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
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
JK Global Opportunities Fund 3.3
Seven Diversified Fund 3.0
Carmignac Portfolio - Patrimoine 2.8
Man AHL TargetRisk 2.7
Carmignac Patrimoine 2.7
AQR Global Risk Parity UCITS 2.2
Lyxor ARMA 8 2.0
Trojan Fund 1.9
Kestrel Global Portfolio 1.9
Green Ash Multi Asset UCITS 1.7

Bottom Funds YTD

YTD
Ruffer Total Return -0.5
M&G Global Target Return Fund -0.4
Odey Portfolio 0.1
M&G Dynamic Allocation Fund 0.2
Invesco Global Absolute Return 0.2
AZ StrategicTrend 0.4
SVS Church House Tenax Absolute Return Str... 0.5
Latitude Horizon Fund 0.5
Invesco Balanced Risk 8 0.6
Odey Opportunity 0.7

Strategy AUM

30 September 2019
£45.2b -12% YOY

Largest Multi Asset Funds

AUM
Carmignac Patrimoine £9.8b
Newton Real Return £6.4b
M&G Dynamic Allocation Fund £5.0b
Trojan Fund £4.4b
Ruffer Total Return £3.2b

Largest Inflows (Q3'19 - Q3'18)

Change AUM
Man AHL TargetRisk £676m £1.2b
Man AHL TargetRisk £611m £1.2b
Tikehau Income Cross Assets £493m £639m
Trojan Fund £329m £4.4b
Nordea 1 - Multi-Asset £312m £2.3b

Largest Outflows (Q3'19 - Q3'18)

Change AUM
Carmignac Patrimoine £-5,467m £9.8b
Carmignac Patrimoine £-3,206m £9.8b
Newton Real Return £-2,019m £6.4b
M&G Dynamic Allocation Fund £-1,674m £5.0b
Newton Real Return £-1,182m £6.4b

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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.