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 1.0
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
Zest North America Pairs Relative Discretionary 13.6
Candriam Absolute Return Equity Market Neu... Discretionary 9.4
Trium ESG Emissions Impact Fund Discretionary 9.1
MBAM Chelodina UCITS Discretionary 8.5
Janus Henderson Global Equity Market Neutral Discretionary 7.8
Lumyna - Sandbar Global Equity Market Neut... Discretionary 6.7
HI European Market Neutral Fund Discretionary 5.5
Man GLG Alpha Select Alternative Discretionary 5.3
Exane Overdrive Discretionary 5.3
Man GLG European Equity Alternative Discretionary 5.3

Bottom Funds YTD

YTD
H2O Fidelio Discretionary -14.6
InRIS Perdurance Market Neutral Discretionary -12.3
Schroder GAIA Nuveen US Equity Market Neutral Discretionary -12.3
Trium European Equity Market Neutral Fund Discretionary -8.4
Globersel Anavon Absolute Alpha Discretionary -7.2
CZ Absolute Alpha UCITS Discretionary -7.2
Memnon Market Neutral Discretionary -5.5
Pictet TR Akari Discretionary -3.7
Nomura Permal Alpha Japan Neutral Discretionary -2.8
Melchior European Absolute Return Discretionary -1.7

Largest New Launches (12M)

AUM
AB Arya European Alpha £106m
MBAM Chelodina UCITS £104m
Fulcrum Thematic Equity Market Neutral £96m

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 (Q2'20 - Q2'19)

Change AUM
Janus Henderson Global Equity Ma... £182m £229m
Man GLG Alpha Select Alternative £118m £1.1b
Janus Henderson Global Equity Ma... £84m £229m
BMO Real Estate Equity Market Ne... £71m £364m
Pictet Agora £70m £1.2b

Largest Outflows (Q2'20 - Q2'19)

Change AUM
BNY Mellon Absolute Return Equity £-526m £263m
H2O Fidelio £-348m £123m
H2O Fidelio £-333m £123m
Velox Fund £-223m £189m
Velox Fund £-218m £189m

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