Market Neutral

Strategy Research, 30 Jan 2020

Index Research Funds

AH Market Neutral UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 -0.2 -0.8 -2.5 0.9 -0.3 0.2 0.5 -0.1 0.1 -2.2
2019 0.8 -0.9 -0.5 -1.0 0.2 0.0 -0.1 0.0 -0.4 -0.3 -0.2 0.2 -2.3
2018 0.7 -0.8 0.3 0.1 0.2 -0.7 0.0 -0.2 -0.2 -1.0 -1.7 0.3 -3.1
2017 0.4 0.4 0.1 0.3 -0.5 -0.3 0.5 0.6 -0.3 0.5 -0.2 -0.1 1.4
2016 -0.8 -0.7 0.2 -0.7 -0.1 -2.0 0.3 -0.3 0.5 0.0 -0.1 0.0 -3.6
2015 0.0 -0.2 0.1 0.2 0.6 0.4 0.2 0.0 0.1 0.0 0.6 1.1 3.1
2014 0.6 0.4 -0.5 -0.7 -0.4 0.0 0.1 0.3 0.2 0.1 0.3 0.2 0.5
2013 1.4 0.5 0.1 0.8 0.3 0.4 -0.1 -0.4 -0.1 0.4 0.3 0.2 3.7
2012 1.3 0.8 -0.1 -0.8 -1.5 0.2 1.0 0.6 0.5 -0.1 0.7 -0.1 2.4
2011 0.5 0.3 -0.1 0.7 -0.1 -0.2 0.9 -0.7 -0.7 0.8 -0.9 0.3 0.8
2010 0.4 0.2 0.7 0.1 -0.7 -0.5 0.4 0.7 0.4 0.2 -0.1 0.5 2.1
Download Index Return Series

Top Funds YTD

YTD
Zest North America Pairs Relative Discretionary 13.6
AXA World Funds - Chorus Equity Market Neu... Systematic 10.8
Candriam Absolute Return Equity Market Neu... Discretionary 9.4
Trium ESG Emissions Impact Fund Discretionary 9.1
MBAM Chelodina UCITS Discretionary 8.5
Janus Henderson Global Equity Market Neutral Discretionary 7.8
Marshall Wace - MW Systematic Alpha UCITS ... Systematic 7.4
Lumyna - Sandbar Global Equity Market Neut... Discretionary 6.7
HI European Market Neutral Fund Discretionary 5.5
Seven Fortress Fund Systematic 5.5

Bottom Funds YTD

YTD
Invesco Global Equity Market Neutral Systematic -23.9
KLS Zebra Global Equity Beta Neutral Systematic -17.9
H2O Fidelio Discretionary -14.6
Schroder ISF QEP Global Equity Market Neutral Systematic -13.0
InRIS Perdurance Market Neutral Discretionary -12.3
Schroder GAIA Nuveen US Equity Market Neutral Discretionary -12.3
Plato Global Market Neutral Fund Systematic -11.4
Trium European Equity Market Neutral Fund Discretionary -8.4
FORT Global UCITS Equity Market Neutral Systematic -7.8
Globersel Anavon Absolute Alpha Discretionary -7.2

Largest New Launches (12M)

AUM
AB Arya European Alpha £106m
MBAM Chelodina UCITS £104m
Fulcrum Thematic Equity Market Neutral £96m

Strategy AUM

30 June 2020
£14.1b -30% YOY

Largest Funds

AUM
Pictet Agora £1.2b
Lumyna - Sandbar Global Equity M... £1.2b
Schroder GAIA Two Sigma Diversified £1.1b
Man GLG Alpha Select Alternative £1.1b
Merian Global Equity Absolute Re... £1.1b

Largest Inflows (Q2'20 - Q2'19)

Change AUM
Janus Henderson Global Equity Ma... £182m £229m
Man GLG Alpha Select Alternative £118m £1.1b
Janus Henderson Global Equity Ma... £84m £229m
BMO Real Estate Equity Market Ne... £71m £364m
Pictet Agora £70m £1.2b

Largest Outflows (Q2'20 - Q2'19)

Change AUM
Merian Global Equity Absolute Re... £-5,686m £1.1b
Merian Global Equity Absolute Re... £-3,753m £1.1b
Lumyna - Marshall Wace TOPS (Mkt... £-1,202m £831m
Lumyna - Marshall Wace TOPS (Mkt... £-939m £831m
BNY Mellon Absolute Return Equity £-526m £263m

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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.