Opportunistic Macro

Strategy Research, 24 Oct 2019

Index Research Funds

Sub Index - Opportunistic Macro

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 -0.5 -1.6 -8.1 2.3 -7.9
2019 1.7 0.1 -0.1 0.4 -0.5 1.3 0.2 0.0 1.0 0.7 -0.3 1.4 6.0
2018 1.6 -0.7 -0.8 -0.3 -1.7 -0.6 0.5 -1.7 0.3 -0.9 -0.1 -0.6 -4.9
2017 0.2 0.1 0.3 -0.4 0.0 0.5 0.0 -0.2 0.4 -0.1 -0.1 -0.3 0.4
2016 -1.2 -1.3 0.8 0.9 -0.1 -0.8 0.5 -0.1 -0.1 1.1 -0.7 0.6 -0.3
2015 0.9 0.8 0.4 -0.8 0.9 -0.6 0.3 -0.8 -0.9 0.2 0.2 -0.5 0.0
2014 -0.2 0.1 0.2 0.0 0.5 -0.3 0.4 -0.2 1.2 -0.8 0.4 -0.9 0.6
2013 0.6 0.3 0.3 1.0 0.4 -1.5 -0.1 0.0 -0.1 0.6 -0.1 0.3 1.6
2012 1.9 1.1 0.3 -0.3 -0.7 0.8 1.2 0.5 0.5 0.6 0.6 0.7 7.7
2011 -0.3 0.3 0.3 0.2 0.0 -0.7 0.0 -0.3 -1.2 1.5 -0.5 0.6 -0.2
2010 0.4 0.6 1.3 0.3 -1.1 0.1 0.6 1.0 0.5 0.0 -0.2 0.6 4.3
Download Index Return Series

Top Funds YTD

YTD
Lemanik SICAV Global Strategy Opportunistic 12.5
Odey Odyssey Opportunistic 11.1
GAM Star Emerging Market Rates Opportunistic 6.8
Pacific G10 Macro Rates Opportunistic 6.0
Allianz Fixed Income Macro Opportunistic 5.9
JPM Global Macro Opportunities Opportunistic 5.4
Graham Macro UCITS Opportunistic 5.3
KLS Arete Macro Opportunistic 4.8
U Access (IRL) Trend Macro Opportunistic 4.6
JPM Global Macro Sustainable Opportunistic 3.2

Bottom Funds YTD

YTD
H2O Vivace Opportunistic -63.4
H2O Allegro Opportunistic -41.4
H2O MultiReturns Opportunistic -24.9
Artemis Strategic Assets Opportunistic -18.5
HI Sibilla Macro Fund Opportunistic -12.7
GAM Star Global Rates Opportunistic -10.9
Emso Emerging Markets Absolute Return Debt Opportunistic -9.9
H2O Adagio Opportunistic -8.4
MontLake North MaxQ Macro UCITS Opportunistic -5.3
Legg Mason Western Asset Macro Opportunit... Opportunistic -4.7

Largest New Launches (12M)

AUM
JPM Global Macro Sustainable £577m

Largest Opportunistic Funds

AUM
Legg Mason Western Asset Macro ... £4.9b
JPM Global Macro Opportunities (... £3.6b
H2O Adagio £3.3b
JPM Global Macro Opportunities £1.4b
H2O Allegro £689m

Largest Inflows (Q1'20 - Q1'19)

Change AUM
KLS Arete Macro £210m £367m
Bellevue Funds (LUX) BB Global M... £85m £542m
Lemanik SICAV Global Strategy £54m £341m
Pacific G10 Macro Rates £14m £40m
Graham Macro UCITS £9m £183m

Largest Outflows (Q1'20 - Q1'19)

Change AUM
H2O Adagio £-2,907m £3.3b
JPM Global Macro Opportunities (... £-1,274m £3.6b
H2O Allegro £-1,050m £689m
BlueBay Global Sovereign Opportu... £-432m £479m
H2O Vivace £-319m £107m

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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.