Updated 1 day ago

Monthly Fund Performance Report - April 2021

Our monthly performance report highlights the ten best and worst performing funds in each strategy, both for the prior month and the year to date.

Updated 2 days ago

Quarterly Fund AUM Report - March 2021

Our quarterly AUM report highlights the funds seeing the largest AUM changes in each strategy. Featured funds this quarter include: BlackRock Global Event Driven, Nordea 1 - Alpha 15, Aviva Investors Multi-Strategy Target Return, Legg Mason Western Asset Macro Opportunities Bond, AQR Global Risk Parity UCITS, Invesco Global Targeted Returns (Lux)

Updated 19 days ago

Strategy Research: Multi-Strategy

In this research paper we review the UCITS Multi-Strategy universe in its entirety, and based upon our understanding of the underlying funds further divide this universe into three main cohorts, we then go on to review and identify trends in performance and asset flows

Top Fund YTD

Odey Swan

Equity Long / Short

37.2% AUM £129m
Bottom Fund YTD

Quadriga Igneo

Multi Asset

-16.8% AUM £183m
AUM Increase (Q1-Q4)

BlackRock Global Event Dr...

Event Driven

£581m AUM £3.8b
AUM Decrease (Q1-Q4)

Invesco Global Targeted R...

Macro

£-1,996m AUM £4.2b
Most Viewed Fund (1M)

KLS Ionic Relative Value ...

Multi Strategy

6.7%
YTD
AUM £135m

Fund Research

Zest North America Pairs Relative

Meeting
GAM Star Alpha Technology

Meeting
MontLake Virtuoso

Meeting
Velox Fund

Meeting
KLS Arete Macro

Research

Strategy Research

Strategy Month, Multi-Strategy | Pres...

Apr 21
Multi-Strategy Absolute Return Funds

Apr 21
Strategy Month, Market Neutral & Low ...

Mar 21
Strategy Update: Market Neutral

Mar 21
Strategy Month, Opportunities in Asia...

Feb 21

Industry Research

Monthly Fund Performance Report - Apr...

May 21
Quarterly Fund AUM Report - March 2021

May 21
Monthly Fund Performance Report - Mar...

Apr 21
Monthly Fund Performance Report - Feb...

Mar 21
Quarterly Fund AUM Report - December ...

Feb 21

		1M
AQR Systematic Total Return UCITS	Multi Strategy	9.6
LF Brook Absolute Return	Equity Long / Short	9.1
Schroder GAIA BlueTrend	Managed Futures	8.7
Liontrust GF European Strategic Equity	Equity Long / Short	8.2
LO Funds - Commodity Risk Premia	Commodities	7.6
MontLake Crabel Advanced Trend	Managed Futures	7.0
AQR Style Premia UCITS	Multi Strategy	6.9
RAM (LUX) Systematic Funds Long/Short Glob...	Market Neutral	6.6
Arcus Japan Long/Short	Equity Long / Short	6.5
Odey Swan	Equity Long / Short	5.9

Top Funds Year to Date

		YTD
Odey Swan	Equity Long / Short	37.2
AQR Systematic Total Return UCITS	Multi Strategy	28.0
Arcus Japan Long/Short	Equity Long / Short	27.3
Algebris Financial Equity Fund	Equity Long / Short	26.3
Liontrust GF European Strategic Equity	Equity Long / Short	22.7
AQR Style Premia UCITS	Multi Strategy	21.5
RAM (LUX) Systematic Funds Long/Short Glob...	Market Neutral	20.6
Fiera OAKS Emerging and Frontier Opportuni...	Equity Long / Short	19.3
Finlabo Dynamic US Equity	Equity Long / Short	19.0
Majedie Tortoise	Equity Long / Short	18.1

Largest New Launches (12M)

		AUM
BNP Paribas Environmental Absolute Return Thema...	Equity Long / Short	£351m
CIFC Long/Short Credit Fund	Credit	£283m
Fulcrum Thematic Equity Market Neutral	Market Neutral	£232m
Pictet TR Aquila	Market Neutral	£160m
Janus Henderson Global Multi-Strategy Fund	Multi Strategy	£139m
KLS Ionic Relative Value Arbitrage Fund	Multi Strategy	£135m
MontLake SHARP UCITS Fund	Multi Asset	£125m
Fulcrum Equity Dispersion Fund	Volatility Arbitrage	£122m

New Fund Profiles


KLS Athos Event Driven	Uploaded 16 Apr 2021
Ninety One Global Macro Allocation	Uploaded 01 Apr 2021
Goldman Sachs Strategic Macro Bond	Uploaded 01 Apr 2021
Fidelity Absolute Return Global Fixed Income	Uploaded 01 Apr 2021
Fidelity Absolute Return Global Equity	Uploaded 01 Apr 2021
IAM O’Connor Event Driven UCITS	Uploaded 18 Mar 2021
Carmignac Portfolio Alpha Themes	Uploaded 24 Feb 2021
Natixis - Loomis Sayles Alternative Risk Premia	Uploaded 23 Feb 2021