Market Neutral

Strategy Research, 22 Mar 2021

Index Research Funds

AH Market Neutral UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2022 -0.4 -0.1 0.5 0.1 -0.2 -0.5 0.4 -0.3
2021 0.3 0.3 0.4 0.6 0.2 0.0 0.3 0.3 -0.5 0.3 -0.2 0.6 2.4
2020 -0.2 -0.8 -2.5 0.9 -0.3 0.2 0.5 -0.1 0.1 -0.5 0.3 0.6 -1.8
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
LO Funds - TerreNeuve Discretionary 18.2
InRIS Perdurance Market Neutral Discretionary 9.9
Trium ESG Emissions Impact Fund Discretionary 8.3
Velox Fund Discretionary 7.2
Memnon Market Neutral Discretionary 7.0
Lumyna - MW ESG (Market Neutral) TOPS UCIT... Systematic 5.6
Lumyna - MW Systematic Alpha UCITS Fund Systematic 5.5
Fidelity Absolute Return Global Equity Systematic 5.1
TM Tellworth UK Select Discretionary 4.9
Man GLG Alpha Select Alternative Discretionary 3.3

Bottom Funds YTD

YTD
Seven Fortress Fund Systematic -12.2
Pictet TR Aquila Discretionary -10.1
Zest North America Pairs Relative Discretionary -7.9
UBAM - Europe Market Neutral Discretionary -7.7
Aegon Global Equity Market Neutral Discretionary -6.4
Schroder ISF Sustainable European Market N... Discretionary -6.2
U Access – Long/Short Japan Corporate Gove... Discretionary -5.9
Wellington Climate Market Neutral Fund Discretionary -5.5
DNCA Invest - Miuri Discretionary -5.1
Portland Hill Fund SICAV - ESG European Lo... Discretionary -4.7

Largest New Launches (12M)

AUM
Wellington Climate Market Neutral Fund £26m

Strategy AUM

30 June 2022
£17.9b 22% YOY

Largest Funds

AUM
Exane Pleiade £1.7b
Man GLG Alpha Select Alternative £1.6b
Lumyna - MW Systematic Alpha UCI... £1.3b
Lumyna - MW TOPS (Market Neutral... £1.3b
Jupiter Merian Global Equity Abs... £1.1b

Largest Inflows (Q2'22 - Q2'21)

Change AUM
Candriam Absolute Return Equity ... £817m £1.1b
Man GLG Alpha Select Alternative £595m £1.6b
Lumyna - MW TOPS (Market Neutral... £548m £1.3b
Exane Pleiade £313m £1.7b
LandseerAM European Equity Focus... £256m £433m

Largest Outflows (Q2'22 - Q2'21)

Change AUM
Pictet Agora £-572m £528m
Jupiter Merian Global Equity Abs... £-216m £1.1b
Exane Ceres £-139m £347m
Janus Henderson Global Equity Ma... £-132m £204m
Lumyna - Sandbar Global Equity M... £-119m £1.0b

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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.