Event Driven

Strategy Research, 31 Mar 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 -2.5
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 10.3
Lumyna - York Event Driven UCITS Event Driven 3.8
LO Event Convexity Merger Event 3.7
Man GLG Event Driven Alternative Merger Event 3.7
CANDRIAM Index Arbitrage Merger Event 2.5
BlackRock Global Event Driven Merger Event 2.5
Lumyna - PSAM Global Event UCITS Event Driven 1.3
GAMCO Merger Arbitrage Merger Arbitrage 1.0
Kite Lake Event Driven UCITS Merger Event 0.8
Franklin K2 Bardin Hill Arbitrage UCITS Fund Merger Event 0.4

Bottom Funds YTD

YTD
Laffitte Dynamic Strategies UCITS Merger Event -21.9
Lutetia Patrimoine Merger Arbitrage -13.7
Petrus Advisers Special Situations Event Driven -11.9
Hadron Alpha Select UCITS Event Driven -11.1
Laffitte Risk Arbitrage UCITS Merger Arbitrage -7.5
Lutetia Absolute Return Merger Event -6.0
Alpine Merger Arbitrage Fund Merger Arbitrage -4.5
Lumyna - Ramius Merger Arbitrage UCITS Merger Arbitrage -3.8
Leadersel Event Driven Merger Event -3.7
U Access (IRL) Cheyne Arbitrage Merger Event -3.7

Largest New Launches (12M)

AUM
Franklin K2 Bardin Hill Arbitrage UCITS Fund £82m

Strategy AUM

30 June 2020
£11b -7% YOY

Largest Event Driven Funds

AUM
BlackRock Global Event Driven £2.8b
Lyxor Tiedemann Arbitrage Strategy £1.4b
Syquant Helium Performance £1.0b
Lumyna - PSAM Global Event UCITS £576m
Syquant Helium Opportunities £539m

Largest Inflows (Q2'20 - Q2'19)

Change AUM
BlackRock Global Event Driven £963m £2.8b
Lumyna - PSAM Global Event UCITS £78m £576m
Alpine Merger Arbitrage Fund £69m £202m
LO Event Convexity £68m £103m
Petrus Advisers Special Situations £38m £80m

Largest Outflows (Q2'20 - Q2'19)

Change AUM
Lyxor Tiedemann Arbitrage Strategy £-493m £1.4b
CANDRIAM Index Arbitrage £-449m £428m
Boussard & Gavaudan Absolute Return £-299m £274m
Syquant Helium Performance £-204m £1.0b
Syquant Helium Opportunities £-135m £539m

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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.