Updated about 22 hours ago

Monthly Fund Performance Report - October 2019

The AH Global Index was flat in October, leaving YTD gains unchanged at 3.6%. There was high dispersion of returns at the strategy level, with the AH Macro gaining +0.50% while Managed Futures managers struggled, down -2.87%. In this report we detail the monthly performance of funds within the universe.

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Updated 19 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 27 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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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%
FX 7 1%
Commodities 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.