - Sandbar Global Equity Market Neut... Discretionary 0.9
Globersel Anavon Absolute Alpha Discretionary 0.9
Fulcrum Thematic Equity Market Neutral Discretionary 0.8

Bottom Funds YTD

YTD
Exane Ceres Discretionary -1.0
Zest North America Pairs Relative Discretionary -0.9
Man GLG European Equity Alternative Discretionary -0.6
Schroder ISF Sustainable European Market N... Discretionary -0.5
Aegon UK Equity Absolute Return Fund Discretionary -0.4
Man GLG Alpha Select Alternative Discretionary -0.4
Pictet TR Akari Discretionary -0.4
CZ Absolute Alpha UCITS Discretionary -0.4
LGT Sustainable Equity Market Neutral Discretionary -0.1
Trium ESG Emissions Impact Fund Discretionary 0.0

Largest New Launches (12M)

AUM
Fulcrum Thematic Equity Market Neutral £96m
Nordea 1 - Global Equity Market Neutral Fund £25m

Largest Discretionary Funds

AUM
Pictet Agora £1.2b
Lumyna - Sandbar Global Equity M... £1.2b
Man GLG Alpha Select Alternative £1.1b
Exane Ceres £596m
Exane Pleiade £484m

Largest Inflows (Q3'20 - Q3'19)

Change AUM
Janus Henderson Global Equity Ma... £182m £229m
BMO Real Estate Equity Market Ne... £71m £364m
Pictet Agora £70m £1.2b
LGT Sustainable Equity Market Ne... £48m £122m
Man GLG Alpha Select Alternative £21m £1.1b

Largest Outflows (Q3'20 - Q3'19)

Change AUM
H2O Fidelio £-333m £123m
Velox Fund £-223m £189m
BNY Mellon Absolute Return Equity £-218m £263m
CZ Absolute Alpha UCITS £-173m £169m
Memnon Market Neutral £-141m £158m

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