Opportunistic Macro

Strategy Research, 31 Aug 2022

Index Research Funds

Sub Index - Opportunistic Macro

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2022 1.0 -2.1 0.3 0.0 1.0 -1.5 -0.5 1.3 -1.5 0.5 -1.5
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
Graham Macro UCITS Opportunistic 25.2
BlueBay Global Sovereign Opportunities Opportunistic 15.5
M&G (Lux) Episode Macro Fund Opportunistic 14.0
GAM Star Global Rates Opportunistic 12.6
Alma Platinum IV CQS Asian Macro Opportunistic 11.7
Artemis Strategic Assets Opportunistic 10.5
Brevan Howard Absolute Return Government B... Opportunistic 5.5
Lemanik SICAV Global Strategy Opportunistic 3.7
Amundi Absolute Return Forex Opportunistic 1.6
RV Capital Asia Opportunity UCITS Opportunistic 1.3

Bottom Funds YTD

YTD
Legg Mason Western Asset Macro Opportunit... Opportunistic -21.7
Jupiter Flexible Macro Fund Opportunistic -20.4
Manulife Asian Bond Absolute Return Fund Opportunistic -13.0
JPM Global Macro Opportunities Opportunistic -9.8
UBS Currency Allocation Return Strategy Opportunistic -9.6
KLS Arete Macro Opportunistic -8.8
JPM Global Macro Sustainable Opportunistic -8.7
Bellevue Funds (LUX) BB Global Macro Opportunistic -8.6
Allianz Fixed Income Macro Opportunistic -7.5
GAM Star Emerging Market Rates Opportunistic -7.4

Largest New Launches (12M)

AUM
Tages Kirkoswald Global Macro UCITS Fund £0m

Largest Opportunistic Funds

AUM
JPM Global Macro Opportunities (... £3.9b
Brevan Howard Absolute Return Go... £2.2b
Legg Mason Western Asset Macro ... £2.0b
JPM Global Macro Opportunities £1.6b
KLS Arete Macro £1.2b

Largest Inflows (Q3'22 - Q3'21)

Change AUM
Brevan Howard Absolute Return Go... £1.4b £2.2b
Graham Macro UCITS £316m £856m
KLS Arete Macro £315m £1.2b
JPM Global Macro Sustainable £167m £911m
BlueBay Global Sovereign Opportu... £55m £349m

Largest Outflows (Q3'22 - Q3'21)

Change AUM
Legg Mason Western Asset Macro ... £-2,360m £2.0b
JPM Global Macro Opportunities (... £-1,103m £3.9b
JPM Global Macro Opportunities £-497m £1.6b
H2O Adagio £-366m £534m
Allianz Fixed Income Macro £-229m £163m

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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.