Merger Arbitrage

Strategy Research, 12 Jun 2019

Index Research Funds

Sub Index - Merger Arbitrage

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 0.2 -0.4 -7.8 4.0 -0.2 -0.3 0.9 -3.8
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
GAMCO Merger Arbitrage Merger Arbitrage 0.9
Lyxor Tiedemann Arbitrage Strategy Merger Arbitrage -0.1
MontLake Burren Global Arbitrage UCITS Merger Arbitrage -0.8
Allianz Merger Arbitrage Strategy Merger Arbitrage -1.8
Lumyna - Ramius Merger Arbitrage UCITS Merger Arbitrage -3.8
Alpine Merger Arbitrage Fund Merger Arbitrage -4.5
Laffitte Risk Arbitrage UCITS Merger Arbitrage -7.6
Lutetia Patrimoine Merger Arbitrage -13.7

Bottom Funds YTD

YTD
Lutetia Patrimoine Merger Arbitrage -13.7
Laffitte Risk Arbitrage UCITS Merger Arbitrage -7.6
Alpine Merger Arbitrage Fund Merger Arbitrage -4.5
Lumyna - Ramius Merger Arbitrage UCITS Merger Arbitrage -3.8
Allianz Merger Arbitrage Strategy Merger Arbitrage -1.8
MontLake Burren Global Arbitrage UCITS Merger Arbitrage -0.8
Lyxor Tiedemann Arbitrage Strategy Merger Arbitrage -0.1
GAMCO Merger Arbitrage Merger Arbitrage 0.9

Largest Merger Arbitrage Funds

AUM
Lyxor Tiedemann Arbitrage Strategy £1.4b
GAMCO Merger Arbitrage £354m
Lumyna - Ramius Merger Arbitrage... £264m
Allianz Merger Arbitrage Strategy £203m
Alpine Merger Arbitrage Fund £202m

Largest Inflows (Q2'20 - Q2'19)

Change AUM
Alpine Merger Arbitrage Fund £69m £202m
Lumyna - Ramius Merger Arbitrage... £9m £264m

Largest Outflows (Q2'20 - Q2'19)

Change AUM
Lyxor Tiedemann Arbitrage Strategy £-493m £1.4b
Laffitte Risk Arbitrage UCITS £-111m £46m
Lutetia Patrimoine £-107m £46m
Allianz Merger Arbitrage Strategy £-96m £203m
GAMCO Merger Arbitrage £-56m £354m

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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.