Multi Asset

Strategy Research, 25 Aug 2017

Index Research Funds

AH Multi Asset UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2022 -3.0 -0.5 0.3 -2.1 -0.8 -3.7 2.3 -1.6 -3.8 1.0 2.9 -1.4 -10.2
2021 -0.1 0.1 1.2 1.7 1.1 0.3 0.8 0.7 -1.8 1.2 -0.7 1.1 5.4
2020 0.2 -2.9 -6.1 4.0 1.4 1.0 2.1 1.5 -1.1 -0.9 4.7 1.9 5.5
2019 2.9 0.5 1.5 1.0 -1.3 2.5 1.0 0.2 0.1 0.1 0.7 1.3 10.8
2018 1.1 -2.1 -0.8 1.0 0.3 -0.6 0.5 -0.1 -0.3 -3.4 -0.2 -1.8 -6.3
2017 0.6 1.6 0.0 0.4 0.9 -0.9 0.6 0.7 -0.1 1.6 0.0 0.6 6.2
2016 -0.9 0.4 0.8 -0.1 0.2 2.0 1.7 0.0 0.2 -1.1 -1.3 0.7 2.7
2015 3.1 0.6 0.0 -0.2 -0.1 -2.9 0.2 -2.3 -0.9 1.7 0.0 -1.4 -2.3
2014 -0.4 1.4 -0.4 0.6 2.0 0.5 0.2 1.4 -1.5 -0.4 1.9 -0.7 4.5
2013 1.7 0.6 1.0 0.5 -0.3 -3.4 1.6 -1.1 0.6 1.9 -0.2 -0.2 2.3
2012 1.5 0.7 -0.9 -0.4 -0.6 0.4 1.8 0.5 0.7 -1.3 0.6 0.0 2.9
2011 -0.9 1.0 -0.3 1.4 0.2 -0.9 1.1 -1.3 -0.7 1.3 -0.8 0.7 0.9
2010 0.0 1.2 1.4 0.4 -0.8 0.1 0.3 1.2 1.8 0.5 -0.5 1.9 7.7
Download Index Return Series

Top Funds YTD

YTD
New Capital Strategic Portfolio 9.7
Man AHL Active Balanced 6.6
Tungsten PARITON UI 6.6
Pictet Emerging Markets Multi Asset 6.1
Lyxor / Bridgewater All Weather Sustainabi... 5.4
Man AHL TargetRisk 5.0
M&G Dynamic Allocation Fund 5.0
Invesco Balanced Risk 8 4.8
JK Global Opportunities Fund 4.3
Lyxor ARMA 8 3.9

Bottom Funds YTD

YTD
Mariana Principal Asset Allocation Fund -1.0
AZ Allocation - Global Balanced 0.1
Lazard Diversified Return Fund 0.2
Tikehau International Cross Assets 0.3
Ruffer Total Return International 0.5
Trojan Fund 0.7
LF Ruffer Total Return 0.7
Newton Real Return 0.7
M&G Global Target Return Fund 1.1
BNY Mellon Global Real Return 1.1

Strategy AUM

31 December 2022
£50.4b -8% YOY

Largest Multi Asset Funds

AUM
DWS Concept Kaldemorgen £12.0b
Carmignac Patrimoine £6.9b
Trojan Fund £6.5b
Ruffer Total Return International £5.7b
Newton Real Return £4.0b

Largest Inflows (Q4'22 - Q4'21)

Change AUM
Ruffer Total Return International £1.5b £5.7b
DWS Concept Kaldemorgen £1.3b £12.0b
Trojan Fund £264m £6.5b
Newton Multi-Asset Diversified R... £112m £543m
Latitude Horizon Fund £53m £314m

Largest Outflows (Q4'22 - Q4'21)

Change AUM
Newton Real Return £-1,876m £4.0b
Carmignac Patrimoine £-1,768m £6.9b
Man AHL TargetRisk £-1,408m £2.9b
GMO Global Real Return UCITS £-429m £644m
Carmignac Portfolio - Patrimoine £-280m £1.3b

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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.