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 -0.5 0.3 0.5 -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
BNP THEAM Quant - Equity World DEFI Market... Systematic 5.8
Schroder ISF QEP Global Equity Market Neutral Systematic 3.1
Merian Global Equity Absolute Return Systematic 3.0
RAM Long/Short Global Equities Systematic 2.8
Lumyna - Marshall Wace TOPS (Mkt Neutral) Systematic 2.5
LO Funds - TerreNeuve Discretionary 2.4
Pictet Agora Discretionary 2.4
Protea UCITS II ECO Advisors ESG Absolute ... 2.3
Oyster Equity Premia Global Systematic 2.3
JL Equity Market Neutral Systematic 1.9

Bottom Funds YTD

YTD
Schroder GAIA Two Sigma Diversified Systematic -1.4
Exane Ceres Discretionary -1.0
Zest North America Pairs Relative Discretionary -0.9
BlackRock Americas Diversified Equity Abso... Systematic -0.9
ERAAM Long/Short Equity Market Neutral Systematic -0.8
AXA World Funds - Chorus Equity Market Neu... Systematic -0.6
Osmosis Resource Efficient Equity Market N... Systematic -0.6
Man GLG European Equity Alternative Discretionary -0.6
Schroder ISF Sustainable European Market N... Discretionary -0.5
Aegon UK Equity Absolute Return Fund Discretionary -0.4

Largest New Launches (12M)

AUM
Fulcrum Thematic Equity Market Neutral £96m
Nordea 1 - Global Equity Market Neutral Fund £25m

Strategy AUM

30 September 2020
£14.5b -22% 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 (Q3'20 - Q3'19)

Change AUM
Janus Henderson Global Equity Ma... £182m £229m
BMO Real Estate Equity Market Ne... £71m £364m
Pictet Agora £70m £1.2b
Protea UCITS II ECO Advisors ESG... £67m £81m
LGT Sustainable Equity Market Ne... £48m £122m

Largest Outflows (Q3'20 - Q3'19)

Change AUM
Merian Global Equity Absolute Re... £-3,753m £1.1b
Lumyna - Marshall Wace TOPS (Mkt... £-939m £831m
Marshall Wace - MW Systematic Al... £-457m £1.0b
Schroder GAIA Two Sigma Diversified £-349m £1.1b
BlackRock Americas Diversified E... £-342m £734m

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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.