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 0.1 -0.1 0.4 -0.5 1.3 0.2 0.0 1.0 0.7 -0.3 1.4 6.1
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
JPM Global Macro Opportunities Opportunistic 3.3
JPM Global Macro Sustainable Opportunistic 2.1
Algebris Macro Credit Fund Opportunistic 2.1
U Access (IRL) Trend Macro Opportunistic 1.9
Manulife Asian Bond Absolute Return Fund Opportunistic 1.7
Emso Emerging Markets Absolute Return Debt Opportunistic 1.1
Pacific G10 Macro Rates Opportunistic 1.0
Absolute Insight Emerging Markets Debt Opportunistic 1.0
Legg Mason Western Asset Macro Opportunit... Opportunistic 0.8
Bellevue Funds (LUX) BB Global Macro Opportunistic 0.4

Bottom Funds YTD

YTD
Artemis Strategic Assets Opportunistic -3.4
Odey Odyssey Opportunistic -3.1
KLS Arete Macro Opportunistic -2.3
GAM Star Global Rates Opportunistic -2.2
H2O Vivace Opportunistic -1.9
H2O MultiReturns Opportunistic -1.7
HI Sibilla Macro Fund Opportunistic -1.6
Allianz Fixed Income Macro Opportunistic -1.4
BlueBay Global Sovereign Opportunities Opportunistic -1.1
Manulife Absolute Return Rates Fund Opportunistic -0.9

Largest New Launches (12M)

AUM
JPM Global Macro Sustainable £448m
Pacific G10 Macro Rates £41m

Largest Opportunistic Funds

AUM
Legg Mason Western Asset Macro ... £5.9b
H2O Adagio £4.0b
JPM Global Macro Opportunities (... £3.5b
JPM Global Macro Opportunities £1.4b
H2O Allegro £1.3b

Largest Inflows (Q3'19 - Q3'18)

Change AUM
Legg Mason Western Asset Macro ... £465m £5.9b
JPM Global Macro Opportunities £205m £1.4b
KLS Arete Macro £194m £335m
Bellevue Funds (LUX) BB Global M... £194m £616m
KLS Arete Macro £139m £335m

Largest Outflows (Q3'19 - Q3'18)

Change AUM
H2O Adagio £-2,289m £4.0b
JPM Global Macro Opportunities (... £-1,525m £3.5b
H2O Adagio £-1,370m £4.0b
JPM Global Macro Opportunities (... £-548m £3.5b
M&G Episode Macro Fund £-405m £149m

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