Market Neutral Systematic

Strategy Research, 18 Jun 2020

Index Research Funds

Sub Index - Market Neutral Systematic

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2021 1.3 -0.4 2.0 1.1 0.6 4.7
2020 -0.5 -1.6 -4.3 0.8 -0.6 -0.3 0.8 -0.7 0.2 -0.4 -2.5 0.6 -8.3
2019 0.5 -1.6 -0.4 -1.7 0.5 -0.1 -0.5 -0.7 -0.7 -0.7 -0.5 -0.6 -6.4
2018 0.7 -1.2 0.3 0.2 0.2 -1.1 -0.1 0.1 -0.3 -1.1 -2.2 0.9 -3.6
2017 0.2 1.0 0.0 0.1 -0.9 -0.3 0.8 1.0 -0.6 1.1 -0.1 -0.4 2.0
2016 -0.3 -0.1 0.8 -1.4 -0.7 -1.0 0.6 -1.2 0.6 0.0 -0.3 0.1 -2.8
2015 0.8 -0.3 0.4 -1.4 0.8 0.2 0.8 0.2 1.6 -0.7 0.5 1.7 4.7
2014 1.1 0.4 0.2 -0.4 0.3 0.0 0.1 0.0 0.9 0.8 0.8 1.3 5.7
2013 1.2 1.7 1.3 1.6 -0.1 1.0 0.3 -0.6 0.3 1.0 0.6 0.4 9.2
2012 -0.1 0.7 0.9 0.2 0.1 0.5 0.6 0.1 0.5 0.9 0.0 -0.6 4.0
2011 0.5 0.7 0.6 0.6 0.8 0.2 1.2 0.8 -0.6 -0.3 0.5 1.2 6.5
2010 0.5 0.2 0.5 -0.1 -0.8 -0.8 -0.5 0.0 1.0 0.6 0.9 -0.1 1.5
Download Index Return Series

Top Funds YTD

YTD
Merian Global Equity Absolute Return Systematic 14.3
RAM (LUX) Systematic Funds Long/Short Glob... Systematic 14.1
RAM (LUX) Systematic Funds Long/Short Euro... Systematic 11.4
BNP THEAM Quant - Equity World DEFI Market... Systematic 9.4
RAM (LUX) Systematic Funds - Global Equiti... Systematic 6.9
Lumyna - Marshall Wace TOPS (Mkt Neutral) Systematic 5.8
Schroder ISF QEP Global Equity Market Neutral Systematic 4.9
JL Equity Market Neutral Systematic 4.0
Oyster Equity Premia Global Systematic 3.8
Marshall Wace - Systematic Alpha UCITS Fund Systematic 3.4

Bottom Funds YTD

YTD
Osmosis Resource Efficient Equity Market N... Systematic -3.7
Seven Fortress Fund Systematic -2.9
Quantology Absolute Return Systematic -0.9
Schroder GAIA Two Sigma Diversified Systematic 0.8
AXA World Funds - Chorus Equity Market Neu... Systematic 1.2
BlackRock Americas Diversified Equity Abso... Systematic 2.5
ERAAM Long/Short Equity Market Neutral Systematic 3.0
Fidelity Absolute Return Global Equity Systematic 3.2
Marshall Wace - Systematic Alpha UCITS Fund Systematic 3.4
Oyster Equity Premia Global Systematic 3.8

Largest New Launches (12M)

AUM
Fidelity Absolute Return Global Equity £5m

Largest Systematic Funds

AUM
Marshall Wace - Systematic Alpha... £1.2b
Merian Global Equity Absolute Re... £1.2b
Schroder GAIA Two Sigma Diversified £781m
Lumyna - Marshall Wace TOPS (Mkt... £692m
BlackRock Americas Diversified E... £495m

Largest Inflows (Q1'21 - Q1'20)

Change AUM
Marshall Wace - Systematic Alpha... £247m £1.2b
AXA World Funds - Chorus Equity ... £34m £109m
Quantology Absolute Return £4m £8m
RAM (LUX) Systematic Funds Long/... £3m £14m
Oyster Equity Premia Global £2m £24m

Largest Outflows (Q1'21 - Q1'20)

Change AUM
RAM (LUX) Systematic Funds Long/... £-519m £153m
Schroder GAIA Two Sigma Diversified £-453m £781m
Merian Global Equity Absolute Re... £-341m £1.2b
Lumyna - Marshall Wace TOPS (Mkt... £-208m £692m
BlackRock Americas Diversified E... £-202m £495m

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Close Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.