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
2022 -0.5 -0.4 1.7 0.2 -0.7 -0.3 0.6 0.6
2021 1.3 -0.4 2.0 1.1 0.6 0.4 1.7 0.0 -1.7 0.7 0.4 1.8 8.1
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
Lumyna - MW ESG (Market Neutral) TOPS UCIT... Systematic 5.6
Lumyna - MW Systematic Alpha UCITS Fund Systematic 5.5
Fidelity Absolute Return Global Equity Systematic 5.1
Jupiter Merian Global Equity Absolute Retu... Systematic 2.1
Schroder GAIA Two Sigma Diversified Systematic 1.5
Oyster Equity Premia Global Systematic 1.5
Osmosis Resource Efficient Equity Market N... Systematic 0.7
AXA World Funds - Chorus Equity Market Neu... Systematic -0.8
RAM (LUX) Systematic Funds Long/Short Euro... Systematic -1.2
RAM (LUX) Systematic Funds - Global Equiti... Systematic -1.4

Bottom Funds YTD

YTD
Seven Fortress Fund Systematic -12.2
RAM (LUX) Systematic Funds Long/Short Glob... Systematic -2.6
BlackRock Americas Diversified Equity Abso... Systematic -1.6
BNP THEAM Quant - Equity World DEFI Market... Systematic -1.5
RAM (LUX) Systematic Funds - Global Equiti... Systematic -1.4
RAM (LUX) Systematic Funds Long/Short Euro... Systematic -1.2
AXA World Funds - Chorus Equity Market Neu... Systematic -0.8
Osmosis Resource Efficient Equity Market N... Systematic 0.7
Oyster Equity Premia Global Systematic 1.5
Schroder GAIA Two Sigma Diversified Systematic 1.5

Largest Systematic Funds

AUM
Lumyna - MW Systematic Alpha UCI... £1.3b
Lumyna - MW TOPS (Market Neutral... £1.3b
Jupiter Merian Global Equity Abs... £1.1b
Lumyna - MW ESG (Market Neutral)... £1.1b
BlackRock Americas Diversified E... £630m

Largest Inflows (Q2'22 - Q2'21)

Change AUM
Lumyna - MW TOPS (Market Neutral... £548m £1.3b
BlackRock Americas Diversified E... £152m £630m
BDLCM Funds - Durandal £49m £120m
Lumyna - MW Systematic Alpha UCI... £36m £1.3b
BNP THEAM Quant - Equity World D... £32m £58m

Largest Outflows (Q2'22 - Q2'21)

Change AUM
Jupiter Merian Global Equity Abs... £-216m £1.1b
Schroder GAIA Two Sigma Diversified £-108m £616m
Osmosis Resource Efficient Equit... £-10m £36m
AXA World Funds - Chorus Equity ... £-1m £115m

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