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
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
KLS Arete Macro Opportunistic 3.4
GAM Star Global Rates Opportunistic 1.7
U Access (IRL) Trend Macro Opportunistic 1.7
BH Absolute Return Government Bond Fund Opportunistic 1.1
JPM Global Macro Opportunities Opportunistic 1.1
Bellevue Funds (LUX) BB Global Macro Opportunistic 1.0
Graham Macro UCITS Opportunistic 0.9
RV Capital Asia Opportunity UCITS Opportunistic 0.8
JPM Global Macro Opportunistic 0.6
Pacific G10 Macro Rates Opportunistic 0.6

Bottom Funds YTD

YTD
Artemis Strategic Assets Opportunistic -3.2
H2O MultiReturns Opportunistic -2.5
Legg Mason Western Asset Macro Opportunit... Opportunistic -2.5
Odey Odyssey Opportunistic -2.0
GAM Star Emerging Market Rates Opportunistic -1.1
Lemanik SICAV Global Strategy Opportunistic -0.8
Franklin K2 Emso Emerging Markets UCITS Opportunistic -0.4
BlueBay Global Sovereign Opportunities Opportunistic -0.3
Manulife Macro Currency Fund Opportunistic -0.3
Manulife Asian Bond Absolute Return Fund Opportunistic -0.2

Largest Opportunistic Funds

AUM
Legg Mason Western Asset Macro ... £5.3b
JPM Global Macro Opportunities (... £3.7b
H2O Adagio £3.1b
JPM Global Macro Opportunities £1.5b
H2O Allegro £796m

Largest Inflows (Q3'20 - Q3'19)

Change AUM
KLS Arete Macro £282m £511m
Lemanik SICAV Global Strategy £105m £418m
Graham Macro UCITS £102m £277m
Allianz Fixed Income Macro £72m £76m
Manulife Asian Bond Absolute Ret... £44m £76m

Largest Outflows (Q3'20 - Q3'19)

Change AUM
H2O Adagio £-722m £3.1b
H2O Allegro £-455m £796m
BlueBay Global Sovereign Opportu... £-442m £407m
JPM Global Macro Opportunities (... £-432m £3.7b
H2O Vivace £-279m £106m

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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.