Macro

Strategy Research, 12 Oct 2020

Index Research Funds

AH Macro UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 -0.2 -1.4 -5.8 1.5 2.0 0.6 0.8 1.0 -0.7 -2.4
2019 1.5 0.1 0.4 0.7 -0.4 1.0 0.3 0.3 0.9 0.5 -0.1 1.1 6.3
2018 1.3 -0.8 -0.7 0.4 -1.3 -0.6 0.4 -1.6 0.3 -0.6 -0.2 -0.3 -3.8
2017 -0.2 0.1 0.5 0.2 0.3 0.3 0.1 0.0 0.4 0.4 -0.3 -0.3 1.7
2016 -0.7 -0.7 0.3 0.5 0.0 -1.0 0.8 0.1 -0.4 1.1 -1.0 1.0 0.0
2015 0.9 0.7 0.2 0.1 0.4 -1.1 0.1 -1.2 -1.3 0.7 -0.1 -0.8 -1.4
2014 -0.8 0.4 0.1 -0.3 0.7 -0.5 0.1 0.0 0.7 -0.4 0.5 -0.7 -0.3
2013 1.2 0.0 0.1 0.5 0.8 -1.4 0.1 -0.7 0.2 0.8 0.1 0.5 2.3
2012 1.3 1.0 -0.3 -0.9 -1.1 -0.2 0.9 0.3 0.4 -0.2 0.1 0.4 1.7
2011 -0.5 0.6 -0.1 0.4 -0.7 -1.5 -0.2 -1.7 -1.5 1.1 -0.3 0.2 -4.1
2010 -0.2 0.8 1.9 0.4 -2.5 -1.0 0.4 1.1 1.3 0.0 0.1 1.4 3.7
Download Index Return Series

Top Funds YTD

YTD
Lemanik SICAV Global Strategy Opportunistic 13.7
Graham Macro UCITS Opportunistic 11.8
Pacific G10 Macro Rates Opportunistic 9.2
Allianz Fixed Income Macro Opportunistic 7.6
U Access (IRL) Trend Macro Opportunistic 7.4
JPM Global Macro Opportunities Opportunistic 7.1
GAM Star Emerging Market Rates Opportunistic 5.9
Odey Odyssey Opportunistic 5.6
KLS Arete Macro Opportunistic 5.4
Fulcrum Diversified Absolute Return Fund (... Diversified 5.2

Bottom Funds YTD

YTD
H2O Vivace Opportunistic -59.8
H2O Allegro Opportunistic -36.2
H2O MultiReturns Opportunistic -22.9
Artemis Strategic Assets Opportunistic -21.1
IPM Systematic Macro UCITS Systematic -10.9
GAM Systematic Core Macro Systematic -9.6
HI Sibilla Macro Fund Opportunistic -9.4
Lyxor / Bridgewater Core Global Macro Systematic -9.4
Aviva Investors Multi-Strategy Target Income Diversified -8.2
Insight Global Absolute Return Diversified -7.9

Strategy AUM

30 June 2020
£43.9b -16% YOY

Largest Funds

AUM
Invesco Global Targeted Returns £7.0b
Legg Mason Western Asset Macro ... £5.3b
ASI Global Absolute Return Strat... £3.9b
JPM Global Macro Opportunities (... £3.7b
H2O Adagio £3.4b

Largest Inflows (Q2'20 - Q2'19)

Change AUM
Lyxor / Bridgewater Core Global ... £288m £816m
KLS Arete Macro £282m £511m
KLS Arete Macro £234m £511m
River and Mercantile Global Macro £158m £98m
Lemanik SICAV Global Strategy £105m £418m

Largest Outflows (Q2'20 - Q2'19)

Change AUM
ASI Global Absolute Return Strat... £-4,252m £3.9b
Invesco Global Targeted Returns £-3,724m £7.0b
Invesco Global Targeted Returns £-3,302m £7.0b
ASI Global Absolute Return Strat... £-3,066m £3.9b
Aviva Investors Multi-Strategy T... £-1,210m £3.4b

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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.