Updated 15 days ago

Alternative UCITS Quarterly Report: Q3 2019

Performance was positive again in Q3 with the AH Global Index gaining 0.5%, bringing YTD gains to 3.6%. Managed Futures continue to have a standout year with the AH Managed Futures Index up 10.2%, with most of the flagship programmes comfortably into double digit positive territory. 

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Updated 22 days ago

Strategy Research: Macro UCITS

Market dynamics and relationships have rapidly changed since the financial crisis, driven in large part by the ongoing monetary policy backdrop, and many traditional macro managers have struggled to adapt to this environment.  In this research paper we examine the returns generated by the cohort of UCITS macro funds.

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Updated 22 days ago

Fund Update: Merian Global Equity Absolute Return

As a result of two years of research the team have redeveloped their dynamic rotation model, which is used to create portfolio weightings based on different investment factors. A key development in the revised model is including the conditional downside risk of factors as an additional input in setting the weights.

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UCITS Universe AUM

30 September 2019
£227.2b -18% YOY

Strategy

Funds AUM
Equity Long / Short 185 32%
Credit 73 13%
Macro 69 12%
Multi Strategy 62 11%
Market Neutral 59 10%
Managed Futures 45 8%
Multi Asset 34 6%
Event Driven 33 6%
Volatility Arbitrage 16 3%
Commodities 7 1%
FX 7 1%
Macro £54.8b 24%
Multi Asset £40.0b 18%
Equity Long / Short £35.4b 16%
Credit £31.3b 14%
Multi Strategy £23.4b 10%
Market Neutral £19.3b 8%
Event Driven £11.1b 5%
Managed Futures £6.7b 3%
Volatility Arbitrage £4.4b 2%
FX £947m 0%
Commodities £397m 0%

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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.