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
2020 -0.5 -1.6 -4.3 0.8 -0.6 -0.3 0.8 -5.6
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
Marshall Wace - MW Systematic Alpha UCITS ... Systematic 7.2
AXA World Funds - Chorus Equity Market Neu... Systematic 7.1
Lumyna - Marshall Wace TOPS (Mkt Neutral) Systematic 5.3
Blackrock Americas Diversified Equity Abso... Systematic 4.7
Seven Fortress Fund Systematic 4.5
Osmosis Resource Efficient Equity Market N... Systematic 4.3
Quantology Absolute Return Systematic 4.2
RAM Long/Short Global Equities Systematic 2.1
Oyster Equity Premia Global Systematic -0.4
JL Equity Market Neutral Systematic -1.7

Bottom Funds YTD

YTD
Invesco Global Equity Market Neutral Systematic -19.0
KLS Zebra Global Equity Beta Neutral Systematic -16.9
Schroder ISF QEP Global Equity Market Neutral Systematic -11.2
Plato Global Market Neutral Fund Systematic -9.1
RAM Long/Short Emerging Markets Equities Systematic -7.8
FORT Global UCITS Equity Market Neutral Systematic -7.2
BlackRock European Diversified Equity Abso... Systematic -5.6
RAM Long/Short European Equities Systematic -5.5
ERAAM Long/Short Equity Market Neutral Systematic -5.2
Merian Global Equity Absolute Return Systematic -4.0

Largest New Launches (12M)

AUM
Plato Global Market Neutral Fund £13m

Largest Systematic Funds

AUM
Merian Global Equity Absolute Re... £1.3b
Schroder GAIA Two Sigma Diversified £1.2b
Marshall Wace - MW Systematic Al... £1.1b
Lumyna - Marshall Wace TOPS (Mkt... £865m
Blackrock Americas Diversified E... £772m

Largest Inflows (Q2'20 - Q2'19)

Change AUM
ERAAM Long/Short Equity Market N... £30m £50m
Osmosis Resource Efficient Equit... £4m £51m

Largest Outflows (Q2'20 - Q2'19)

Change AUM
Merian Global Equity Absolute Re... £-5,686m £1.3b
Lumyna - Marshall Wace TOPS (Mkt... £-1,202m £865m
Marshall Wace - MW Systematic Al... £-402m £1.1b
RAM Long/Short European Equities £-341m £551m
Blackrock Americas Diversified E... £-252m £772m

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