Multi Asset

Strategy Research, 22 Mar 2021

Index Research Funds

AH Multi Asset UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2021 -0.1 0.1 1.2 1.1
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
Odey Portfolio 8.1
Green Ash Multi Asset UCITS 7.6
Ruffer Total Return 7.3
Latitude Horizon Fund 5.7
New Capital Strategic Portfolio 5.6
Berenberg Variato 4.7
Lyxor ARMA 8 4.0
Uni-Global - Cross Asset Navigator 3.9
AZ StrategicTrend 3.6
Invesco Balanced Risk 8 3.5

Bottom Funds YTD

YTD
Quadriga Igneo -21.1
7IM Absolute Return Portfolio -1.9
M&G Global Target Return Fund -0.7
AQR Global Risk Parity UCITS 0.0
SVS Church House Tenax Absolute Return Str... 0.2
Lazard Diversified Return Fund 0.3
Man AHL TargetRisk 0.5
M&G Dynamic Allocation Fund 0.8
Oyster Multi-Asset Absolute Return 1.5
Tungsten PARITON UI 1.6

Largest New Launches (12M)

AUM
MontLake SHARP UCITS Fund £125m

Strategy AUM

31 December 2020
£43.7b 6% YOY

Largest Multi Asset Funds

AUM
Carmignac Patrimoine £10.1b
Newton Real Return £5.5b
Trojan Fund £5.4b
Ruffer Total Return £3.5b
M&G Dynamic Allocation Fund £3.2b

Largest Inflows (Q4'20 - Q4'19)

Change AUM
Man AHL TargetRisk £1.9b £3.0b
Trojan Fund £1.0b £5.4b
AQR Global Risk Parity UCITS £351m £1.5b
Ruffer Total Return £329m £3.5b
Carmignac Portfolio - Patrimoine £323m £1.4b

Largest Outflows (Q4'20 - Q4'19)

Change AUM
M&G Dynamic Allocation Fund £-1,825m £3.2b
Newton Real Return £-863m £5.5b
GMO Global Real Return UCITS £-799m £0m
Uni-Global - Cross Asset Navigator £-176m £131m
AZ StrategicTrend £-113m £464m

or Register for Free

  • Access the full universe of UCITS Hedge Funds and Absolute Return Funds.
  • Build and curate a watchlist.
  • View the latest research.
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.