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
2019 1.7 0.0 -0.1 0.3 -0.5 1.2 0.1 0.0 1.0 0.7 4.8
2018 1.5 -0.7 -0.8 -0.3 -1.7 -0.7 0.4 -1.7 0.2 -1.0 -0.2 -0.6 -5.0
2017 0.1 0.0 0.2 -0.4 -0.1 0.5 -0.1 -0.2 0.4 -0.1 -0.2 -0.3 0.3
2016 -1.2 -1.4 0.7 0.9 -0.1 -0.8 0.5 -0.1 -0.2 1.1 -0.8 0.6 -0.4
2015 0.9 0.7 0.4 -0.9 0.8 -0.7 0.3 -0.8 -0.9 0.2 0.1 -0.6 0.0
2014 -0.3 0.1 0.2 0.0 0.5 -0.3 0.3 -0.2 1.2 -0.8 0.4 -0.9 0.5
2013 0.5 0.2 0.2 1.0 0.3 -1.5 -0.1 0.0 -0.1 0.5 -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 0.5 0.5 0.6 7.6
2011 -0.3 0.3 0.3 0.1 -0.1 -0.8 0.0 -0.4 -1.3 1.4 -0.5 0.6 -0.2
2010 0.3 0.5 1.3 0.3 -1.1 0.0 0.5 0.9 0.5 0.0 -0.2 0.6 4.3
Download Index Return Series

Top Funds YTD

YTD
H2O Allegro Opportunistic 34.0
H2O Vivace Opportunistic 30.6
Algebris Macro Credit Fund Opportunistic 18.8
H2O MultiReturns Opportunistic 16.6
Lyxor / Dymon Asia Macro Opportunistic 14.5
Legg Mason Western Asset Macro ... Opportunistic 12.8
Graham Macro UCITS Opportunistic 11.3
M&G Episode Macro Fund Opportunistic 11.2
KLS Arete Macro Opportunistic 8.6
U Access (IRL) Trend Macro Opportunistic 8.3

Bottom Funds YTD

YTD
Odey Odyssey Opportunistic -29.4
Lemanik SICAV Global Strategy Opportunistic -3.0
MontLake North MaxQ Macro UCITS Opportunistic -2.9
Manulife Absolute Return Rates Fund Opportunistic -1.1
JPM Global Macro Opportunities (... Opportunistic -0.9
JPM Global Macro Opportunities Opportunistic 1.1
StoneFarm Global and Emerging Ma... Opportunistic 1.3
Culross Global Macro Opportunistic 1.4
GAM Star Emerging Market Rates Opportunistic 2.2
Absolute Insight Emerging Market... Opportunistic 2.5

Largest New Launches (12M)

AUM
Pacific G10 Macro Rates £36m

Largest Opportunistic Funds

AUM
Legg Mason Western Asset Macro ... £5.5b
JPM Global Macro Opportunities (... £4.3b
H2O Adagio £3.8b
JPM Global Macro Opportunities £1.5b
H2O Allegro £1.3b

Largest Inflows (Q3'19 - Q3'18)

Change AUM
JPM Global Macro Opportunities £205m £1.5b
KLS Arete Macro £139m £229m
Bellevue Funds (LUX) BB Global M... £121m £572m
H2O MultiReturns £83m £467m
Lemanik SICAV Global Strategy £57m £313m

Largest Outflows (Q3'19 - Q3'18)

Change AUM
H2O Adagio £-1,370m £3.8b
JPM Global Macro Opportunities (... £-548m £4.3b
M&G Episode Macro Fund £-405m £110m
Legg Mason Western Asset Macro ... £-394m £5.5b
Algebris Macro Credit Fund £-276m £508m

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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.