Multi Strategy

Strategy Research, 23 Apr 2021

Index Research Funds

AH Multi Strategy UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2022 -1.0 -0.6 0.7 0.6 -0.3 -1.3 0.2 -1.7
2021 -0.1 0.7 1.1 0.9 0.7 0.0 0.2 0.3 -0.7 0.4 -0.4 1.1 4.2
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
AQR Systematic Total Return UCITS Fund Systematic 21.7
U Access (IRL) Campbell Absolute Return UCITS Systematic 18.4
Quadriga Igneo Discretionary 18.3
Nomura Fixed Income Risk Premia Systematic 12.5
AQR Style Premia UCITS Systematic 10.9
Winton Diversified Fund (UCITS) Systematic 10.1
Neuberger Berman Uncorrelated Strategies Fund Multi Manager 6.6
Man Alternative Style Risk Premia Systematic 6.1
Man AHL Multi Strategy Alternative Systematic 4.9
SEI Liquid Alternative Systematic 4.0

Bottom Funds YTD

YTD
FORT Global UCITS Diversified Systematic -28.8
Lumyna - Weiss Multi-Strategy UCITS Fund Discretionary -13.1
Lemanik - Flex Quantitative HR6 Multi Manager -10.5
New Capital Global Alpha Multi Manager -8.9
VT Global Total Return Fund Multi Manager -8.7
Amundi Multi-Strategy Growth Discretionary -8.2
Credit Suisse Solutions (Lux) Prima Multi-... Multi Manager -8.0
Jupiter Merlin Real Return Multi Manager -7.3
Quadriga Stable Return Discretionary -6.5
Schroder GAIA Helix Multi Manager -6.4

Largest New Launches (12M)

AUM
Trium Alternative Growth Fund £17m

Strategy AUM

30 June 2022
£30.9b 9% YOY

Largest Multi Strategy Funds

AUM
Nordea 1 - Alpha 10 £4.2b
Nordea 1 - Alpha 15 £3.7b
Pictet TR Diversified Alpha £2.4b
Neuberger Berman Uncorrelated St... £2.1b
Amundi Absolute Return Multi-Str... £1.6b

Largest Inflows (Q2'22 - Q2'21)

Change AUM
Neuberger Berman Uncorrelated St... £546m £2.1b
Nordea 1 - Alpha 10 £517m £4.2b
Schroder ISF Cross Asset Momentu... £470m £625m
Janus Henderson Global Multi-Str... £333m £552m
Nordea 1 - Alpha 15 £256m £3.7b

Largest Outflows (Q2'22 - Q2'21)

Change AUM
Pictet TR Diversified Alpha £-406m £2.4b
LFIS Vision UCITS - Premia £-215m £129m
Blackstone Diversified Multi-Str... £-144m £587m
LGT Dynamic Protection UCITS £-116m £200m
BNP Paribas Absolute Return Mult... £-115m £24m

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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.