Sub Index - Multi Strategy Discretionary
Typically these funds allocate to a range of alternative strategies managed internally by a single asset management house. The underlying strategies can be a mixture of discretionary or systematic approaches (with a bias to the former). The allocations to the underlying strategies are typically managed on a discretionary basis, usually by a CIO or Investment committee.
Strategy AUM
31 December 2023
£4.2b
-18.4% YoY
Performance
Monthly Returns
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.1 | 0.1 | -0.1 | |||||||||||
2023 | 3.0 | -1.1 | -0.6 | 0.4 | -0.3 | 0.1 | 0.7 | -0.1 | -0.3 | -1.2 | 2.2 | 2.0 | 4.8 | |
2022 | -1.1 | -0.3 | 0.0 | -0.5 | -0.9 | -2.0 | 0.4 | -0.5 | -1.9 | 0.8 | 1.4 | 0.0 | -4.7 | |
2021 | 0.6 | 1.1 | -0.1 | 0.6 | 0.3 | 0.1 | -0.3 | 0.3 | -0.1 | 1.0 | -0.2 | 0.4 | 3.8 | |
2020 | 0.4 | -0.7 | -5.3 | 2.8 | 1.0 | 1.2 | 1.0 | 0.8 | 0.0 | -0.1 | 2.1 | 1.8 | 5.0 | |
2019 | 0.8 | 0.7 | 0.3 | 0.3 | -0.2 | 1.1 | 0.6 | 0.1 | -0.1 | 0.2 | 0.5 | 0.9 | 5.5 | |
2018 | 0.8 | -0.5 | -0.7 | 0.1 | 0.3 | -0.3 | -0.1 | 0.1 | -0.1 | -1.5 | -0.5 | -0.9 | -3.5 | |
2017 | 0.5 | 0.9 | -0.1 | 0.6 | 0.3 | -0.1 | 0.3 | 0.0 | 0.3 | 0.8 | -0.2 | 0.2 | 3.6 | |
2016 | -2.0 | -0.3 | 1.1 | 0.2 | 0.5 | -0.4 | 1.6 | 0.3 | 0.1 | 0.1 | -0.4 | 1.0 | 1.6 | |
2015 | 1.9 | 1.1 | 0.8 | 0.8 | 0.6 | -2.1 | 0.6 | -2.7 | -1.6 | 2.0 | 0.1 | -0.8 | 0.6 | |
2014 | -0.5 | 1.8 | 0.1 | -0.1 | 1.3 | 0.5 | 0.2 | 1.2 | 0.0 | -0.1 | 1.7 | -0.5 | 5.6 | |
2013 | 2.5 | 1.1 | 1.7 | 0.7 | 1.0 | -2.3 | 2.0 | -1.1 | 1.9 | 2.2 | 0.6 | 0.7 | 11.4 | |
2012 | 2.8 | 1.3 | -0.1 | -0.2 | -2.4 | 0.7 | 1.4 | 0.6 | 0.9 | -0.3 | 1.2 | 1.2 | 7.3 | |
2011 | -0.8 | 1.2 | -0.4 | 1.0 | -0.7 | -1.3 | -0.3 | -2.1 | -2.9 | 3.2 | -1.1 | 0.4 | -4.1 | |
2010 | -0.6 | 0.3 | 2.1 | 0.9 | -2.6 | -0.7 | 1.2 | -0.1 | 2.3 | 1.0 | 0.6 | 1.3 | 5.9 | |
Show all |
Index Constituents
Name | Inception Date | Geography | AUM | AMC | Perf. Fee | Hurdle | Min Inv. | Liquidity | MTD | YTD | 2023 | 1W | 1M | 3M | 6M | 1Y | 2Y | 3Y | ISIN | Liquidity | Domicile | Inv. Adviser | Portfolio Manager | UN PRI Signatory | Companywide ESG Policy | SFDR | ESG Data Integration | Active Ownership | ESG Exclusion List | Return Consistency Percentile Rank |
Performance Percentile Rank |
Diversifier Percentile Rank |
Downside Protection Percentile Rank |
Low Risk Percentile Rank |
||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
7IM Real Return | Jan 2012 | Global | £80m | 0.50% | 10,000,000 | Daily | 1.4 | 1.3 | 2.6 | 0.6 | 1.2 | 1.3 | 3.8 | 3.8 | 4.4 | 2.8 | GB00B75MS619 | Daily | UK | Seven Investment Management | 7IM | 49 | 32 | 31 | 41 | 60 | ||||||||||
Amundi Absolute Return Multi-Strategy | Dec 2008 | Global | £814m | 0.55% | 15% | 5,000,000 | Daily | 1.1 | 1.8 | -0.6 | 0.7 | 1.2 | 1.6 | 7.8 | 4.0 | -6.7 | -7.2 | LU1882439323 | Daily | Luxembourg | Amundi Asset Management | Davide Cataldo, Francesco D... | Yes | Article 8 | 6 | 11 | 34 | 33 | 34 | |||||||
Amundi Multi-Strategy Growth | Jul 2008 | Global | £888m | 0.60% | 15% | 5,000,000 | Daily | 1.9 | 2.7 | -2.4 | 1.1 | 2.2 | 2.1 | 11.2 | 4.2 | -10.4 | -9.5 | LU1883335835 | Daily | Luxembourg | Amundi Asset Management | Davide Cataldo, Federica Ma... | Article 8 | 1 | 7 | 33 | 24 | 14 | ||||||||
Boussard & Gavaudan Absolute Return | Nov 2014 | Europe | £62m | 1.00% | 10% | 1,000,000 | Daily | -0.4 | -0.5 | 0.2 | -0.2 | 0.0 | -0.4 | 1.4 | 4.5 | 0.2 | 3.6 | LU1063708934 | Daily | Luxembourg | Boussard & Gavaudan | Emmanuel Gavaudan, Francois... | Article 8 | 27 | 37 | 96 | 64 | 59 | ||||||||
C-QUADRAT ARTS Total Return Garant | Dec 2011 | Global | £72m | 3.10% | 20% | Daily | 1.5 | 4.0 | 2.0 | 0.5 | 1.3 | 4.1 | 6.8 | 7.4 | 2.9 | 5.4 | AT0000A03K55 | Daily | Austria | C-QUADRAT Kapitalanlage | Leo Willert | Article 6 | 39 | 39 | 49 | 48 | 71 | |||||||||
Fidelity Absolute Return Multi Strategy | Nov 2019 | Global | £52m | 0.55% | 10% | 10,000,000 | Daily | 0.6 | 0.6 | 6.2 | 0.3 | 0.8 | 0.6 | 3.7 | 5.8 | 10.7 | 10.8 | LU1989786477 | Daily | Luxembourg | Fidelity International | Matthew Quaife | Article 6 | 73 | 42 | 43 | 68 | 87 | ||||||||
Janus Henderson Global Multi-Strategy Fund | Jun 2020 | Global | £612m | 1.00% | 20% | Yes | 1,000,000 | Daily | 0.2 | -1.2 | -0.1 | 0.3 | 0.2 | -1.1 | -3.7 | -1.1 | -4.7 | -1.1 | LU2114516706 | Daily | Luxembourg | Janus Henderson Investors | David Elms, Steve Cain | Yes | Yes | Article 6 | Yes | Yes | N/A | 58 | 32 | 91 | 81 | 71 | ||
Lumyna - HBK Diversified Strategies UCITS Fund | Oct 2023 | Global | £50m | 1.50% | 20% | No | 1,000,000 | Weekly | 0.2 | 2.3 | 0.1 | 0.3 | 2.4 | LU2589021497 | Weekly | Luxembourg | HBK Capital Management | No | Yes | Article 6 | No | N/A | N/A | |||||||||||||
Plenisfer Destination Value Total Return | May 2020 | Global | £1.2b | 0.75% | 15% | Yes | 500,000 | Daily | 0.0 | LU2087694647 | Daily | Luxembourg | Plenisfer Investments SGR | Plenisfer Investment Team | 20 | 38 | 13 | 19 | 25 | |||||||||||||||||
Quadriga Igneo | Jul 2018 | Global | £88m | 1.50% | 0% | No | 125,000 | Daily | 7.1 | 6.7 | -17.9 | 2.2 | 8.4 | 4.2 | -1.0 | -8.1 | -16.1 | -22.9 | LU1844121522 | Daily | Luxembourg | Quadriga Asset Managers | Diego Parrilla, Alfonso Torres | No | No | Article 6 | No | N/A | N/A | 3 | 1 | 89 | 98 | 3 | ||
Syquant Helium Invest | Jun 2019 | Global | £211m | 0.65% | 10% | 100,000 | Weekly | 0.2 | -1.3 | 6.1 | -0.3 | 0.3 | -1.3 | 0.8 | 2.6 | 0.2 | 6.9 | LU1995645790 | Weekly | Luxembourg | Syquant Capital | Henri Jeantet, Philippe Sau... | Yes | Yes | Article 8 | Yes | Yes | N/A | 66 | 71 | 12 | 39 | 70 | |||
The Cheyne Fund (UCITS) | Sep 2022 | Global | £45m | 1.00% | 15% | No | 100,000 | Daily | 1.7 | 2.4 | 6.6 | 0.2 | 1.6 | 3.0 | 5.3 | 9.1 | IE0006LMKCD6 | Daily | Ireland | Cheyne Capital | Yes | Yes | Article 6 | No | N/A | N/A |
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