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 -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
BNP THEAM Quant - Equity World DEFI Market... Systematic 5.8
Schroder ISF QEP Global Equity Market Neutral Systematic 3.1
Merian Global Equity Absolute Return Systematic 3.0
RAM Long/Short Global Equities Systematic 2.8
Lumyna - Marshall Wace TOPS (Mkt Neutral) Systematic 2.5
Oyster Equity Premia Global Systematic 2.3
JL Equity Market Neutral Systematic 1.9
RAM Long/Short Emerging Markets Equities Systematic 1.8
RAM Long/Short European Equities Systematic 1.8
Marshall Wace - MW Systematic Alpha UCITS ... Systematic 1.8

Bottom Funds YTD

YTD
Schroder GAIA Two Sigma Diversified Systematic -1.4
BlackRock Americas Diversified Equity Abso... Systematic -0.9
ERAAM Long/Short Equity Market Neutral Systematic -0.8
AXA World Funds - Chorus Equity Market Neu... Systematic -0.6
Osmosis Resource Efficient Equity Market N... Systematic -0.6
FORT Global UCITS Equity Market Neutral Systematic -0.2
Quantology Absolute Return Systematic 0.0
Seven Fortress Fund Systematic 0.2
Plato Global Market Neutral Fund Systematic 0.4
Marshall Wace - MW Systematic Alpha UCITS ... Systematic 1.8

Largest Systematic Funds

AUM
Schroder GAIA Two Sigma Diversified £1.1b
Merian Global Equity Absolute Re... £1.1b
Marshall Wace - MW Systematic Al... £1.0b
Lumyna - Marshall Wace TOPS (Mkt... £831m
BlackRock Americas Diversified E... £734m

Largest Inflows (Q3'20 - Q3'19)

Change AUM
Osmosis Resource Efficient Equit... £0m £49m

Largest Outflows (Q3'20 - Q3'19)

Change AUM
Merian Global Equity Absolute Re... £-3,753m £1.1b
Lumyna - Marshall Wace TOPS (Mkt... £-939m £831m
Marshall Wace - MW Systematic Al... £-457m £1.0b
Schroder GAIA Two Sigma Diversified £-349m £1.1b
BlackRock Americas Diversified E... £-342m £734m

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