Multi Strategy

Strategy Research, 15 Apr 2020

Index Research Funds

AH Multi Strategy UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 -0.1 -2.5 -7.5 1.4 0.1 0.2 0.7 0.2 -0.2 -0.7 1.5 1.3 -5.6
2019 1.1 0.3 0.3 0.4 -1.1 0.9 0.9 -0.3 -0.1 -0.4 0.3 0.1 2.4
2018 1.1 -1.7 -0.6 0.0 -0.7 -0.7 0.3 -0.4 -0.1 -1.7 -1.1 -0.7 -6.3
2017 0.2 1.0 0.0 0.3 0.3 -0.2 0.6 0.6 0.0 1.1 0.3 0.2 4.3
2016 -1.3 -0.5 0.3 -0.6 0.1 -0.3 1.1 0.1 0.1 -0.2 0.1 0.9 -0.3
2015 0.9 1.0 0.5 -0.2 0.6 -1.2 0.4 -1.6 -0.8 1.2 0.1 -0.4 0.3
2014 -0.5 0.9 -0.4 -0.6 0.6 0.4 -0.2 0.6 0.0 -0.7 1.6 -0.1 1.6
2013 1.7 0.4 0.9 0.4 0.5 -1.4 1.2 -0.8 0.7 1.4 0.8 0.7 6.6
2012 1.7 1.7 0.0 -0.2 -1.2 0.0 1.0 0.3 0.3 -0.2 0.4 0.8 4.6
2011 0.3 0.4 -0.1 0.8 -0.9 -1.0 -0.4 -2.3 -1.1 1.1 -1.0 0.2 -4.0
2010 -0.1 0.4 1.6 0.6 -2.4 -0.3 0.8 0.0 1.3 0.8 -0.1 1.3 4.0
Download Index Return Series

Top Funds YTD

YTD
KLS Ionic Relative Value Arbitrage Fund 6.6
AQR Systematic Total Return UCITS 4.4
SEI Liquid Alternative 3.2
AQR Style Premia UCITS 2.7
JPM Multi-Manager Alternatives Fund 2.5
GAM Star Alpha Spectrum 2.1
CS (Lux) Liquid Alternative Beta 2.1
JPM Multi-Manager Sustainable Long-Short Fund 2.1
Schroder GAIA Helix 1.9
Schroder GAIA Wellington Pagosa 1.7

Bottom Funds YTD

YTD
LGT Dynamic Protection UCITS -1.3
BNP Paribas Absolute Return Multi-Strategy -1.0
FORT Global UCITS Diversified -0.9
IAM Core Defensive -0.8
AXA World Funds - Chorus Multi-Strategy Po... -0.8
Neuberger Berman Uncorrelated Strategies -0.8
ERAAM Premia -0.6
Dominicé Funds - Cassiopeia UCITS -0.5
Goldman Sachs Global Multi-Manager Alterna... -0.5
ERAAM Premia Low Vol -0.4

Largest New Launches (12M)

AUM
JPM Multi-Manager Sustainable Long-Short Fund £88m
KLS Ionic Relative Value Arbitrage Fund £45m
U Access (IRL) Campbell Absolute Return UCITS £24m

Strategy AUM

30 September 2020
£21.4b -8% YOY

Largest Multi Strategy Funds

AUM
Pictet Diversified Alpha £2.7b
Nordea 1 - Alpha 15 £2.2b
Franklin K2 Alternative Strategies £1.5b
Amundi Absolute Return Multi-Str... £1.4b
Neuberger Berman Uncorrelated St... £1.3b

Largest Inflows (Q3'20 - Q3'19)

Change AUM
Nordea 1 - Alpha 15 £742m £2.2b
Neuberger Berman Uncorrelated St... £486m £1.3b
JPM Multi-Manager Alternatives Fund £395m £976m
Amundi Absolute Return Multi-Str... £122m £1.4b
Schroder GAIA Helix £121m £313m

Largest Outflows (Q3'20 - Q3'19)

Change AUM
BlackRock Style Advantage £-1,819m £864m
AQR Style Premia UCITS £-1,341m £527m
LFIS Vision UCITS - Premia £-1,062m £769m
Blackstone Diversified Multi-Str... £-648m £1.1b
AXA World Funds - Chorus Multi-S... £-562m £367m

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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.