Sub Index - Merger Event

Merger Event funds generally have a more flexible mandate compared to 'pure' Merger Arb managers allowing them to allocate to hard catalyst M&A situations (up to 70-80% of risk) as well as other event driven opportunities, such as non-announced deals or softer forms of corporate change.

Strategy AUM
31 December 2023
£5.5b
-26.8% YoY

Performance

Monthly Returns

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2024 -0.3 0.4 0.1
2023 0.2 -0.1 -0.8 0.2 -1.7 1.0 1.2 0.9 0.5 -0.9 1.7 1.5 3.8
2022 -0.6 0.0 0.0 -0.7 -0.9 -1.4 0.9 0.6 -1.3 0.5 0.6 0.1 -2.0
2021 0.1 0.7 -0.1 1.3 0.4 -0.1 -0.8 0.8 0.3 0.3 -0.3 0.3 2.9
2020 0.2 -0.4 -6.9 4.3 0.5 0.5 0.7 0.4 -0.4 -0.2 2.4 1.1 1.8
2019 1.1 0.8 0.7 1.0 -0.9 -0.1 0.3 -0.4 -0.2 0.2 0.2 0.6 3.4
2018 0.3 -0.2 -1.4 -0.4 0.7 0.3 -1.0 0.3 0.1 -1.1 0.4 -0.6 -2.5
2017 0.3 0.4 -0.6 0.8 0.0 0.1 0.6 -1.8 0.0 -0.6 -1.2 1.1 -0.8
2016 -1.0 -0.4 0.1 -0.4 0.4 -0.4 1.2 0.4 -0.1 -1.4 0.4 0.7 -0.5
2015 -0.2 2.2 0.2 0.4 1.0 -1.2 -0.3 -2.0 -2.1 -0.2 -0.3 0.0 -2.4
2014 0.5 1.3 -0.5 -0.1 0.7 0.7 -0.6 0.1 -0.7 -2.4 1.0 -0.3 -0.4
2013 0.6 0.2 0.8 0.7 1.1 -0.7 1.3 -0.1 1.0 0.4 0.3 0.7 6.5
2012 1.6 1.6 1.1 0.2 -0.8 0.0 -0.1 1.1 -0.1 -0.7 0.5 1.5 6.2
2011 1.3 0.8 -0.1 0.4 -1.0 -0.4 -0.6 -1.6 -1.2 2.1 -0.8 0.4 -0.8
2010 0.6 -0.4 -0.1 0.2 -0.5 -0.1 1.4 0.1 0.4 0.3 -0.2 1.1 2.7
Show all
  • Region Global
  • Currency Local Currency
  • Frequency Monthly Rebalancing
  • Methodology Equally Weighted
  • Download Index Return Series

Index Constituents

Filter by:
Name Inception Date Geography AUM AMC Perf. Fee Hurdle Min Inv. Liquidity MTD YTD 2023 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
AB Event Driven Portfolio Feb 2020 Global £170m 0.80% 0% No 1,000,000 Daily 0.3 -2.4 2.3 -0.1 -0.5 -1.6 -0.7 2.6 -3.3 -2.9 LU2106585560 Daily Luxembourg Alliance Bernstein Vikas Kapoor, Scott Schefri... Yes Yes Article 8 Yes N/A Yes 22 38 62 52 50
Amundi Sand Grove Event Driven Fund Jul 2023 Global £38m 1.50% 20% No 100,000 Daily 2.8 1.0 1.7 4.7 5.8 IE000A42QMM8 Daily Ireland Sand Grove Capital Manageme... Yes Yes Article 6 No N/A N/A
AQR Sustainable Corporate Arbitrage UCITS Fund Jun 2021 Global £104m 1.30% 0% No 100,000 Daily 0.0 -0.5 4.9 -0.2 0.2 1.3 1.1 3.5 3.1 LU2319525270 Daily Luxembourg AQR Capital Management Mark Mitchell, Todd Pulvino... Yes Yes Article 8 Yes Yes Yes
BlackRock Global Event Driven Fund Aug 2015 Global £2.1b 1.00% 20% No 0 Daily -0.4 -0.3 7.3 -0.4 0.5 2.9 3.6 4.5 4.4 5.3 LU1251621188 Daily Luxembourg BlackRock Investment Manage... Mark McKenna Yes Yes Article 6 Yes Yes Yes 53 50 38 35 73
Candriam Index Arbitrage Sep 2003 Global £440m 0.24% 20% Yes 250,000 Daily 0.4 3.7 0.1 0.2 0.8 1.8 3.7 2.0 3.6 FR0010016477 Daily France Candriam Emmanuel Terraz, Olivier Ro... Yes Yes Article 6 No Yes Yes 73 39 59 66 80
IAM O’Connor Event Driven UCITS Fund Feb 2021 Global £218m 1.05% 20% No 0 Weekly 0.2 4.9 -0.3 0.5 1.2 2.4 5.4 3.2 5.0 IE00BKX8M377 Weekly Ireland International Asset Management Joe Newell, Blake Hiltabrand Yes Yes Article 6 No N/A N/A
Kite Lake Event Driven UCITS May 2017 Global £408m 1.25% 20% None 1,000,000 Weekly -0.3 0.8 0.0 2.2 3.9 1.7 3.8 6.4 IE00BYXZ2F80 Weekly Ireland Kite Lake Capital Jamie Sherman 72 55 39 62 61
KLS Athos Event Driven Apr 2021 Global £45m 1.25% 20% Yes 1,000,000 Daily -0.9 7.5 0.4 1.1 0.9 4.3 7.0 4.0 IE00BN7J4Q47 Daily Ireland Athos Capital Limited Matthew Moskey, Fred Schult... Yes Yes Article 8 Yes No N/A
Leadersel Event Driven May 2016 Global £167m 1.50% 20% 500,000 Daily 0.2 0.7 -0.1 0.7 1.1 2.1 1.1 -2.3 -2.5 LU1323913191 Daily Luxembourg Ersel Asset Management Sgr SpA Giorgio Nicola, Riccardo Co... 33 21 42 45 57
LO Event Convexity Oct 2015 Global £67m 1.50% 20% None 1,000,000 Weekly 1.2 7.3 0.0 0.4 3.0 5.5 7.8 5.5 4.4 LU1924980409 Weekly Luxembourg Lombard Odier Investment Ma... 41 41 14 43 72
Melqart Event Driven UCITS Fund Feb 2023 Global £117m 1.50% 20% Yes 1,000,000 Daily -1.2 -0.9 -0.6 1.2 5.7 8.0 IE000MA4T0Y9 Daily Ireland Melqart Asset Management Michel Massoud, Joseph Gebr... Yes Yes Article 6 No N/A N/A
MontLake Mygale Event Driven UCITS Jan 2016 Europe £203m 1.25% 15% No 10,000,000 Daily 1.0 1.3 0.4 1.1 2.5 1.5 0.7 1.8 2.5 IE00BYRPFT92 Daily Ireland Tavira Financial Ltd Neil Tofts No No Article 6 No N/A N/A 68 33 43 49 80
Neuberger Berman Event Driven Fund Oct 2022 US £99m 1.00% 20% Yes 2,500,000 Daily 0.5 1.0 4.3 -0.2 0.3 1.9 3.8 5.8 IE000F96D003 Daily Ireland Neuberger Berman Joe Rotter Yes Yes Article 6 No Yes No
Syquant Helium Fund Oct 2005 Global £832m 1.50% 15% Yes 50,000 Daily -0.6 -0.6 4.2 0.0 -0.4 1.3 1.9 3.0 3.8 8.5 LU0912261541 Daily Luxembourg Syquant Capital Henri Jeantet Yes Yes Article 8 Yes Yes N/A 95 59 25 60 90
Syquant Helium Opportunities Sep 2009 Global £487m 1.25% 15% Yes 50,000 Weekly 4.1 1.1 1.9 3.3 4.5 9.1 FR0010757831 Weekly France Syquant Capital Henri Jeantet Yes Yes Article 6 Yes Yes N/A 95 62 31 61 94
U ACCESS (IRL) Cheyne Arbitrage UCITS Apr 2018 Global £23m 1.00% 10% Yes 100,000,000 Daily 0.0 0.0 -0.5 0.2 0.4 3.3 1.8 0.3 3.3 IE00BDT6DM21 Daily Ireland Cheyne Capital Cheyne Capital Management (... No No Article 6 No N/A N/A 65 46 59 78 39
Displaying 1 - 16 of 16 funds. View all

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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.