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 -7.7
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
LGT Dynamic Protection UCITS 16.2
Tages Paladin 8.7
Pictet Diversified Alpha 8.2
Nordea 1 - Alpha 15 7.5
Schroder GAIA Helix 6.5
AXA World Funds - Chorus Multi-Strategy Po... 4.9
JPM Multi-Manager Alternatives Fund 4.4
Fidelity Absolute Return Multi Strategy 3.3
Neuberger Berman Absolute Return Multi Str... 3.2
Neuberger Berman Uncorrelated Strategies 3.2

Bottom Funds YTD

YTD
AQR Style Premia UCITS -25.9
ERAAM Premia -20.4
InRIS CFM Diversified -20.0
Robeco QI Multi Factor Absolute Return -19.8
Winton Diversified Fund (UCITS) -19.5
BlackRock Style Advantage -19.5
JPM Systematic Alpha -18.3
AQR Systematic Total Return UCITS -17.9
Metzler Alternative Multi Strategy -16.6
Uni-Global - Alternative Risk Premia -15.9

Largest New Launches (12M)

AUM
JPM Multi-Manager Sustainable Long-Short Fund £88m
Fidelity Absolute Return Multi Strategy £70m
KLS Ionic Relative Value Arbitrage Fund £45m
U Access (IRL) Campbell Absolute Return UCITS £24m

Strategy AUM

30 June 2020
£20.2b -6% 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 (Q2'20 - Q2'19)

Change AUM
Nordea 1 - Alpha 15 £742m £2.2b
JPM Multi-Manager Alternatives Fund £690m £976m
Nordea 1 - Alpha 15 £610m £2.2b
Neuberger Berman Uncorrelated St... £486m £1.3b
Neuberger Berman Uncorrelated St... £415m £1.3b

Largest Outflows (Q2'20 - Q2'19)

Change AUM
BlackRock Style Advantage £-1,819m £864m
AQR Style Premia UCITS £-1,560m £527m
AQR Style Premia UCITS £-1,341m £527m
LFIS Vision UCITS - Premia £-1,062m £769m
BlackRock Style Advantage £-999m £864m

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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.