AH Multi Asset UCITS Index
Multi Asset funds aim to provide capital growth and income by investing in a diversified range of assets and markets worldwide. Generally, this is more of an investing than a trading strategy, with managers dynamically allocating capital to the most attractive risk-adjusted opportunities depending on the prevailing market environment.
Strategy AUM
30 September 2023
£47.9b
-9.7% YoY
Performance
Monthly Returns
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.0 | -1.7 | 0.6 | 0.3 | -1.1 | 1.1 | 1.4 | -1.3 | -1.5 | -1.5 | 3.0 | 2.0 | ||
| 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 | |
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Index Constituents
| Name | Inception Date | Sub-Strategy | Geography | AUM | AMC | Perf. Fee | Hurdle | Min Inv. | Liquidity | MTD | YTD | 2022 | 1W | 1M | 3M | 6M | 1Y | 2Y | 3Y | ISIN | Liquidity | Domicile | Inv. Adviser | Portfolio Manager | UN PRI Signatory | Companywide ESG Policy | SFDR | ESG Data Integration | Active Ownership | ESG Exclusion List | Return Consistency Percentile Rank |
Performance Percentile Rank |
Diversifier Percentile Rank |
Downside Protection Percentile Rank |
Low Risk Percentile Rank |
||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Allianz Multi Asset Risk Premia | Jun 2018 | Systematic | Global | £63m | 0.75% | Daily | 0.4 | -0.4 | -0.1 | -0.6 | -1.3 | -0.2 | -0.2 | -3.3 | 0.6 | 5.8 | LU1794549805 | Daily | Luxembourg | Allianz GI | Claudio Marsala, Makato Kus... | Article 6 | 37 | 12 | 81 | 38 | 7 | ||||||||||
| Allspring (Lux) Worldwide - Alternative Risk Premia | Dec 2019 | Systematic | Global | £17m | 0.60% | 1,000,000 | Daily | 1.5 | 4.9 | -0.9 | -1.1 | -1.2 | -1.5 | 3.4 | 8.5 | 9.9 | LU2000544150 | Daily | Luxembourg | Allspring Global Investments | Eddie Cheng, Monisha Jayaku... | Article 6 | 76 | 55 | 93 | 90 | 92 | ||||||||||
| Amundi Bridgewater All Weather Sustainability | Jun 2021 | Systematic | Global | £70m | 0.75% | 0% | No | 1,000,000 | Daily | 1.1 | -17.4 | 1.2 | 5.6 | -0.1 | -1.2 | -3.3 | -15.6 | IE00BMBSC882 | Daily | Ireland | Bridgewater Associates LP | No | No | Article 8 | No | N/A | N/A | ||||||||||
| AQR Global Risk Parity UCITS Fund | Sep 2012 | Systematic | Global | £425m | 0.40% | 0% | No | 100,000 | Daily | -0.1 | 0.3 | -17.3 | 0.9 | 4.2 | -2.0 | 0.0 | -3.7 | -15.7 | -5.6 | LU0995952727 | Daily | Luxembourg | AQR Capital Management | Ari Levine, Michael Mendels... | Yes | Yes | Article 6 | No | N/A | Yes | 40 | 34 | 1 | 6 | 15 | ||
| AQR Style Premia UCITS | Oct 2014 | Systematic | Global | £410m | 0.60% | 10% | Yes | 100,000 | Daily | -0.4 | 13.5 | 24.2 | -1.9 | -0.1 | 3.8 | 15.9 | 13.6 | 53.3 | 66.6 | LU1103258866 | Daily | Luxembourg | AQR Capital Management | Andrea Frazzini, Yao Hua Oo... | Yes | Yes | Article 6 | Yes | Yes | Yes | 62 | 94 | 99 | 94 | 39 | ||
| AZ Allocation - Global Balanced | Sep 2006 | Global | £311m | 1.50% | 1,500 | Daily | 0.5 | -3.2 | 1.0 | 2.5 | 0.5 | 0.5 | -2.4 | -1.6 | 4.1 | LU0262757841 | Daily | Luxembourg | Azimut Capital Management | Andrea Aliberti, Gherardo S... | 72 | 38 | 54 | 32 | 67 | ||||||||||||
| Berenberg Variato | Dec 2018 | Discretionary | Global | £241m | 0.65% | 20% | 100,000 | Daily | -1.5 | 1.0 | -14.3 | 0.8 | -1.3 | -1.0 | -1.9 | -3.8 | -12.9 | 2.3 | LU1878856126 | Daily | Luxembourg | Joh. Berenberg, Gossler & C... | Prof. Dr. Bernd Meyer, Ulri... | Article 8 | 16 | 39 | 8 | 7 | 15 | ||||||||
| BlackRock Style Advantage | Feb 2016 | Systematic | Global | £119m | 0.66% | 0% | No | 0 | Daily | 0.2 | 16.5 | 1.0 | 0.6 | 0.0 | 3.0 | 7.1 | 16.6 | 21.2 | 33.5 | LU1352906538 | Daily | Luxembourg | BlackRock Investment Manage... | Ked Hogan, Philip Hodges | Yes | Yes | Article 6 | Yes | Yes | Yes | 66 | 76 | 59 | 94 | 68 | ||
| BNY Mellon Global Real Return | Jun 2009 | Discretionary | Global | £226m | 1.00% | 0% | 500,000 | Daily | 0.2 | -1.4 | -9.2 | 0.0 | 4.2 | 1.3 | 1.2 | -0.8 | -8.2 | -2.8 | IE00B504KD93 | Daily | Ireland | Newton, a BNY Mellon Company | Suzanne Hutchins, James Harris | Article 6 | 32 | 37 | 19 | 22 | 33 | ||||||||
| BNY Mellon Multi-Asset Diversified Return | Apr 2003 | Global | £514m | 1.00% | 250,000 | Daily | 0.1 | -1.9 | -2.1 | 0.0 | 4.0 | -0.7 | -1.4 | -2.9 | -2.6 | 3.7 | GB00B1GJ9N38 | Daily | UK | Newton, a BNY Mellon Company | Paul Flood | 55 | 73 | 25 | 18 | 64 | |||||||||||
| BNY Mellon Real Return | Sep 1993 | Discretionary | Global | £3.1b | 1.00% | 0% | 250,000 | Daily | 0.2 | -1.8 | -7.8 | -0.1 | 3.5 | 1.7 | 1.4 | -0.9 | -7.5 | -1.8 | GB0001642635 | Daily | UK | Newton, a BNY Mellon Company | Suzanne Hutchins, Aron Pata... | 25 | 19 | 22 | 21 | 22 | |||||||||
| Carmignac Patrimoine | Nov 1990 | Discretionary | Global | £5.8b | 0.85% | 10% | 50,000,000 | Daily | -0.8 | -9.4 | 1.0 | 2.5 | -1.2 | -0.5 | -1.4 | -10.3 | -9.4 | FR0010135103 | Daily | France | Carmignac Gestion | Rose Ouahba, David Older | Article 8 | Yes | 16 | 24 | 25 | 27 | 25 | ||||||||
| Carmignac Portfolio - Patrimoine | Nov 2013 | Discretionary | Global | £1.1b | 0.85% | 10% | 1 | Daily | 0.9 | -7.9 | 1.0 | 2.6 | -0.9 | 0.3 | 0.0 | -7.2 | -5.4 | LU0992627967 | Daily | Luxembourg | Carmignac Gestion | Rose Ouahba, David Older | Article 8 | 27 | 35 | 25 | 29 | 29 | |||||||||
| DWS Concept Kaldemorgen | May 2011 | Discretionary | Global | £12.3b | 0.75% | 0% | 2,000,000 | Daily | 0.3 | 5.3 | -4.1 | 0.8 | 2.7 | 0.2 | 0.6 | 2.9 | 3.0 | 13.1 | LU1663838461 | Daily | Luxembourg | DWS Investment GmbH | Klaus Kaldemorgen | Article 8 | 72 | 59 | 39 | 31 | 82 | ||||||||
| Franklin K2 Athena Risk Premia UCITS Fund | Jun 2021 | Systematic | Global | £68m | 0.60% | 5,000,000 | Daily | -0.1 | 3.0 | 9.9 | -0.3 | -2.4 | 1.3 | 2.4 | 3.9 | 16.5 | LU2303826205 | Daily | Luxembourg | K2 Advisors | Paul Fraynt | Article 6 | |||||||||||||||
| GMO Global Real Return UCITS | Nov 2011 | Discretionary | Global | £541m | 0.80% | 0% | 5,000,000 | Daily | 7.5 | -3.9 | 0.5 | 3.7 | 1.2 | 6.1 | 7.2 | 5.1 | 6.9 | IE00B6WXZ693 | Daily | Ireland | Grantham, Mayo, Van Otterlo... | Ben Inker | 32 | 60 | 16 | 27 | 28 | ||||||||||
| JK Global Opportunities Fund | Apr 2009 | Discretionary | Global | £77m | 1.25% | 15% | 100,000 | Weekly | 2.0 | -21.9 | 0.2 | 2.8 | -1.4 | 3.7 | -0.5 | -20.7 | -14.3 | IE00BBCR2K90 | Weekly | Ireland | JK Investment Management LLP | Simon Jones, Francis Kirkpa... | 9 | 23 | 29 | 8 | 9 | ||||||||||
| Latitude Horizon Fund | Nov 2016 | Discretionary | Global | £341m | 0.75% | 20,000,000 | Daily | 2.4 | -4.6 | 0.3 | 1.4 | 0.9 | 1.7 | -0.3 | -0.6 | 13.3 | IE00BDC7CZ89 | Daily | Ireland | Latitude Investment Managem... | Freddie Lait | 68 | 77 | 18 | 16 | 66 | |||||||||||
| Lyxor Flexible Allocation | Aug 2012 | Global | £77m | 0.50% | 10% | 500,000 | Daily | 4.9 | -16.8 | 0.6 | 4.2 | 0.6 | 1.8 | 2.2 | -10.5 | -2.6 | LU1009070381 | Daily | Luxembourg | Lyxor Asset Management | Cédric Baron, Florence Barjou | 33 | 36 | 0 | 7 | 18 | |||||||||||
| Man AHL Active Balanced | Nov 2018 | Systematic | Global | £305m | 0.75% | 0% | No | 1,000,000 | Daily | 9.8 | -22.7 | 1.1 | 4.6 | 1.2 | 1.4 | 4.3 | -13.8 | -6.6 | IE00BGGLHL89 | Daily | Ireland | Man Group Plc | No | Yes | Article 6 | No | N/A | N/A | 23 | 21 | 5 | 4 | 7 | ||||
| Man AHL TargetRisk | Dec 2014 | Systematic | Global | £2.9b | 0.75% | 0% | No | 1,000,000 | Daily | 8.6 | -16.7 | 0.7 | 3.5 | 0.7 | 3.8 | 3.7 | -7.5 | 5.3 | IE00BRJT7H22 | Daily | Ireland | Man Group Plc | Russell Korgaonkar, Otto va... | No | Yes | Article 6 | No | N/A | N/A | 32 | 58 | 3 | 5 | 21 | |||
| Man Alternative Style Risk Premia | Oct 2017 | Systematic | Global | £252m | 1.00% | 0% | No | 1,000,000 | Daily | 5.8 | 11.4 | 0.0 | 0.8 | 3.4 | 5.4 | 5.6 | 22.5 | 33.7 | IE00BF52FK00 | Daily | Ireland | Man Group Plc | Jens Foehrenbach | No | Yes | Article 6 | No | N/A | N/A | 93 | 83 | 87 | 84 | 73 | |||
| Mariana Principal Asset Allocation Fund | Dec 2014 | Discretionary | Global | £3m | 0.65% | 1,000 | Daily | -0.1 | -6.8 | -0.5 | 0.0 | 1.7 | 2.4 | 1.5 | -6.1 | -0.7 | IE00BMMV1N47 | Daily | Ireland | Mariana Investment Partners | David Blake | Article 6 | 51 | 28 | 40 | 43 | 51 | ||||||||||
| M&G Dynamic Allocation Fund | Dec 2009 | Discretionary | Global | £1.9b | 0.75% | 500,000 | Daily | 0.1 | 6.2 | -0.8 | 0.8 | 4.7 | 1.2 | 3.0 | 4.8 | 7.3 | 12.9 | LU1582989965 | Daily | Luxembourg | M&G Investments | Juan Nevado, Tony Finding | Article 6 | 58 | 84 | 24 | 22 | 71 | |||||||||
| M&G Global Target Return Fund | Dec 2016 | Discretionary | Global | £125m | 0.50% | 500,000 | Daily | -0.1 | 4.8 | 6.2 | 0.5 | 3.5 | 2.9 | 3.7 | 5.6 | 12.5 | 13.8 | GB00BYM55C75 | Daily | UK | M&G Investments | Tristan Hanson | 95 | 67 | 36 | 62 | 99 | ||||||||||
| MontLake SHARP UCITS Fund | Jul 2020 | Systematic | Global | £168m | 0.65% | 12% | 100,000 | Daily | 0.0 | IE00BKSBDJ48 | Daily | Ireland | Banque Pâris Bertrand SA | Jerome Chagneau, Matthias J... | 40 | 21 | 3 | 11 | 25 | ||||||||||||||||||
| Natixis - Loomis Sayles Alternative Risk Premia | Oct 2020 | Systematic | Global | £21m | 1.00% | 100,000 | Daily | 10.0 | -3.5 | 0.2 | 2.9 | 2.9 | 8.2 | 8.0 | 10.9 | 11.6 | IE00BM9BYW79 | Daily | Ireland | Loomis, Sayles & Company | Loomis Sayles | Article 6 | |||||||||||||||
| New Capital Strategic Portfolio | Dec 2014 | Discretionary | Global | £381m | 1.21% | 1,000,000 | Daily | 15.8 | -29.7 | 1.1 | 11.0 | 1.3 | 3.9 | 10.1 | -17.5 | -10.4 | IE00BTJRKG04 | Daily | Ireland | EFG Asset Management | Moz Afzal, Sailesh Bhundia,... | Article 8 | 10 | 59 | 4 | 0 | 3 | ||||||||||
| Oyster Multi-Asset Absolute Return | Dec 2014 | Discretionary | Global | £49m | 0.50% | 1,000,000 | Daily | 0.8 | -13.1 | -1.5 | -1.1 | -0.6 | -12.1 | -10.2 | LU1130167288 | Daily | Luxembourg | Bank SYZ & Co | Adrien Pichoud, Fabrice Gorin | Article 8 | 38 | 15 | 1 | 26 | 36 | ||||||||||||
| Pictet Emerging Markets Multi Asset | Feb 2021 | Discretionary | Emerging Markets | £96m | 0.90% | 1,000,000 | Daily | 5.8 | -16.5 | 0.4 | 8.2 | 1.1 | 4.3 | 4.1 | -10.9 | LU2272220778 | Daily | Luxembourg | Pictet Funds (Europe) S.A. | Marco Piersimoni, Shaniel R... | Yes | Yes | Article 6 | Yes | Yes | Yes | |||||||||||
| Ruffer Total Return International | Jul 2011 | Discretionary | Global | £5.3b | 1.10% | 0% | No | 10,000,000 | Weekly | -9.9 | 4.6 | 0.4 | 0.9 | -0.7 | -2.7 | -10.0 | -6.4 | 4.3 | LU0638558394 | Weekly | Luxembourg | Ruffer LLP | Jacques Hirsch and Alex Le... | Yes | Yes | Article 6 | No | Yes | N/A | 85 | 63 | 63 | 69 | 59 | |||
| Seven Diversified Fund | Jan 2007 | Discretionary | Global | £53m | 1.00% | 10% | 100,000 | Daily | -0.6 | -15.1 | 0.4 | 2.8 | 0.0 | 2.0 | -3.7 | -13.9 | -8.8 | LU1229132441 | Daily | Luxembourg | Seven Capital Management | Seven Capital Management | 19 | 8 | 12 | 9 | 13 | ||||||||||
| SVS Church House Tenax Absolute Return Strategies | Nov 2007 | Discretionary | Global | £237m | 0.88% | 100,000 | Daily | -0.1 | 2.9 | -7.2 | 0.5 | 3.8 | 2.2 | 1.8 | 2.5 | -4.1 | -2.2 | GB00BNGY2T93 | Daily | UK | Church House Investment Man... | James Mahon, Jeremy Wharton | 7 | 13 | 4 | 22 | 26 | ||||||||||
| Systematica Alternative Risk Premia | Nov 2017 | Global | £147m | 1.00% | 0% | No | 100,000 | Daily | 5.2 | IE00BDGJFD96 | Daily | Ireland | Systematica Investments Lim... | Matthias Hagmann | No | No | Article 6 | No | N/A | N/A | 40 | 30 | 97 | 78 | 48 | ||||||||||||
| Tikehau International Cross Assets | Aug 2001 | Discretionary | Global | £397m | 1.00% | 10% | 1,000,000 | Daily | 5.8 | -8.6 | 0.2 | 2.2 | 1.7 | 3.0 | 4.9 | -0.5 | LU2147879626 | Daily | France | Tikehau Capital | Romain Friedman, Vincent Me... | Article 8 | 33 | 26 | 45 | 50 | 47 | ||||||||||
| Trojan Fund | May 2001 | Discretionary | Global | £5.9b | 1.00% | 250,000 | Daily | 0.0 | 1.0 | -3.8 | 0.1 | 0.4 | 0.0 | -0.2 | 0.2 | -1.2 | 9.0 | GB0034243732 | Daily | UK | Troy Asset Management | Sebastian Lyon | Yes | 79 | 58 | 31 | 34 | 82 | |||||||||
| Tungsten PARITON UI | Jun 2014 | Discretionary | Global | £28m | 1.25% | 15% | 250,000 | Daily | 8.5 | -21.2 | 1.5 | 6.2 | 0.7 | 2.1 | 0.3 | -12.8 | -10.1 | DE000A1W8945 | Daily | Germany | Tungsten Capital Management... | Lutz Klaus, Dominik Poiger,... | Article 8 | 7 | 6 | 5 | 2 | 4 | |||||||||
| Unigestion Classic Strategic | Mar 2021 | Discretionary | Global | £24m | 0.45% | No | 2,500,000 | Daily | 0.0 | KYG9348Z1072 | Daily | Unigestion SA | Jérôme Teïletche | Yes | Yes | Article 6 | Yes | Yes | N/A | ||||||||||||||||||
| Uni-Global - Cross Asset Navigator | Dec 2014 | Global | £23m | 0.60% | 0% | No | 250 | Daily | 5.8 | -12.9 | 0.7 | 5.1 | 0.6 | 2.4 | 2.9 | -5.6 | 3.9 | LU1132139657 | Daily | Luxembourg | Unigestion SA | Jérome Teiletche | Yes | Yes | Article 8 | Yes | Yes | N/A | 41 | 41 | 2 | 11 | 28 | ||||
| WS Ruffer Diversified Return Fund | Sep 2021 | Discretionary | UK | £2.0b | 0.90% | 0% | No | 50,000,000 | Daily | -0.4 | -7.4 | 5.2 | 0.2 | 1.4 | -0.3 | -0.9 | -6.9 | -2.8 | GB00BMWLQW82 | Daily | UK | Ruffer LLP | Duncan MacInnes & Ian Rees | Yes | Yes | Yes | Yes | Yes | |||||||||
| WS Ruffer Total Return | Sep 2000 | Discretionary | Global | £2.8b | 1.00% | 30,000,000 | Weekly | -7.6 | 4.5 | -0.1 | 1.5 | -0.1 | -1.7 | -6.9 | -3.9 | 7.3 | GB00B03JB001 | Weekly | UK | Ruffer LLP | Steve Russell, Alexander Ch... | 92 | 65 | 38 | 50 | 64 |
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