AH Multi Strategy UCITS Index
As the name suggests, Multi-strategy funds seek to gain exposure to a number of differentiated and complementary alternative investment strategies, therefore removing the reliance (and risk) on single funds/strategies to drive returns. There are a number of other positive features for allocators, when compared to building a diversified alternatives programme from single manager funds including the potential to benefit from the netting of performance fees, a smoothed volatility profile, and a single due diligence/monitoring exercise.
Strategy AUM
31 December 2023
£23.0b
-24.9% YoY
Performance
Monthly Returns
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.5 | 0.8 | 1.3 | |||||||||||
2023 | 0.9 | 0.4 | -0.9 | 0.5 | -0.1 | 0.6 | 0.3 | 0.4 | 0.4 | -0.4 | 1.0 | 1.0 | 4.0 | |
2022 | -1.0 | -0.6 | 0.7 | 0.6 | -0.3 | -1.3 | 0.2 | 0.1 | -0.4 | 0.8 | 0.1 | -0.2 | -1.2 | |
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 | |
Show all |
Index Constituents
Name | Inception Date | Sub-Strategy | Geography | AUM | AMC | Perf. Fee | Hurdle | Min Inv. | Liquidity | MTD | YTD | 2023 | 1W | 1M | 3M | 6M | 1Y | 2Y | 3Y | ISIN | Liquidity | Domicile | Inv. Adviser | Portfolio Manager | UN PRI Signatory | Companywide ESG Policy | SFDR | ESG Data Integration | Active Ownership | ESG Exclusion List | Return Consistency Percentile Rank |
Performance Percentile Rank |
Diversifier Percentile Rank |
Downside Protection Percentile Rank |
Low Risk Percentile Rank |
||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
7IM Real Return | Jan 2012 | Discretionary | Global | £80m | 0.50% | 10,000,000 | Daily | 0.9 | 0.9 | 2.6 | -0.1 | 1.5 | 0.9 | 3.6 | 2.8 | 3.5 | 2.0 | GB00B75MS619 | Daily | UK | Seven Investment Management | 7IM | 49 | 32 | 31 | 41 | 60 | ||||||||||
Allington Liquid Alternatives Portfolio (ALAP) | Jul 2020 | Multi Manager | Global | £9m | 0.40% | 0% | No | 0 | Daily | 0.4 | 1.0 | 2.0 | 0.1 | 0.7 | 1.3 | 2.4 | 2.9 | 1.2 | -0.3 | DE000A2P3XG8 | Daily | Germany | Allington Investment Adviso... | Marian Henn | No | No | Article 6 | No | N/A | N/A | 46 | 29 | 51 | 55 | 72 | ||
Amundi Absolute Return Multi-Strategy | Dec 2008 | Discretionary | Global | £814m | 0.55% | 15% | 5,000,000 | Daily | 0.8 | 1.5 | -0.6 | -0.2 | 0.9 | 2.2 | 6.0 | 3.2 | -5.9 | -8.3 | LU1882439323 | Daily | Luxembourg | Amundi Asset Management | Davide Cataldo, Francesco D... | Yes | Article 8 | 6 | 11 | 34 | 33 | 34 | |||||||
Amundi Multi-Strategy Growth | Jul 2008 | Discretionary | Global | £888m | 0.60% | 15% | 5,000,000 | Daily | 1.3 | 2.0 | -2.4 | -0.2 | 1.9 | 3.3 | 8.2 | 3.3 | -9.5 | -11.1 | LU1883335835 | Daily | Luxembourg | Amundi Asset Management | Davide Cataldo, Federica Ma... | Article 8 | 1 | 7 | 33 | 24 | 14 | ||||||||
AQR Systematic Total Return UCITS Fund | Feb 2017 | Systematic | Global | £225m | 1.25% | 0% | No | 100,000 | Daily | 4.1 | 11.1 | 12.9 | 3.3 | 5.7 | 11.4 | 11.9 | 27.2 | 36.5 | 71.7 | LU1532680888 | Daily | Luxembourg | AQR Capital Management | John Huss, Andrea Frazzini,... | Yes | Yes | Article 6 | Yes | Yes | Yes | 76 | 100 | 99 | 97 | 57 | ||
Assenagon Balanced EquiVol | Nov 2020 | Systematic | Global | £93m | 0.60% | 0% | No | 125,000 | Daily | -0.2 | 1.4 | 7.8 | 0.2 | -0.4 | 1.4 | 2.3 | 5.3 | 0.4 | 8.9 | LU2249891487 | Daily | Luxembourg | Assenagon Asset Management ... | Daniel Jakubowski, Dorian R... | Yes | Yes | Article 8 | Yes | Yes | N/A | 63 | 54 | 59 | 42 | 64 | ||
Barclays Wealth Liquid Alternative Strategies | Aug 2012 | Multi Manager | Global | £257m | 0.50% | 1,000 | Weekly | 0.5 | 2.0 | 6.9 | 0.2 | 0.8 | 2.4 | 4.5 | 8.2 | 9.6 | 12.5 | LU1396374701 | Weekly | Luxembourg | Barclays Wealth Management | Barclays Alternatives Portf... | Article 6 | 92 | 65 | 80 | 74 | 96 | |||||||||
BlackRock Systematic Multi-Strategy ESG Screened Fund | Jun 2021 | Systematic | Global | £61m | 0.90% | Daily | 1.0 | 1.7 | 6.0 | -0.1 | 1.4 | 2.3 | 5.9 | 8.7 | 7.0 | IE00BKPSQG65 | Daily | Ireland | BlackRock Investment Manage... | BlackRock IM | Article 8 | ||||||||||||||||
BNPP Flexi I Lyra | Jun 2017 | Multi Manager | Global | £49m | 0.50% | 10% | 3,000,000 | Daily | 0.1 | -0.1 | 1.2 | 0.2 | 0.3 | 1.2 | 1.2 | 2.5 | -2.6 | LU2020655978 | Daily | Luxembourg | BNP Paribas Asset Management | Thierry De Rycke | Article 6 | 49 | 24 | 49 | 57 | 64 | |||||||||
BNP THEAM - Absolute Alpha | Aug 2015 | Systematic | Global | £14m | 0.54% | 1,000,000 | Daily | 0.7 | 1.3 | -0.4 | 1.1 | -0.4 | 1.4 | -0.7 | 5.4 | -4.6 | -3.4 | LU1120439341 | Daily | Luxembourg | BNP Paribas Asset Management | Marie Barberot | 44 | 20 | 78 | 59 | 33 | ||||||||||
Boussard & Gavaudan Absolute Return | Nov 2014 | Discretionary | Europe | £62m | 1.00% | 10% | 1,000,000 | Daily | 0.5 | 0.5 | 0.2 | 0.1 | 0.9 | 0.7 | 2.5 | 7.0 | 1.4 | 4.4 | LU1063708934 | Daily | Luxembourg | Boussard & Gavaudan | Emmanuel Gavaudan, Francois... | Article 8 | 27 | 37 | 96 | 64 | 59 | ||||||||
Brummer Multi-Strategy UCITS | Nov 2020 | Multi Manager | Global | £302m | 1.50% | 20% | No | 5,000,000 | Weekly | 1.3 | 1.2 | -0.2 | 0.8 | 2.3 | -1.3 | 2.3 | 10.1 | 8.7 | IE00BMXZ3F19 | Weekly | Ireland | Brummer & Partners | Patrik Brummer, Kerim Celebi | No | No | Article 8 | No | N/A | N/A | 72 | 53 | 72 | 92 | 79 | |||
C-QUADRAT ARTS Total Return Garant | Dec 2011 | Discretionary | Global | £72m | 3.10% | 20% | Daily | 1.0 | 3.4 | 2.0 | 0.0 | 1.4 | 3.9 | 5.3 | 6.6 | 2.9 | 4.3 | AT0000A03K55 | Daily | Austria | C-QUADRAT Kapitalanlage | Leo Willert | Article 6 | 39 | 39 | 49 | 48 | 71 | |||||||||
CS (Lux) Liquid Alternative Beta | Jul 2016 | Systematic | Global | £371m | 0.85% | 500,000 | Daily | 0.0 | 1.9 | 3.5 | 0.0 | 0.7 | 2.3 | 3.0 | 6.2 | 1.3 | 3.2 | LU1394301409 | Daily | Luxembourg | Credit Suisse Asset Managem... | Credit Suisse Asset Managem... | Article 6 | 57 | 48 | 25 | 30 | 67 | |||||||||
Diversified Systematic Fund | Apr 2022 | Systematic | Global | 0.00% | 0% | No | 0 | Daily | 0.0 | IE00001AGYX7 | Daily | Ireland | Santander Asset Management | Santander Asset Management | Yes | Yes | Article 6 | No | N/A | N/A | |||||||||||||||||
EGA Systematic Alpha UCITS Fund | Systematic | Global | 1.00% | 15% | Yes | 5,000,000 | Daily | 0.0 | IE0006IZ2J21 | Daily | Ireland | European and Global Adviser... | Article 6 | ||||||||||||||||||||||||
Fidelity Absolute Return Multi Strategy | Nov 2019 | Discretionary | Global | £52m | 0.55% | 10% | 10,000,000 | Daily | 0.3 | 0.3 | 6.2 | 0.0 | 0.3 | 0.9 | 3.7 | 5.4 | 11.1 | 10.5 | LU1989786477 | Daily | Luxembourg | Fidelity International | Matthew Quaife | Article 6 | 73 | 42 | 43 | 68 | 87 | ||||||||
First Private Wealth | Nov 2008 | Systematic | Global | £68m | 0.50% | 10% | Yes | 1,000,000 | Daily | 1.0 | 2.1 | 6.5 | -0.6 | 2.2 | 2.8 | 3.5 | 8.0 | 5.4 | 14.1 | DE000A0KFUX6 | Daily | Germany | First Private Investment Ma... | Yes | Yes | Article 8 | Yes | Yes | Yes | 88 | 81 | 30 | 47 | 88 | |||
Fortem Capital Alternative Growth Fund | May 2019 | Systematic | Global | £30m | 0.60% | 0% | No | 1 | Daily | 0.6 | 1.1 | 0.1 | 0.0 | 0.7 | 1.5 | 3.3 | -0.1 | 2.1 | 1.0 | IE00BJ116W86 | Daily | Ireland | Fortem Capital | No | Yes | Article 6 | No | N/A | N/A | 51 | 28 | 59 | 85 | 81 | |||
Fortem Capital Dynamic Growth Fund | Sep 2022 | Global | £9m | 0.50% | 0% | No | 100,000 | Daily | 0.9 | 3.7 | 5.8 | 0.3 | 1.2 | 5.0 | 9.9 | 7.2 | 6.0 | 6.4 | IE00BRJL4C27 | Daily | Ireland | Fortem Capital | Fortem Capital | No | Yes | Article 6 | No | N/A | N/A | 17 | 33 | 58 | 16 | 25 | |||
Franklin K2 Alternative Strategies | Sep 2014 | Multi Manager | Global | £528m | 1.20% | 15% | Yes | 1,000,000 | Daily | 1.0 | 4.0 | 3.1 | 0.4 | 2.0 | 4.3 | 4.7 | 7.5 | 3.3 | 2.0 | LU1093756838 | Daily | Luxembourg | K2 Advisors | Rob Christian, Brooks Ritch... | Article 8 | 36 | 24 | 14 | 29 | 46 | |||||||
Fulcrum Alternative Managers Fund | Jun 2007 | Multi Manager | Global | £14m | 0.75% | 0% | No | 1,000,000 | Weekly | 0.2 | 0.8 | 5.7 | 0.5 | 1.1 | 3.6 | 6.6 | 9.1 | 13.1 | LU0302397335 | Weekly | Luxembourg | Fulcrum Asset Management LLP | Yes | Yes | Article 6 | Yes | N/A | N/A | 98 | 73 | 62 | 67 | 99 | ||||
Goldman Sachs Absolute Return Tracker Portfolio | Jan 2015 | Systematic | Global | £707m | 0.65% | 1,000,000 | Daily | 0.4 | 2.6 | 10.6 | -0.1 | 1.1 | 3.3 | 6.1 | 11.7 | 9.8 | 9.7 | LU1103307580 | Daily | Luxembourg | Goldman Sachs Asset Managem... | Article 6 | 48 | 57 | 6 | 17 | 56 | ||||||||||
Goldman Sachs Global Multi-Manager Alternatives Portfolio | Jan 2016 | Multi Manager | Global | £128m | 1.40% | 10% | 1,000,000 | Daily | 0.5 | 0.7 | 0.6 | 0.1 | 0.3 | 0.9 | 3.5 | 2.3 | 0.3 | 1.5 | LU1254821397 | Daily | Luxembourg | Goldman Sachs Asset Managem... | Article 6 | 36 | 29 | 52 | 45 | 59 | |||||||||
GS Alternative Beta | Jun 2008 | Systematic | Global | £221m | 0.50% | Daily | 0.4 | 1.0 | 8.3 | 0.0 | 1.1 | 1.7 | 4.4 | 9.3 | 5.0 | 10.0 | LU0370038324 | Daily | Luxembourg | Goldman Sachs Asset Management | Willem Van Dommelen | 48 | 67 | 8 | 18 | 65 | |||||||||||
HSBC UCITS AdvantEdge | Oct 2009 | Multi Manager | Global | £227m | 1.00% | 10% | 1,000,000 | Weekly | 0.7 | 3.3 | 3.8 | 0.3 | 1.6 | 4.1 | 6.9 | 8.9 | 6.4 | 5.6 | IE00B55H4F31 | Weekly | Ireland | HSBC Alternative Investment... | Article 6 | 30 | 38 | 47 | 40 | 68 | |||||||||
iMGP Stable Return | Dec 2017 | Global | £20m | 0.75% | 0% | No | 1,000,000 | Daily | 0.2 | 2.2 | 2.9 | 0.4 | 1.0 | 2.5 | 3.2 | 7.2 | 9.5 | 9.2 | LU1726319590 | Daily | Luxembourg | DBi | Andrew Beer | No | No | Article 8 | No | N/A | N/A | 90 | 62 | 60 | 63 | 92 | |||
Janus Henderson Diversified Alternatives Fund | Feb 2013 | Multi Manager | Global | £136m | 0.50% | 0% | No | 3,000,000 | Daily | -0.5 | -3.6 | 2.3 | -1.2 | 1.0 | -1.9 | 1.3 | 0.3 | -2.9 | 9.6 | GB00B92MRV68 | Daily | UK | Janus Henderson Investors | James de Bunsen, Pete Webster | Yes | Yes | Article 6 | Yes | Yes | No | 43 | 74 | 22 | 23 | 45 | ||
Janus Henderson Global Multi-Strategy Fund | Jun 2020 | Discretionary | Global | £612m | 1.00% | 20% | Yes | 1,000,000 | Daily | 0.4 | -1.0 | -0.1 | 0.2 | -0.1 | -0.9 | -2.8 | -0.8 | -4.5 | -1.2 | LU2114516706 | Daily | Luxembourg | Janus Henderson Investors | David Elms, Steve Cain | Yes | Yes | Article 6 | Yes | Yes | N/A | 58 | 32 | 91 | 81 | 71 | ||
Janus Henderson Multi-Asset Absolute Return Fund | Oct 2008 | Multi Manager | Global | £84m | 0.50% | 0% | No | 3,000,000 | Daily | 0.4 | -1.1 | 6.4 | -0.5 | 0.9 | 0.1 | 3.6 | 4.2 | 5.9 | 13.8 | GB00B8113P38 | Daily | UK | Janus Henderson Investors | James de Bunsen, CFA, Pete... | Yes | Yes | Article 6 | Yes | Yes | N/A | 84 | 78 | 29 | 41 | 89 | ||
JPM Multi-Manager Alternatives Fund | Jan 2016 | Multi Manager | Global | £1.0b | 0.60% | 10,000,000 | Daily | 0.3 | 2.3 | 4.6 | -0.1 | 0.9 | 3.0 | 4.0 | 6.6 | 2.3 | -1.6 | LU1303367103 | Daily | Luxembourg | J.P.Morgan Asset Management | Paul A Zummo, Randy P Wacht... | Article 8 | 40 | 32 | 49 | 37 | 63 | |||||||||
KLS Ionic Relative Value Arbitrage Fund | Jul 2020 | Discretionary | Global | £55m | 0.95% | 15% | Yes | 1,000,000 | Daily | -0.1 | -3.1 | 1.7 | -0.5 | -0.7 | -2.6 | -2.5 | -2.2 | -7.3 | -15.0 | IE00BLR66984 | Daily | Ireland | Ionic Capital Management | Bart Baum, Daniel Stone, Do... | No | Yes | Article 6 | No | N/A | Yes | 10 | 23 | 92 | 42 | 32 | ||
Lampe AIR² | Dec 2017 | Multi Manager | Global | £70m | 0.25% | 10% | No | 1 | Daily | 0.9 | 3.1 | 6.0 | 0.2 | 1.4 | 3.4 | 4.8 | 8.1 | 5.8 | 7.2 | LU1737648631 | Daily | Luxembourg | Lampe Asset Management | Frank Neidig | No | No | Article 6 | No | N/A | N/A | 68 | 53 | 17 | 40 | 76 | ||
Lemanik - Flex Quantitative HR6 | Nov 2014 | Multi Manager | Global | £14m | 0.90% | 30% | 500,000 | Daily | 0.5 | 7.1 | 7.3 | 1.4 | 1.6 | 8.0 | 10.3 | 16.4 | 4.7 | 1.2 | LU1112683559 | Daily | Luxembourg | Lemanik SA | 9 | 25 | 26 | 15 | 15 | ||||||||||
LFIS Vision UCITS - Diversified Market Neutral | May 2014 | Systematic | Global | £53m | 1.25% | 15% | Yes | 0 | Daily | 2.6 | 2.6 | 3.7 | 7.2 | 12.3 | 13.1 | LU1162198839 | Daily | Luxembourg | LFIS Capital | Guillaume Dupin | No | Yes | Article 6 | No | No | No | 87 | 61 | 87 | 82 | 97 | ||||||
LFIS Vision UCITS – Quant Global Allocation | Jul 2015 | Systematic | Europe | £40m | 0.60% | 15% | Yes | 0 | Daily | 0.6 | 0.6 | 6.7 | -0.3 | 1.1 | 1.0 | 4.6 | 7.3 | 6.1 | 11.2 | LU1966095553 | Daily | Luxembourg | LFIS Capital | Edouard Laurent-Bellue, Ach... | No | Yes | Article 8 | No | No | Yes | 86 | 70 | 18 | 32 | 85 | ||
LGT Dynamic Protection UCITS | Jan 2017 | Systematic | Global | £51m | 0.75% | 0% | No | 1,000,000 | Daily | 0.4 | -1.3 | -2.3 | -0.3 | 0.8 | -0.3 | -1.4 | 0.0 | -5.0 | -15.1 | IE00BD365334 | Daily | Ireland | LGT Capital Partners | LGT Capital Partners | Yes | Yes | Article 6 | No | N/A | N/A | 9 | 4 | 52 | 80 | 19 | ||
LLB Alternative Strategy Global | May 2015 | Multi Manager | Global | £30m | 0.85% | 10% | 10,000 | Weekly | 0.6 | 2.4 | 1.0 | 0.3 | 1.0 | 2.5 | 3.6 | 4.2 | 0.9 | -1.2 | LI0279550169 | Weekly | Liechtenstein | LLB Asset Management AG | Bernhard Schmitt, Timo Gruber | Article 8 | 24 | 21 | 41 | 43 | 56 | ||||||||
Longchamp Absolute Return | Sep 2014 | Multi Manager | Global | £23m | 0.00% | 10% | 100,000 | Weekly | 1.1 | 3.4 | 1.6 | 3.7 | 5.5 | FR0012034783 | Weekly | France | Longchamp Asset Management | David Armstrong, Pierre Gro... | 78 | 89 | 23 | 26 | 67 | ||||||||||||||
Lumyna - HBK Diversified Strategies UCITS Fund | Oct 2023 | Discretionary | Global | £50m | 1.50% | 20% | No | 1,000,000 | Weekly | 0.1 | 2.1 | -0.5 | 0.4 | 2.2 | LU2589021497 | Weekly | Luxembourg | HBK Capital Management | No | Yes | Article 6 | No | N/A | N/A | |||||||||||||
Lumyna - Weiss Multi-Strategy UCITS Fund | Jun 2021 | Discretionary | Global | £19m | 0.95% | 12% | No | 1,000,000 | Daily | -0.1 | 10.6 | 1.0 | 4.9 | 8.7 | -3.6 | LU2315785951 | Daily | Luxembourg | Weiss Multi Stategy Advisers | Weiss Multi Stategy Advisers | No | No | Article 6 | No | N/A | N/A | |||||||||||
Man AHL Target Growth Alternative | Jan 2021 | Systematic | Global | £28m | 0.60% | 0% | No | 1,000,000 | Daily | 1.2 | 3.4 | 10.9 | 0.1 | 2.5 | 4.9 | 8.9 | 13.0 | 8.2 | 5.0 | IE00BNDVWZ94 | Daily | Ireland | Man Group Plc | Russell Korgaonkar, Otto va... | No | Yes | Article 6 | No | N/A | N/A | |||||||
Neuberger Berman Uncorrelated Strategies Fund | May 2017 | Multi Manager | Global | £1.3b | 0.75% | 20% | Yes | 2,500,000 | Daily | 0.3 | -1.8 | -8.9 | 0.3 | -0.8 | -1.9 | -4.0 | -4.6 | -4.8 | -3.2 | IE00BF075X33 | Daily | Ireland | Neuberger Berman | Fred Ingham, Ian Haas, Davi... | Yes | Yes | Article 6 | No | N/A | N/A | 53 | 23 | 62 | 91 | 27 | ||
New Capital All Weather | Oct 2016 | Multi Manager | Global | £121m | 0.60% | 1,000,000 | Weekly | 0.6 | 3.4 | 2.8 | 0.9 | 3.6 | 3.9 | 6.4 | 6.6 | 3.6 | IE00BD6P7L99 | Weekly | EFG Asset Management | Jerome Berset, EFGAM Hedge ... | Article 6 | 51 | 32 | 90 | 57 | 64 | |||||||||||
New Capital Global Alpha | Jan 2017 | Multi Manager | Global | 0.75% | 1,000,000 | Daily | 1.0 | 1.5 | 6.2 | 0.0 | 1.3 | 2.6 | 6.8 | 7.8 | 2.9 | 0.2 | IE00BD6P7318 | Daily | Ireland | EFG Asset Management | Hilary Wakefield | Article 6 | 51 | 31 | 2 | 19 | 30 | ||||||||||
Nomura Fixed Income Risk Premia | Jul 2018 | Systematic | Global | £1m | 0.50% | 10% | 1,000,000 | Daily | -0.6 | 4.4 | 7.7 | 1.4 | 1.9 | 5.6 | -0.7 | 20.6 | 42.9 | 51.4 | IE00BF51ZC98 | Daily | Ireland | Nomura Alternative Investme... | 61 | 96 | 91 | 95 | 43 | ||||||||||
Nordea 1 - Alpha 10 | Sep 2009 | Systematic | Global | £3.3b | 1.00% | No | 75,000 | Daily | 0.2 | 1.2 | -2.8 | 0.2 | -0.6 | 0.9 | -1.7 | -2.0 | -1.3 | 4.5 | LU0445386955 | Daily | Luxembourg | Nordea | Asbjoern Trolle Hansen, Cla... | No | No | Article 6 | No | N/A | N/A | 37 | 30 | 68 | 31 | 51 | |||
Nordea 1 - Alpha 15 | Aug 2011 | Systematic | Global | £3.2b | 1.20% | No | 75,000 | Daily | 0.3 | 1.3 | -5.5 | 0.3 | -1.0 | 0.9 | -2.9 | -4.5 | -4.0 | 4.3 | LU0607983383 | Daily | Luxembourg | Nordea | Asbjoern Trolle Hansen, Cla... | No | No | Article 6 | No | N/A | N/A | 30 | 37 | 67 | 19 | 34 | |||
Nordea 1 - Alpha 7 | May 2018 | Systematic | Global | £407m | 0.90% | No | 75,000 | Daily | 0.2 | 1.1 | -1.2 | 0.2 | -0.3 | 1.0 | -0.5 | -0.5 | 0.1 | 3.7 | LU1807426629 | Daily | Luxembourg | Nordea | Asbjoern Trolle Hansen, Cla... | No | No | Article 6 | No | N/A | N/A | 56 | 36 | 65 | 37 | 72 | |||
Oyster BM Alternativos | Nov 2019 | Multi Manager | Global | £77m | 0.60% | 1,000,000 | Daily | 0.6 | 2.3 | 2.8 | 0.2 | 1.1 | 2.8 | 4.2 | 5.7 | 2.5 | 3.1 | LU2041049300 | Daily | Luxembourg | SYZ Capital AG | Cédric Vuignier | Article 6 | 37 | 33 | 52 | 47 | 62 |