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
2020 0.2 -2.9 -6.1 4.0 1.4 1.0 2.1 1.5 -1.1 -0.2
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 19.4
JK Global Opportunities Fund 14.5
Carmignac Portfolio - Patrimoine 7.1
Trojan Fund 7.0
Ruffer Total Return 6.5
Carmignac Patrimoine 6.3
Nordea 1 - Multi-Asset 6.3
Lyxor ARMA 8 5.8
BNY Mellon Global Real Return 3.5
Green Ash Multi Asset UCITS 3.0

Bottom Funds YTD

YTD
Invesco Global Absolute Return -11.8
Uni-Global - Cross Asset Navigator -7.8
Odey Portfolio -7.7
AZ StrategicTrend -7.5
M&G Dynamic Allocation Fund -6.9
Tungsten PARITON UI -5.2
Tideway Real Return -4.6
Fulcrum Diversified Liquid Alternatives -1.3
Lazard Diversified Return Fund -1.3
AQR Global Risk Parity UCITS -0.9

Strategy AUM

30 June 2020
£40.8b -10% YOY

Largest Multi Asset Funds

AUM
Carmignac Patrimoine £9.6b
Newton Real Return £5.5b
Trojan Fund £4.9b
M&G Dynamic Allocation Fund £3.6b
Ruffer Total Return £3.3b

Largest Inflows (Q2'20 - Q2'19)

Change AUM
Man AHL TargetRisk £1.3b £2.2b
Trojan Fund £816m £4.9b
Nordea 1 - Multi-Asset £632m £2.7b
Tikehau Income Cross Assets £541m £639m
SVS Church House Tenax Absolute ... £108m £478m

Largest Outflows (Q2'20 - Q2'19)

Change AUM
M&G Dynamic Allocation Fund £-2,494m £3.6b
Carmignac Patrimoine £-1,778m £9.6b
Newton Real Return £-1,258m £5.5b
GMO Global Real Return UCITS £-740m £0m
Uni-Global - Cross Asset Navigator £-78m £209m

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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.