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
2021 -0.1 0.7 1.1 0.9 0.7 0.0 0.2 0.3 3.8
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 14.8
AQR Style Premia UCITS Systematic 13.5
GAM Star Alpha Spectrum Discretionary 12.7
Nordea 1 - Alpha 15 Systematic 11.8
Allianz Multi Asset Risk Premia Systematic 10.9
JH Diversified Alternatives Fund (DivAlt) Multi Manager 10.7
InRIS CFM Diversified Systematic 10.7
Systematica Alternative Risk Premia Systematic 10.2
BlackRock Style Advantage Systematic 10.0
Valu-Trac icf Absolute Return Portfolio Multi Manager 9.4

Bottom Funds YTD

YTD
BNP Paribas Absolute Return Multi-Strategy Discretionary -9.9
IAM Core Defensive Multi Manager -6.4
JPM Multi-Manager Sustainable Long-Short Fund Multi Manager -5.0
LGT Dynamic Protection UCITS Systematic -4.7
Alma Platinum IV UBS Multi Strategy Altern... Multi Manager -4.4
Neuberger Berman Uncorrelated Strategies Multi Manager -2.8
LO Funds - Alternative Risk Premia Systematic -2.6
Pictet TR Diversified Alpha Discretionary -1.2
JSS Alternative Multi-Strategy Multi Manager -1.1
Tages Paladin Systematic -0.8

Largest New Launches (12M)

AUM
Brummer Multi Strategy UCITS £196m
Natixis - Loomis Sayles Alternative Risk Premia £22m

Strategy AUM

30 June 2021
£27.8b 6% YOY

Largest Multi Strategy Funds

AUM
Nordea 1 - Alpha 10 £3.7b
Nordea 1 - Alpha 15 £3.5b
Pictet TR Diversified Alpha £2.8b
Neuberger Berman Uncorrelated St... £1.6b
Amundi Absolute Return Multi-Str... £1.5b

Largest Inflows (Q2'21 - Q2'20)

Change AUM
Nordea 1 - Alpha 15 £1.5b £3.5b
Nordea 1 - Alpha 10 £1.0b £3.7b
Neuberger Berman Uncorrelated St... £423m £1.6b
JPM Multi-Manager Alternatives Fund £376m £1.3b
Pictet TR Diversified Alpha £325m £2.8b

Largest Outflows (Q2'21 - Q2'20)

Change AUM
BlackRock Style Advantage £-1,475m £128m
LFIS Vision UCITS - Premia £-757m £345m
Blackstone Diversified Multi-Str... £-463m £731m
ASI HFRI-I Liquid Alternatives U... £-249m £57m
Winton Diversified Fund (UCITS) £-247m £83m

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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.