Equity Long / Short Directional
Sub Index - Equity Long / Short Directional
Managers in this space are looking to maximise returns for their investors with relatively unconstrained, long-biased mandates (net exposure typically >50%). While there is still a focus on generating absolute returns, with managers having the ability to hedge exposures, volatility is it expected to be higher than the Conservative cohort of funds.
Strategy AUM
30 June 2023
£11.7b
-25.2% YoY
Performance
Monthly Returns
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.9 | -1.2 | 0.1 | -0.1 | -1.5 | 1.5 | 1.8 | -1.5 | 3.0 | |||||
| 2022 | -2.9 | -1.6 | -0.2 | -1.6 | 0.1 | -3.4 | 1.4 | -0.5 | -3.5 | 0.8 | 4.5 | -0.7 | -7.7 | |
| 2021 | -0.8 | 3.4 | 1.2 | 2.0 | 0.9 | -0.3 | -1.0 | 1.0 | -0.7 | 1.3 | -1.9 | 1.3 | 6.3 | |
| 2020 | -0.4 | -3.2 | -7.4 | 4.9 | 1.7 | 2.0 | 1.7 | 2.9 | -1.1 | -1.0 | 6.3 | 3.3 | 9.2 | |
| 2019 | 3.2 | 1.0 | 0.5 | 1.6 | -2.2 | 2.1 | 0.5 | -0.9 | -0.4 | 0.4 | 1.1 | 2.0 | 9.1 | |
| 2018 | 2.6 | -1.3 | -1.2 | 0.5 | 0.8 | -0.5 | 0.5 | -0.7 | -0.5 | -4.5 | -0.3 | -3.3 | -7.8 | |
| 2017 | 1.7 | 0.8 | 0.9 | 0.6 | 1.6 | 0.1 | 1.4 | 0.9 | 0.5 | 1.7 | 0.2 | 0.8 | 11.7 | |
| 2016 | -3.9 | -1.1 | 0.7 | -0.5 | 0.9 | -1.6 | 2.6 | 0.4 | 0.5 | -0.5 | -0.2 | 0.7 | -2.3 | |
| 2015 | 0.8 | 2.1 | 1.0 | 1.1 | 1.4 | -1.5 | 0.4 | -2.1 | -1.5 | 1.8 | 0.2 | -0.2 | 3.6 | |
| 2014 | -0.3 | 2.8 | -1.2 | -1.9 | 0.4 | 0.2 | -0.6 | 1.4 | -0.1 | -0.2 | 1.7 | 0.2 | 2.3 | |
| 2013 | 4.1 | 1.2 | 0.9 | 0.5 | 2.3 | -2.1 | 3.0 | -0.8 | 1.9 | 2.8 | 1.7 | 1.8 | 18.7 | |
| 2012 | 2.7 | 3.3 | -0.3 | -0.5 | -3.3 | 0.6 | 0.8 | 1.0 | 1.4 | 1.1 | 1.2 | 1.2 | 9.4 | |
| 2011 | -0.3 | 0.4 | 0.4 | 1.4 | -0.8 | -0.4 | -0.5 | -3.6 | -4.4 | 3.9 | -1.5 | -0.1 | -5.4 | |
| 2010 | -1.3 | 2.0 | 2.3 | 0.2 | -1.9 | -1.4 | 1.3 | -0.1 | 4.9 | 1.7 | 0.3 | 2.9 | 11.3 | |
| Show all | ||||||||||||||
Index Constituents
| Name | Inception Date | 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 |
||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| KLS Corinium Emerging Markets All Weather | Apr 2017 | Emerging Markets | £37m | 1.30% | 0% | No | 100,000 | Daily | -0.3 | -10.4 | -12.3 | -0.2 | -0.2 | -2.4 | -5.3 | -7.6 | -24.5 | -6.2 | IE00BYQ00780 | Daily | Ireland | Kepler Partners LLP | Ed Butchart | Yes | Yes | Article 6 | Yes | Yes | Yes | 5 | 34 | 34 | 14 | 9 | ||
| Levendi Thornbridge Defined Fund | Jan 2018 | Global | £108m | 0.60% | 5,000,000 | Daily | 0.9 | 8.4 | -0.5 | -0.5 | 1.8 | 2.5 | 4.7 | 18.1 | 11.0 | 23.7 | IE00BYV3WJ85 | Daily | Ireland | Levendi Investment Manageme... | Thornbridge Investment Mana... | 69 | 85 | 13 | 18 | 54 | ||||||||||
| LF Lancaster Absolute Return | May 2009 | Global | £465m | 0.75% | 20% | No | 100,000 | Daily | 3.3 | -5.4 | 10.7 | 2.0 | 3.5 | 4.2 | -5.5 | 11.0 | 5.2 | 55.4 | GB00B55NGS86 | Daily | UK | Odey Asset Management | James Hanbury | No | No | Article 6 | No | N/A | N/A | 47 | 96 | 59 | 64 | 38 | ||
| Liontrust GF European Strategic Equity | Feb 2012 | Europe | £113m | 1.00% | 20% | 5,000,000 | Daily | 0.1 | 0.1 | 18.3 | -0.7 | 1.5 | 3.6 | 2.4 | 2.5 | 32.9 | 79.7 | IE00BLG2W007 | Daily | Ireland | Liontrust Asset Management | James Inglis-Jones, Samanth... | Article 6 | 75 | 99 | 83 | 95 | 66 | ||||||||
| Liontrust GF Tortoise Fund | Aug 2007 | Global | £216m | 1.00% | 20% | Yes | 500,000 | Daily | 0.1 | 6.3 | 19.9 | -0.1 | 0.5 | -0.4 | 0.8 | 16.7 | 28.0 | 74.4 | IE00B3CQKZ16 | Daily | Ireland | Majedie Asset Management | Liontrust | Yes | Yes | Article 6 | No | Yes | N/A | 71 | 99 | 59 | 91 | 62 | ||
| Lumyna - Proxy P Energy Transition UCITS Fund | Apr 2022 | Global | £33m | 0.75% | 20% | 1,000,000 | Daily | -4.6 | -13.8 | -1.5 | -3.0 | -10.6 | -15.2 | -12.5 | LU2420407590 | Daily | Luxembourg | Proxy P Management AB | Article 9 | |||||||||||||||||
| Moneta Long Short | Dec 2006 | Europe | £386m | 1.50% | 20% | Yes | 10,000 | Daily | -0.1 | 3.9 | -3.1 | -0.6 | 0.5 | 1.6 | 2.8 | 6.7 | 0.6 | 20.5 | FR0010400762 | Daily | France | Moneta Asset Management | Gregoire Uettwiller, Romain... | 45 | 79 | 42 | 25 | 71 | ||||||||
| MontLake Disciplined Alpha U.S. Long Short UCITS Fund | Jun 2020 | US | £4m | 1.25% | 20% | 5,000,000 | Daily | 1.2 | -20.5 | 9.1 | 0.1 | 4.2 | -1.4 | -8.8 | -14.6 | -3.9 | 20.4 | IE00BLWDTQ26 | Daily | Ireland | Disciplined Alpha LLC | Kevin W. Shea | 68 | 88 | 38 | 27 | 14 | |||||||||
| Montlake Tosca UCITS | Nov 2018 | Global | £144m | 1.50% | 20% | No | 100,000 | Daily | -0.5 | -1.2 | 8.0 | 0.1 | -0.6 | -0.2 | 2.8 | 6.6 | 5.9 | 30.2 | IE00BFY6PC57 | Daily | Ireland | ML Capital Asset Management | Johnny de la Hey | Yes | Yes | Article 6 | No | N/A | N/A | 70 | 97 | 61 | 76 | 55 | ||
| MontLake Virtuoso | Jul 2020 | Europe | £11m | 1.50% | 20% | 1,000,000 | Daily | -1.6 | 4.1 | -22.2 | -1.1 | -0.9 | -2.1 | -4.1 | 1.4 | -18.6 | -6.5 | IE00BLDGJW61 | Daily | Ireland | Virtuoso Advisory | Aimone Beretta, Alberto Ma... | 2 | 12 | 20 | 4 | 8 | |||||||||
| Neuberger Berman US Long Short Equity | Feb 2014 | US | £176m | 1.35% | 2,500,000 | Daily | -1.2 | 8.0 | -7.7 | -0.8 | -0.5 | 1.8 | 4.8 | 9.4 | -0.4 | 9.8 | IE00BJTCX997 | Daily | Ireland | Neuberger Berman | Charles Kantor | Article 8 | 62 | 62 | 8 | 18 | 48 | |||||||||
| Otus Maga Smaller Companies UCITS Fund | Jan 2015 | Europe | £110m | 1.75% | 20% | 100,000 | Weekly | 0.0 | IE00BRCJDL54 | Weekly | Ireland | Otus Capital Management | Andrew Gibbs, Roberto Casoni | 75 | 95 | 61 | 51 | 77 | ||||||||||||||||||
| Ox Capital Dynamic Asia Fund | Nov 2022 | Asia | £86m | 0.70% | 15% | No | 0 | Daily | -3.1 | -7.9 | -1.3 | -2.1 | -4.3 | -6.1 | IE000I5GPA28 | Daily | Ireland | Ox Capital | Dr Joseph Lai | Yes | Yes | Article 8 | Yes | N/A | N/A | |||||||||||
| Pictet Mandarin | Oct 2010 | Asia | £530m | 1.10% | 20% | Yes | 1,000,000 | Daily | -2.0 | 1.9 | -9.7 | -0.6 | -0.8 | 0.1 | -1.2 | 6.0 | -14.1 | -6.0 | LU0496443457 | Daily | Luxembourg | Pictet Funds (Europe) S.A. | Lan Wang Simond | Yes | Yes | Article 6 | Yes | Yes | Yes | 30 | 31 | 64 | 57 | 12 | ||
| Pictet TR - Corto Europe | Apr 2010 | Europe | £727m | 1.10% | 20% | Yes | 1,000,000 | Daily | 0.4 | 0.5 | -3.1 | -0.6 | 0.6 | -0.5 | -0.1 | -0.2 | -2.6 | 2.8 | LU0496442640 | Daily | Luxembourg | Pictet Funds (Europe) S.A. | Philippe Sarreau | Yes | Yes | Article 6 | Yes | Yes | Yes | 78 | 44 | 68 | 56 | 86 | ||
| Platinum World Portfolios - Asia Fund | Nov 2015 | Asia | £14m | 0.75% | 15% | Yes | 500,000 | Daily | -2.8 | -3.8 | -14.4 | -1.6 | -0.5 | -4.4 | -5.4 | 6.4 | -19.3 | -9.5 | IE00BYRGR522 | Daily | Ireland | Platinum Asset Management | Andrew Clifford & Cameron R... | Yes | Yes | Article 6 | Yes | Yes | N/A | 1 | 47 | 39 | 15 | 3 | ||
| Platinum World Portfolios - International Fund | Nov 2015 | Global | £34m | 1.40% | 0% | No | 100,000 | Daily | -2.8 | -0.2 | -7.0 | -1.9 | 0.2 | -2.5 | -1.6 | 15.4 | -6.1 | 19.8 | IE00BYRGQZ50 | Daily | Ireland | Platinum Asset Management | Andrew Clifford, Clay Smoli... | Yes | Yes | Article 6 | Yes | Yes | N/A | 22 | 88 | 24 | 13 | 16 | ||
| Platinum World Portfolios - Japan Fund | Nov 2015 | Japan | £9m | 1.40% | 0% | No | 100,000 | Daily | -3.1 | 4.8 | -12.1 | -2.8 | 0.0 | -2.8 | 0.7 | 14.2 | -12.0 | 12.7 | IE00BYRGRJ67 | Daily | Ireland | Platinum Asset Management | James Halse | Yes | Yes | Article 6 | Yes | Yes | N/A | 26 | 85 | 12 | 6 | 16 | ||
| Portland Hill Fund SICAV - ESG Catalyst Driven Strategy | Sep 2014 | Global | £17m | 1.50% | 20% | No | 1,000,000 | Daily | -3.7 | 8.5 | -28.2 | -1.2 | -1.5 | -2.1 | -1.0 | 15.9 | -24.4 | -17.5 | LU1106978643 | Daily | Luxembourg | Other | Thierry Lucas | No | Yes | Article 8 | Yes | Yes | No | 2 | 6 | 14 | 2 | 1 | ||
| Quadriga AZ Total Return | Feb 2012 | Global | £5m | 0.50% | 10% | No | 50,000 | Daily | 0.0 | LU0725183734 | Daily | Luxembourg | Quadriga Asset Managers | Jose Maria Aznar, Christian... | No | No | Article 6 | No | N/A | N/A | 58 | 85 | 34 | 25 | 57 | |||||||||||
| Quadriga QSR Global | Jul 2022 | Global | £5m | 0.75% | 0% | No | 0 | Daily | 1.4 | 10.3 | 3.5 | -0.6 | 1.6 | 6.7 | 1.9 | 27.9 | 14.8 | 11.0 | LU1919525458 | Daily | Luxembourg | Quadriga Asset Managers | Christian Thum | No | No | Article 6 | No | N/A | N/A | |||||||
| Schroder GAIA Egerton Equity | Nov 2009 | Global | £370m | 1.25% | 20% | 500,000 | Weekly | 0.2 | 9.2 | -12.9 | -1.4 | 1.7 | 5.1 | 12.9 | 16.5 | -2.3 | 6.1 | LU0548375855 | Weekly | Luxembourg | Egerton Capital | John Armitage | Article 6 | 33 | 59 | 11 | 4 | 18 | ||||||||
| Schroder GAIA SEG US Equity | Dec 2011 | US | £303m | 1.40% | 20% | 1,000,000 | Weekly | -2.5 | -12.2 | 2.6 | 0.3 | 2.8 | -11.9 | 9.2 | LU0669522665 | Weekly | Luxembourg | Select Equity Group, L.P. | George S. Loening | Article 6 | 41 | 74 | 15 | 6 | 18 | |||||||||||
| Schroder GAIA Sirios US Equity | Feb 2013 | US | £152m | 1.50% | 20% | 500,000 | Daily | -0.4 | 8.0 | -2.4 | -1.0 | -0.1 | 1.5 | 8.0 | 13.8 | 7.6 | 24.9 | LU0885728070 | Daily | Luxembourg | Sirios Capital Management | John F. Brennan, Jr. | Article 6 | 63 | 87 | 23 | 19 | 70 | ||||||||
| Seahawk Equity Long Short Fund | May 2019 | Global | £57m | 1.25% | 15% | 625,000 | Daily | 40.8 | LU1910828851 | Daily | Luxembourg | Seahawk Investments | Seahawk | Article 6 | 83 | 100 | 49 | 38 | 49 | |||||||||||||||||
| SEB Sissener Canopus | Apr 2012 | Europe | £223m | 1.10% | 20% | 1,000,000 | Daily | 3.6 | 1.8 | 8.5 | 1.7 | 4.5 | 9.4 | 8.6 | 12.7 | 9.3 | 49.7 | LU0694232058 | Daily | Luxembourg | Sissener AS | Jan Petter Sissener, Bjorn ... | 75 | 95 | 49 | 26 | 51 | |||||||||
| Summit Sustainable Opportunities L/S Equity Fund | Jun 2020 | Global | £16m | 1.00% | 15% | 1,000,000 | Daily | -5.1 | 2.0 | -26.5 | -2.3 | -1.4 | -7.3 | -1.5 | -2.5 | -26.2 | 1.3 | IE00BJVLSZ54 | Daily | Ireland | Summit Partners Public Asse... | Article 8 | 22 | 86 | 28 | 5 | 9 | |||||||||
| SWMC European Fund | Nov 2011 | Europe | £46m | 1.00% | 20% | 1,000,000 | Daily | -1.4 | 8.0 | -5.6 | -1.7 | 0.1 | 4.7 | 6.5 | 20.8 | 3.9 | 40.5 | IE00B4LH9995 | Daily | Ireland | S. W. Mitchell Capital | Stuart Mitchell | 39 | 94 | 36 | 4 | 34 | |||||||||
| Sycomore L/S Opportunities | Oct 2004 | Europe | £142m | 1.00% | 25% | 4% | Daily | -1.7 | 1.2 | -16.2 | -0.2 | -1.2 | -0.6 | 0.7 | 4.1 | -17.5 | -2.6 | FR0010473991 | Daily | France | Sycomore Asset Management | Gilles Sitbon | 12 | 20 | 33 | 9 | 11 | |||||||||
| U Access (IRL) Shannon River | Oct 2019 | US | £40m | 1.20% | 20% | 1,000,000 | Daily | -0.7 | 14.5 | -20.5 | 0.5 | 0.7 | -0.7 | 4.0 | 12.0 | -16.2 | -8.5 | IE00BKDRX971 | Daily | Ireland | Shannon River Fund Manageme... | Spencer Waxman | 17 | 8 | 52 | 13 | 4 | |||||||||
| UBS Equity Opportunity Long Short | Oct 2010 | Europe | £74m | 0.75% | 20% | Daily | 2.1 | -6.1 | -2.0 | 0.8 | 0.8 | -0.7 | -3.2 | -8.1 | -5.1 | -6.5 | IE00B841P542 | Daily | Ireland | UBS Asset Management | Max Anderl, Jeremy Leung | Article 6 | 79 | 22 | 68 | 71 | 25 | |||||||||
| Varenne Global | Jan 2014 | Global | £308m | 1.10% | 15.0% | 3,000,000 | Daily | -8.0 | -8.0 | -5.0 | -2.0 | 11.6 | 48.8 | 41.8 | LU2358391725 | Daily | France | Varenne Capital Partners | Giuseppe Perrone, Marco Sor... | 32 | 77 | 19 | 2 | 11 | ||||||||||||
| Varenne Valeur | Jan 2003 | Global | £1.3b | 1.10% | 15.0% | Yes | 3,000,000 | Daily | -8.8 | 3.0 | -8.1 | -2.6 | 20.8 | 25.7 | LU2358392376 | Daily | France | Varenne Capital Partners | Giuseppe Perrone, Marco Sor... | 44 | 78 | 35 | 12 | 30 | ||||||||||||
| Veritas China | Oct 2009 | Asia | £28m | 1.00% | 20% | MSCI AC Asia Pacific | 50,000 | Daily | 0.1 | -13.9 | -8.5 | -0.7 | 1.6 | 0.9 | -11.9 | -16.6 | -19.7 | -19.4 | IE00B4QQGK12 | Daily | Ireland | Veritas Asset Management | Ezra Sun | 6 | 4 | 69 | 72 | 2 | ||||||||
| VT - Clear Peak Capital UK Long/Short Equity | Jul 2019 | UK | £2m | 0.75% | 1,000 | Daily | 0.8 | -3.3 | 13.0 | 0.8 | -0.6 | 0.7 | -1.0 | -1.2 | -1.1 | 1.3 | GB00BJXS2B80 | Daily | UK | Clear Peak Capital LLP | 6 | 13 | 99 | 95 | 12 | |||||||||||
| Westbeck Energy Transition UCITS Fund | May 2023 | Global | 1.50% | 20% | No | 500,000 | 0.0 | IE000EW86791 | Ireland | Westbeck Capital Management... | Will Smith | No | Yes | Article 8 | Yes | N/A | N/A |
