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
2022 -0.1 -1.5 0.6 0.4 0.1 -1.3 0.0 -1.6
2021 -0.4 0.8 0.6 0.3 0.3 0.0 -0.6 0.5 0.0 -0.7 -0.8 1.1 0.9
2020 -0.2 -1.4 -5.8 1.5 2.0 0.6 0.8 1.0 -0.7 0.0 2.4 1.1 1.0
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
Graham Macro UCITS Opportunistic 17.5
DMS P/E FX Strategy Fund Systematic 15.7
Alma Platinum IV CQS Asian Macro Opportunistic 10.4
BlueBay Global Sovereign Opportunities Opportunistic 10.3
TM Fulcrum Diversified Core Absolute Return Diversified Multi Asset 8.6
M&G (Lux) Episode Macro Fund Opportunistic 7.7
PGIM Wadhwani Keynes Systematic Absolute R... Systematic 7.7
Fulcrum Diversified Absolute Return Fund (... Diversified Multi Asset 7.0
TM Fulcrum Income Fund Diversified Multi Asset 6.8
TM Fulcrum Diversified Absolute Return Diversified Multi Asset 6.7

Bottom Funds YTD

YTD
Legg Mason Western Asset Macro Opportunit... Opportunistic -17.7
Jupiter Flexible Macro Fund Opportunistic -17.0
Manulife Macro Currency Fund Systematic -12.5
Manulife Asian Bond Absolute Return Fund Opportunistic -11.0
JPM Global Macro Opportunities Opportunistic -10.4
Invesco Macro Allocation Strategy Systematic -10.3
ASI Global Focused Strategies Diversified Multi Asset -10.3
Aberdeen Standard SICAV II - Global Absolu... Diversified Multi Asset -9.9
ASI Global Absolute Return Strategies Fund Diversified Multi Asset -9.7
JPM Global Macro Sustainable Opportunistic -9.7

Largest New Launches (12M)

AUM
Millennium Global Systematic Currency Fund £102m
Uni-Global - Global Macro Fund £26m
Tages Kirkoswald Global Macro UCITS Fund £0m

Strategy AUM

30 June 2022
£29.8b -22% YOY

Largest Funds

AUM
JPM Global Macro Opportunities (... £4.2b
Aviva Investors Multi-Strategy T... £2.9b
Legg Mason Western Asset Macro ... £2.1b
ASI Global Absolute Return Strat... £1.9b
JPM Global Macro Opportunities £1.8b

Largest Inflows (Q2'22 - Q2'21)

Change AUM
Brevan Howard Absolute Return Go... £1.3b £1.8b
KLS Arete Macro £464m £1.2b
JPM Global Macro Sustainable £318m £1.0b
Graham Macro UCITS £110m £661m
Lyxor / Bridgewater Core Global ... £82m £845m

Largest Outflows (Q2'22 - Q2'21)

Change AUM
Legg Mason Western Asset Macro ... £-2,500m £2.1b
Invesco Global Targeted Returns £-1,624m £848m
Aviva Investors Multi-Strategy T... £-1,008m £2.9b
ASI Global Absolute Return Strat... £-939m £1.9b
JPM Global Macro Opportunities (... £-807m £4.2b

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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.