Equity Long / Short

Strategy Research, 13 Nov 2020

Index Research Funds

AH Equity Long / Short UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 -0.2 -2.5 -5.2 3.6 1.1 1.5 1.3 1.9 -0.6 -0.6 4.2 2.5 6.7
2019 2.1 0.7 0.2 0.9 -1.3 1.2 0.4 -0.5 -0.2 0.3 0.8 1.3 6.1
2018 1.7 -0.9 -0.5 0.4 0.6 -0.4 0.3 -0.3 -0.4 -3.0 -0.6 -1.9 -4.9
2017 1.0 0.3 0.8 0.6 0.9 0.0 0.9 0.5 0.4 0.9 -0.1 0.5 6.9
2016 -2.6 -0.9 0.4 -0.5 0.8 -1.3 1.6 0.3 0.4 -0.4 -0.3 0.7 -1.8
2015 0.9 1.7 0.7 0.7 1.2 -1.2 0.6 -1.4 -1.0 1.4 0.3 0.0 3.8
2014 -0.2 2.1 -1.0 -1.5 0.4 0.3 -0.8 0.9 -0.2 -0.3 1.0 0.0 0.6
2013 2.6 0.8 0.7 0.2 1.3 -1.1 2.4 -0.6 1.2 2.0 1.0 1.3 12.3
2012 2.3 2.2 -0.6 -0.3 -2.9 0.4 0.9 0.6 1.3 0.7 0.6 0.8 6.2
2011 -0.4 -0.1 0.5 0.8 -0.9 -0.4 -0.3 -3.7 -2.4 2.2 -1.7 -0.6 -6.8
2010 -1.2 0.3 1.9 0.2 -3.1 -1.4 1.4 -0.5 3.3 1.4 -0.1 2.4 4.4
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Top Funds YTD

YTD
Janus Henderson Horizon China Fund Directional 12.9
Veritas China Directional 12.7
BANOR SICAV Greater China Equity Directional 12.6
Pictet Mandarin Directional 9.0
BNP Paribas Environmental Absolute Return ... Conservative 8.5
Summit Sustainable Opportunities L/S Equit... Directional 8.5
Platinum World Portfolios - Asia Fund Directional 7.3
Franklin K2 Electron Global UCITS Fund Directional 7.2
Prosper Stars & Stripes Conservative 7.2
Odey Special Situations Directional 7.1

Bottom Funds YTD

YTD
LO Funds - Fundamental Equity Long Short Conservative -11.3
Odey Absolute Return Directional -8.1
Carmignac Portfolio Long-Short Global Equi... Conservative -5.7
Wellington Disruptive Technology and Innov... Directional -4.0
VT - Clear Peak Capital UK Long/Short Equity Directional -3.8
H2O Global L/S Opportunities Directional -3.5
Liontrust GF European Strategic Equity Directional -3.4
BlackRock Emerging Markets Absolute Return Conservative -3.0
BANOR SICAV Mistral Long Short Equity Directional -2.8
Ennismore European Smaller Companies Directional -2.8

Largest New Launches (12M)

AUM
BNP Paribas Environmental Absolute Return Thema... £71m
MontLake Virtuoso £5m

Strategy AUM

30 September 2020
£33.1b -14% YOY

Largest Equity Long / Short Funds

AUM
Janus Henderson United Kingdom A... £2.4b
BlackRock European Absolute Return £2.0b
Eleva Absolute Return Europe £2.0b
Janus Henderson UK Absolute Return £1.4b
Marshall Wace - MW TOPS UCITS £1.3b

Largest Inflows (Q3'20 - Q3'19)

Change AUM
Eleva Absolute Return Europe £910m £2.0b
BlackRock European Absolute Return £602m £2.0b
BlackRock Emerging Companies Abs... £437m £773m
Lyxor / Sandler US Equity £407m £995m
BlackRock European Absolute Alpha £300m £504m

Largest Outflows (Q3'20 - Q3'19)

Change AUM
Jupiter Absolute Return (UK) £-1,045m £218m
Majedie Tortoise £-388m £365m
Janus Henderson UK Absolute Return £-375m £1.4b
Marshall Wace - MW TOPS UCITS £-346m £1.3b
Kairos Pegasus UCITS £-345m £228m

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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.