Opportunistic Macro

Strategy Research, 12 Oct 2020

Index Research Funds

Sub Index - Opportunistic Macro

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2021 -0.2 2.0 0.7 0.3 0.5 -0.4 -1.3 0.6 0.8 -0.5 -1.7 0.9 1.6
2020 -0.5 -1.6 -8.1 2.3 2.9 1.2 0.7 1.3 -0.8 0.4 3.1 1.1 1.5
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
H2O MultiReturns Opportunistic 8.7
U Access (IRL) Trend Macro Opportunistic 5.8
Lemanik SICAV Global Strategy Opportunistic 4.6
BlueBay Global Sovereign Opportunities Opportunistic 2.9
Graham Macro UCITS Opportunistic 2.7
Alma Platinum IV CQS Asian Macro Opportunistic 2.1
M&G (Lux) Episode Macro Fund Opportunistic 1.5
Brevan Howard Absolute Return Government B... Opportunistic 1.5
Goldman Sachs Strategic Macro Bond Opportunistic 0.3
Artemis Strategic Assets Opportunistic 0.1

Bottom Funds YTD

YTD
KLS Arete Macro Opportunistic -5.3
JPM Global Macro Opportunities Opportunistic -5.0
Legg Mason Western Asset Macro Opportunit... Opportunistic -4.1
JPM Global Macro Sustainable Opportunistic -3.9
Bellevue Funds (LUX) BB Global Macro Opportunistic -3.3
JPM Global Macro Opportunistic -3.0
HI Sibilla Macro Fund Opportunistic -1.3
GAM Star Global Rates Opportunistic -1.2
RV Capital Asia Opportunity UCITS Opportunistic -1.0
Manulife Macro Currency Fund Opportunistic -0.8

Largest New Launches (12M)

AUM
Alma Platinum IV CQS Asian Macro £34m
Uni-Global – Global Macro Fund £21m

Largest Opportunistic Funds

AUM
JPM Global Macro Opportunities (... £5.3b
Legg Mason Western Asset Macro ... £3.8b
JPM Global Macro Opportunities £2.3b
KLS Arete Macro £1.1b
JPM Global Macro Sustainable £1.0b

Largest Inflows (Q4'21 - Q4'20)

Change AUM
Brevan Howard Absolute Return Go... £975m £1.0b
JPM Global Macro Opportunities (... £947m £5.3b
JPM Global Macro Opportunities £626m £2.3b
KLS Arete Macro £537m £1.1b
JPM Global Macro Sustainable £512m £1.0b

Largest Outflows (Q4'21 - Q4'20)

Change AUM
Legg Mason Western Asset Macro ... £-1,594m £3.8b
H2O Adagio £-1,472m £695m
Bellevue Funds (LUX) BB Global M... £-259m £227m
H2O Allegro £-204m £259m
Lemanik SICAV Global Strategy £-160m £242m

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