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
2021 0.3 0.3 0.4 0.6 0.2 0.0 0.3 0.3 2.2
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
RAM (LUX) Systematic Funds Long/Short Glob... Systematic 16.8
Merian Global Equity Absolute Return Systematic 15.7
RAM (LUX) Systematic Funds Long/Short Euro... Systematic 15.0
Lumyna - Marshall Wace TOPS (Mkt Neutral) Systematic 11.8
BNP THEAM Quant - Equity World DEFI Market... Systematic 9.8
RAM (LUX) Systematic Funds - Global Equiti... Systematic 9.7
ERAAM Long/Short Equity Market Neutral Systematic 7.8
U Access – Long/Short Japan Corporate Gove... Discretionary 7.2
Man GLG Alpha Select Alternative Discretionary 6.9
Marshall Wace - Systematic Alpha UCITS Fund Systematic 6.6

Bottom Funds YTD

YTD
LO Funds - TerreNeuve Discretionary -9.7
Pictet Agora Discretionary -6.5
Memnon Market Neutral Discretionary -6.0
Trium ESG Emissions Impact Fund Discretionary -5.1
Osmosis Resource Efficient Equity Market N... Systematic -4.9
Schroder ISF Sustainable European Market N... Discretionary -4.5
Fulcrum Thematic Equity Market Neutral Discretionary -3.8
Globersel Anavon Absolute Alpha Discretionary -3.8
InRIS Perdurance Market Neutral Discretionary -3.5
CZ Absolute Alpha UCITS Discretionary -3.4

Largest New Launches (12M)

AUM
AB Arya European Alpha £147m
Man GLG Asia Pacific (ex Japan) Equity Alternative £17m
Fidelity Absolute Return Global Equity £5m

Strategy AUM

30 June 2021
£16.6b 10% YOY

Largest Funds

AUM
Exane Pleiade £1.4b
Merian Global Equity Absolute Re... £1.4b
Marshall Wace - Systematic Alpha... £1.2b
Lumyna - Sandbar Global Equity M... £1.2b
Pictet Agora £1.1b

Largest Inflows (Q2'21 - Q2'20)

Change AUM
Exane Pleiade £815m £1.4b
Janus Henderson Global Equity Ma... £208m £336m
Lumyna - Sandbar Global Equity M... £182m £1.2b
Marshall Wace - Systematic Alpha... £155m £1.2b
Candriam Absolute Return Equity ... £131m £196m

Largest Outflows (Q2'21 - Q2'20)

Change AUM
Schroder GAIA Two Sigma Diversified £-485m £724m
RAM (LUX) Systematic Funds Long/... £-394m £157m
BlackRock Americas Diversified E... £-294m £478m
Lumyna - Marshall Wace TOPS (Mkt... £-150m £715m
Pictet Agora £-140m £1.1b

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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.