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
2022 -3.0 -0.5 0.3 -2.1 -0.8 -3.7 2.3 -1.5 -3.7 -12.3
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
Download Index Return Series

Top Funds YTD

YTD
M&G Global Target Return Fund 3.0
Ruffer Total Return International 1.2
LF Ruffer Total Return -1.4
AZ Allocation - Global Balanced -2.2
DWS Concept Kaldemorgen -3.3
Trojan Fund -3.7
M&G Dynamic Allocation Fund -5.0
Newton Multi-Asset Diversified Return -5.5
Latitude Horizon Fund -5.9
Mariana Principal Asset Allocation Fund -9.1

Bottom Funds YTD

YTD
New Capital Strategic Portfolio -31.1
Man AHL Active Balanced -21.8
JK Global Opportunities Fund -21.6
Lyxor / Bridgewater All Weather Sustainabi... -19.3
Tungsten PARITON UI -18.1
Pictet Emerging Markets Multi Asset -17.0
AQR Global Risk Parity UCITS Fund -16.8
Man AHL TargetRisk -16.2
Lyxor ARMA 8 -16.1
Seven Diversified Fund -15.9

Strategy AUM

30 June 2022
£52.1b -4% YOY

Largest Multi Asset Funds

AUM
DWS Concept Kaldemorgen £11.0b
Carmignac Patrimoine £6.8b
Trojan Fund £6.3b
Ruffer Total Return International £4.9b
Newton Real Return £4.8b

Largest Inflows (Q2'22 - Q2'21)

Change AUM
Trojan Fund £554m £6.3b
Latitude Horizon Fund £105m £298m
Newton Multi-Asset Diversified R... £91m £515m
Lyxor / Bridgewater All Weather ... £84m £152m
Man AHL TargetRisk £47m £3.6b

Largest Outflows (Q2'22 - Q2'21)

Change AUM
Carmignac Patrimoine £-3,136m £6.8b
Newton Real Return £-929m £4.8b
M&G Dynamic Allocation Fund £-533m £2.1b
LF Ruffer Total Return £-460m £3.6b
GMO Global Real Return UCITS £-386m £1.1b

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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.