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 0.0
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
Man GLG Japan Equity Alternative Discretionary 5.7
U Access – Long/Short Japan Corporate Gove... Discretionary 4.6
Zest North America Pairs Relative Discretionary 4.3
BPI Alternative Iberian Equities Long/Short Discretionary 4.3
BNY Mellon Absolute Return Equity Discretionary 4.2
DNCA Invest - Miuri Discretionary 3.9
BMO Real Estate Equity Market Neutral Fund Discretionary 1.6
Exane Ceres Discretionary 1.5
Man GLG Alpha Select Alternative Discretionary 1.3
Memnon Market Neutral Discretionary 1.1

Bottom Funds YTD

YTD
H2O Fidelio Discretionary -9.4
Schroder ISF Sustainable European Market N... Discretionary -6.7
Fulcrum Thematic Equity Market Neutral Discretionary -6.1
Trium ESG Emissions Impact Fund Discretionary -5.9
Lumyna - Sandbar Global Equity Market Neut... Discretionary -5.8
LO Funds - TerreNeuve Discretionary -5.1
UBAM - Europe Market Neutral Discretionary -2.5
Pictet Agora Discretionary -2.2
Janus Henderson Global Equity Market Neutral Discretionary -2.2
HI European Market Neutral Fund Discretionary -1.8

Largest New Launches (12M)

AUM
Fulcrum Thematic Equity Market Neutral £232m
Pictet TR Aquila £160m
AB Arya European Alpha £143m
U Access – Long/Short Japan Corporate Governance £64m
Man GLG Asia Pacific (ex Japan) Equity Alternative £17m

Largest Discretionary Funds

AUM
Lumyna - Sandbar Global Equity M... £1.3b
Pictet Agora £1.2b
Exane Pleiade £1.1b
Man GLG Alpha Select Alternative £973m
Exane Ceres £487m

Largest Inflows (Q1'21 - Q1'20)

Change AUM
Lumyna - Sandbar Global Equity M... £636m £1.3b
Exane Pleiade £578m £1.1b
Janus Henderson Global Equity Ma... £250m £330m
Marble Bar - Chelodina UCITS £97m £138m
Candriam Absolute Return Equity ... £75m £196m

Largest Outflows (Q1'21 - Q1'20)

Change AUM
BNY Mellon Absolute Return Equity £-152m £175m
H2O Fidelio £-144m £23m
Man GLG Alpha Select Alternative £-131m £973m
Man GLG European Equity Alternative £-120m £173m
Memnon Market Neutral £-107m £114m

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