Merger Arbitrage

Strategy Research, 20 Sep 2021

Index Research Funds

Sub Index - Merger Arbitrage

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2022 -0.7 0.4 0.2 -0.6 -1.4 -0.7 -2.9
2021 1.1 1.0 -0.3 1.4 0.5 0.1 -1.1 0.8 0.1 0.3 -0.4 0.5 4.1
2020 0.2 -0.4 -7.8 4.0 -0.2 -0.3 0.9 -0.1 0.4 0.8 2.1 1.1 0.4
2019 0.9 0.2 0.5 0.2 -0.9 -0.1 0.5 0.0 0.2 0.7 0.4 0.8 3.4
2018 0.6 -0.2 -1.0 -0.2 1.2 0.6 -0.6 0.3 0.2 -0.4 1.5 -0.7 1.3
2017 -0.6 0.3 0.2 0.9 0.2 0.4 0.0 -0.4 0.1 -0.1 -0.8 0.1 0.3
2016 0.3 0.3 1.0 -0.6 -0.3 -0.4 -0.2 0.1 0.2 -0.5 0.8 0.5 1.1
2015 0.4 0.9 0.1 0.1 0.8 -0.7 -0.5 -0.9 -0.7 0.5 -0.4 0.3 0.0
2014 0.0 0.6 -0.1 0.0 0.1 0.7 -0.4 0.4 -0.9 -0.9 0.6 0.4 0.5
2013 0.1 0.2 0.7 0.1 0.9 -0.2 0.5 0.0 0.3 0.2 0.0 0.3 3.4
2012 0.4 0.9 -0.1 0.1 -1.2 0.5 0.0 0.2 -0.3 -1.4 0.5 1.2 0.8
2011 0.1 -0.4 0.1 1.0 0.4 -0.5 -1.3 -1.9 -0.4 2.1 0.4 0.0 -0.6
2010 0.4 0.3 0.1 0.2 -0.4 0.6 2.1 0.6 1.5 -0.2 -0.2 0.5 5.6
Download Index Return Series

Top Funds YTD

YTD
MontLake Burren Global Arbitrage UCITS Merger Arbitrage -0.2
Franklin K2 Bardin Hill Arbitrage UCITS Fund Merger Arbitrage -0.2
Alpine Merger Arbitrage Fund Merger Arbitrage -1.2
Man GLG Event Driven Alternative Merger Arbitrage -1.3
GAM Star (Lux) Merger Arbitrage Merger Arbitrage -1.5
GAMCO Merger Arbitrage Merger Arbitrage -2.0
Allianz Merger Arbitrage Strategy Merger Arbitrage -2.7
Candriam Equities L Risk Arbitrage Opportu... Merger Arbitrage -3.1
Laffitte Risk Arbitrage UCITS Merger Arbitrage -3.1
Lyxor Tiedemann Arbitrage Strategy Merger Arbitrage -3.3

Bottom Funds YTD

YTD
Lumyna - Ramius Merger Arbitrage UCITS Merger Arbitrage -6.7
Lutetia Patrimoine Merger Arbitrage -6.6
MontLake Abrax Merger Arbitrage UCITS Fund Merger Arbitrage -4.8
Lyxor Tiedemann Arbitrage Strategy Merger Arbitrage -3.3
Laffitte Risk Arbitrage UCITS Merger Arbitrage -3.1
Candriam Equities L Risk Arbitrage Opportu... Merger Arbitrage -3.1
Allianz Merger Arbitrage Strategy Merger Arbitrage -2.7
GAMCO Merger Arbitrage Merger Arbitrage -2.0
GAM Star (Lux) Merger Arbitrage Merger Arbitrage -1.5
Man GLG Event Driven Alternative Merger Arbitrage -1.3

Largest Merger Arbitrage Funds

AUM
Lyxor Tiedemann Arbitrage Strategy £1.8b
Man GLG Event Driven Alternative £996m
GAMCO Merger Arbitrage £640m
Alpine Merger Arbitrage Fund £205m
Franklin K2 Bardin Hill Arbitrag... £153m

Largest Inflows (Q1'22 - Q1'21)

Change AUM
Man GLG Event Driven Alternative £570m £996m
Lyxor Tiedemann Arbitrage Strategy £390m £1.8b
GAMCO Merger Arbitrage £232m £640m
Alpine Merger Arbitrage Fund £68m £205m
Franklin K2 Bardin Hill Arbitrag... £16m £153m

Largest Outflows (Q1'22 - Q1'21)

Change AUM
Lumyna - Ramius Merger Arbitrage... £-34m £121m
GAM Star (Lux) Merger Arbitrage £-32m £79m
Lutetia Patrimoine £-30m £5m
Allianz Merger Arbitrage Strategy £-11m £25m
Laffitte Risk Arbitrage UCITS £-4m £11m

or Register for Free

  • Access the full universe of UCITS Hedge Funds and Absolute Return Funds.
  • Build and curate a watchlist.
  • View the latest research.
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.