Event Driven

Strategy Research, 03 Sep 2020

Index Research Funds

AH Event Driven UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 0.3 -1.2 -7.7 4.2 0.7 0.5 1.0 1.0 -0.1 -1.6
2019 1.3 0.8 0.5 1.0 -0.9 0.3 0.4 -0.3 0.1 0.3 0.4 1.0 5.1
2018 0.3 0.0 -1.3 -0.2 0.7 0.1 -1.1 0.1 0.0 -1.2 0.3 -1.2 -3.5
2017 0.3 0.4 0.0 0.9 0.2 0.3 0.4 -0.8 0.1 -0.1 -0.7 0.5 1.5
2016 -1.3 -0.1 0.5 -0.2 0.2 -1.2 0.7 0.3 0.0 -0.8 0.3 0.7 -0.8
2015 -0.1 1.9 0.3 0.2 1.1 -1.3 -0.5 -1.8 -1.8 0.3 -0.6 -0.4 -2.7
2014 0.0 1.1 -0.5 -0.3 0.0 0.6 -0.7 -0.1 -1.2 -2.4 0.9 -0.1 -2.7
2013 0.0 0.0
Download Index Return Series

Top Funds YTD

YTD
Lumyna - York Asian Event Driven UCITS Event Driven 11.0
Man GLG Event Driven Alternative Merger Arbitrage 7.7
Lumyna - York Event Driven UCITS Event Driven 7.1
BlackRock Global Event Driven Merger Event 4.0
LO Event Convexity Merger Event 3.5
Kite Lake Event Driven UCITS Merger Event 3.2
Lumyna - PSAM Global Event UCITS Event Driven 2.3
GAMCO Merger Arbitrage Merger Arbitrage 2.1
CANDRIAM Index Arbitrage Merger Event 2.0
Franklin K2 Bardin Hill Arbitrage UCITS Fund Merger Arbitrage 2.0

Bottom Funds YTD

YTD
Laffitte Dynamic Strategies UCITS Merger Event -23.3
Petrus Advisers Special Situations Event Driven -17.5
Lutetia Patrimoine Merger Arbitrage -14.3
Lutetia Absolute Return Merger Event -13.3
Hadron Alpha Select UCITS Event Driven -11.1
Laffitte Risk Arbitrage UCITS Merger Arbitrage -7.7
U Access (IRL) Cheyne Arbitrage Merger Event -3.6
Lumyna - Ramius Merger Arbitrage UCITS Merger Arbitrage -3.0
Bantleon Event Driven Equities Merger Event -3.0
Leadersel Event Driven Merger Event -2.6

Strategy AUM

30 June 2020
£11b -7% YOY

Largest Event Driven Funds

AUM
BlackRock Global Event Driven £2.9b
Lyxor Tiedemann Arbitrage Strategy £1.4b
Syquant Helium Performance £939m
Lumyna - PSAM Global Event UCITS £564m
Syquant Helium Opportunities £513m

Largest Inflows (Q2'20 - Q2'19)

Change AUM
BlackRock Global Event Driven £963m £2.9b
BlackRock Global Event Driven £717m £2.9b
Man GLG Event Driven Alternative £117m £147m
Lumyna - York Asian Event Driven... £93m £171m
Lumyna - PSAM Global Event UCITS £78m £564m

Largest Outflows (Q2'20 - Q2'19)

Change AUM
Lyxor Tiedemann Arbitrage Strategy £-493m £1.4b
CANDRIAM Index Arbitrage £-449m £442m
Lyxor Tiedemann Arbitrage Strategy £-353m £1.4b
Syquant Helium Performance £-259m £939m
Allianz Merger Arbitrage Strategy £-234m £47m

or Register for Free

  • Access the full universe of UCITS Hedge Funds and Absolute Return Funds.
  • Build and curate a watchlist.
  • View the latest research.
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.