Multi Asset

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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
31 March 2023
£50.0b
-7.1% 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 -1.2 1.0
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
Show all
  • Region Global
  • Currency Local Currency
  • Frequency Monthly Rebalancing
  • Methodology Equally Weighted
  • Download Index Return Series

Index Constituents

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Overview Performance Return Attributes ESG Institutional Class Structure
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
AERA Fund SICAV Global Asset Strategy Oct 2016 Global £14m 0.50% 10% 1,000,000 Daily 0.0 LU1454978419 Daily Luxembourg Per4m Asset Management Article 6 18 5 13 13 27
AQR Global Risk Parity UCITS Fund Sep 2012 Global £458m 0.40% 0% No 100,000 Daily 1.0 1.0 -17.3 1.6 -0.9 1.4 -2.5 -8.4 -11.8 3.6 LU0995952727 Daily Luxembourg AQR Capital Management Ari Levine, Michael Mendels... Yes Yes Article 6 No N/A Yes 55 40 0 5 20
AZ Allocation - Global Balanced Sep 2006 Global £341m 1.50% 1,500 Daily 0.0 0.0 -3.2 0.0 0.2 1.6 -2.9 -2.5 1.3 2.2 LU0262757841 Daily Luxembourg Azimut Capital Management Andrea Aliberti, Gherardo S... 73 32 52 32 57
Berenberg Variato Dec 2018 Global £276m 0.65% 20% 100,000 Daily 0.0 2.4 -14.3 0.4 0.8 -0.4 -0.4 -1.5 -9.1 10.7 LU1878856126 Daily Luxembourg Joh. Berenberg, Gossler & C... Prof. Dr. Bernd Meyer, Ulri... Article 8 22 67 9 6 23
BNY Mellon Global Real Return Jun 2009 Global £281m 1.00% 0% 500,000 Daily 0.9 -1.8 -9.2 0.9 -1.3 -1.2 -1.3 -4.6 -9.2 5.1 IE00B504KD93 Daily Ireland Newton, a BNY Mellon Company Suzanne Hutchins, James Harris Article 6 40 53 16 23 43
Carmignac Patrimoine Nov 1990 Global £6.6b 0.85% 10% 50,000,000 Daily 0.9 -0.2 -9.4 1.1 0.0 0.5 -1.0 1.0 -12.7 -0.1 FR0010135103 Daily France Carmignac Gestion Rose Ouahba, David Older Article 8 Yes 20 38 22 27 42
Carmignac Portfolio - Patrimoine Nov 2013 Global £1.3b 0.85% 10% 1 Daily 0.9 0.6 -7.9 1.1 0.1 1.0 -0.4 2.7 -10.0 4.0 LU0992627967 Daily Luxembourg Carmignac Gestion Rose Ouahba, David Older Article 8 24 50 23 29 44
DWS Concept Kaldemorgen May 2011 Global £12.2b 0.75% 0% 2,000,000 Daily 0.2 5.0 -4.1 0.5 0.8 2.5 3.0 1.7 5.0 15.9 LU1663838461 Daily Luxembourg DWS Investment GmbH Klaus Kaldemorgen Article 8 74 64 30 30 73
GMO Global Real Return UCITS Nov 2011 Global £566m 0.80% 0% 5,000,000 Daily 0.7 1.2 -3.9 -0.4 -1.5 -1.4 1.1 -2.0 -7.9 6.8 IE00B6WXZ693 Daily Ireland Grantham, Mayo, Van Otterlo... Ben Inker 28 64 22 28 32
JK Global Opportunities Fund Apr 2009 Global £75m 1.25% 15% None 100,000 Weekly -1.6 -21.9 1.0 1.1 -1.8 -4.0 -10.7 -26.3 -0.5 IE00BBCR2K90 Weekly Ireland JK Investment Management LLP Simon Jones, Francis Kirkpa... 10 35 27 7 14
Kestrel Global Portfolio Apr 2010 Global £70m 1.00% n/a 10,000,000 Daily IE00B774VM27 Daily Ireland Kestrel Partners LLP John Ricciardi, Gustaf Hagerud
Latitude Horizon Fund Nov 2016 Global £323m 0.75% n/a 20,000,000 Daily 0.0 0.8 -4.6 -1.4 -2.1 -1.6 -2.0 -2.3 3.1 17.8 IE00BDC7CZ89 Daily Ireland Latitude Investment Managem... Freddie Lait 74 85 17 16 46
LF Ruffer Total Return Sep 2000 Global £3.4b 1.00% 30,000,000 Weekly -6.0 4.5 -0.8 -3.4 -5.0 -5.3 -4.8 -2.8 14.0 GB00B03JB001 Weekly UK Ruffer LLP Steve Russell, Alexander Ch... 97 83 48 52 60
Lyxor ARMA 8 Aug 2012 Global £79m 0.50% 10% EONIA 500,000 Daily 0.7 3.1 -16.8 0.2 -0.2 1.0 0.3 -4.8 -11.9 3.7 LU1009070381 Daily Luxembourg Lyxor Asset Management Cédric Baron, Florence Barjou 40 49 0 6 31
Lyxor / Bridgewater All Weather Sustainability Jun 2021 Global £88m 0.75% 0% No 1,000,000 Daily 0.4 2.3 -17.4 1.3 -1.8 1.5 -2.2 -6.3 IE00BMBSC882 Daily Ireland Bridgewater Associates LP No No Article 8 No N/A N/A
Man AHL Active Balanced Nov 2018 Global £389m 0.75% 0% No 1,000,000 Daily 1.0 8.3 -22.7 1.0 -0.4 5.1 3.1 -1.7 -9.8 -3.1 IE00BGGLHL89 Daily Ireland Man Group Plc No Yes Article 6 No N/A N/A 24 13 4 4 13
Man AHL Target Growth Alternative Jan 2021 Global £34m 0.60% 0% No 1,000,000 Daily 0.6 4.7 -11.6 0.4 0.3 2.5 1.8 0.7 -5.0 IE00BNDVWZ94 Daily Ireland Man Group Plc Russell Korgaonkar, Otto va... No Yes Article 6 No N/A N/A
Man AHL TargetRisk Dec 2014 Global £3.1b 0.75% 0% No 1,000,000 Daily 0.9 4.6 -16.7 0.5 -0.4 2.8 0.3 -3.9 -3.6 8.4 IE00BRJT7H22 Daily Ireland Man Group Plc Russell Korgaonkar, Otto va... No Yes Article 6 No N/A N/A 37 49 2 5 20
Mariana Principal Asset Allocation Fund Dec 2014 Global £6m 0.65% 1,000 Daily 0.2 -2.5 -6.8 -0.4 -2.2 -2.5 -0.7 -2.6 -7.4 0.4 IE00BMMV1N47 Daily Ireland Mariana Investment Partners David Blake Article 6 51 20 41 43 58
M&G Dynamic Allocation Fund Dec 2009 Global £2.0b 0.75% 500,000 Daily 1.0 4.1 -0.8 1.3 0.5 0.8 3.0 3.5 7.0 23.4 LU1582989965 Daily Luxembourg M&G Investments Juan Nevado, Tony Finding Article 6 61 91 23 22 53
M&G Global Target Return Fund Dec 2016 Global £88m 0.50% 500,000 Daily 0.2 1.2 6.2 0.2 -0.2 0.3 2.0 5.3 8.8 14.0 GB00BYM55C75 Daily UK M&G Investments Tristan Hanson 95 73 33 62 97
MontLake SHARP UCITS Fund Jul 2020 Global £168m 0.65% 12% 100,000 Daily 0.0 IE00BKSBDJ48 Daily Ireland Banque Pâris Bertrand SA Jerome Chagneau, Matthias J...
New Capital Strategic Portfolio Dec 2014 Global £408m 1.21% 1,000,000 Daily 1.0 11.5 -29.7 0.9 3.0 4.5 6.1 0.1 -22.0 9.0 IE00BTJRKG04 Daily Ireland EFG Asset Management Moz Afzal, Sailesh Bhundia,... Article 8 13 84 3 0 5
Newton Multi-Asset Diversified Return Apr 2003 Global £553m 1.00% None 250,000 Daily 0.4 0.1 -2.1 0.2 -1.7 -2.6 -0.9 -1.7 0.0 18.5 GB00B1GJ9N38 Daily UK Newton, a BNY Mellon Company Paul Flood 67 90 24 18 43
Newton Real Return Sep 1993 Global £3.7b 1.00% 0% 250,000 Daily 0.6 -2.4 -7.8 0.6 -1.6 -2.1 -1.5 -4.2 -7.9 5.0 GB0001642635 Daily UK Newton, a BNY Mellon Company Suzanne Hutchins, Aron Pata... 33 36 21 22 36
Oyster Multi-Asset Absolute Return Dec 2014 Global £58m 0.50% 1,000,000 Daily 0.2 1.9 -13.1 0.7 0.4 1.7 0.5 -2.4 -12.1 -3.6 LU1130167288 Daily Luxembourg Bank SYZ & Co Adrien Pichoud, Fabrice Gorin Article 8 35 16 1 25 65
Pictet Emerging Markets Multi Asset Feb 2021 Emerging Markets £110m 0.90% 1,000,000 Daily 0.8 1.4 -16.5 -0.2 -0.2 0.3 0.1 -6.8 -19.9 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 Global £5.8b 1.10% 0% No 10,000,000 Weekly 0.1 -7.4 4.6 -0.3 -3.0 -5.7 -7.7 -7.7 -4.2 12.9 LU0638558394 Weekly Luxembourg Ruffer LLP Jacques Hirsch and Alex Le... Yes Yes Article 6 No Yes N/A 93 84 67 73 75
Seven Diversified Fund Jan 2007 Global £58m 1.00% 10% EONIA 100,000 Daily 0.2 -2.6 -15.1 -0.3 -0.8 -3.2 -5.6 -7.2 -15.2 -11.2 LU1229132441 Daily Luxembourg Seven Capital Management Seven Capital Management 20 5 11 9 28
SVS Church House Tenax Absolute Return Strategies Nov 2007 Global £303m 0.88% n/a 100,000 Daily 0.3 1.4 -7.2 0.5 -1.2 -1.2 0.8 -2.4 -5.1 0.7 GB00BNGY2T93 Daily UK Church House Investment Man... James Mahon, Jeremy Wharton 18 21 1 23 40
Tikehau International Cross Assets Aug 2001 Global £460m 1.00% 10% 1,000,000 Daily 0.2 2.8 -8.6 -0.1 -0.3 1.7 1.9 -1.7 -3.7 LU2147879626 Daily France Tikehau Capital Romain Friedman, Vincent Me... Article 8 39 28 41 49 66
TMI Diversified Assets Sep 2013 Global £61m 0.75% 1,000 Daily 0.4 -4.7 -15.5 0.6 -0.9 -4.1 -6.1 -14.2 -12.9 -5.9 IE00BVDPT905 Daily Ireland Thomas Miller Investment Mark McKenzie, Abi Oladimeji 47 46 15 8 7
Trojan Fund May 2001 Global £6.4b 1.00% 250,000 Daily -0.1 1.3 -3.8 -0.2 -1.1 1.1 0.4 0.1 4.5 12.7 GB0034243732 Daily UK Troy Asset Management Sebastian Lyon Yes 89 71 29 35 77
Tungsten PARITON UI Jun 2014 Global £34m 1.25% 15% 250,000 Daily 0.8 6.2 -21.2 1.3 0.2 1.5 -1.8 -6.5 -14.7 -9.3 DE000A1W8945 Daily Germany Tungsten Capital Management... Lutz Klaus, Dominik Poiger,... Article 8 18 7 3 2 7
Unigestion Classic Strategic Mar 2021 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 £25m 0.60% 0% No 250 Daily 0.5 3.3 -12.9 0.4 0.2 1.9 0.7 -1.0 -5.7 3.9 LU1132139657 Daily Luxembourg Unigestion SA Jérome Teiletche Yes Yes Article 8 Yes Yes N/A 45 33 1 11 41
Displaying 1 - 36 of 36 funds. View all

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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.