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 2.2
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 9.3
BH Absolute Return Government Bond Fund Opportunistic 8.3
GAM Star Global Rates Opportunistic 7.0
H2O MultiReturns Opportunistic 6.4
JPM Global Macro Opportunities Opportunistic 5.6
HI Sibilla Macro Fund Opportunistic 2.7
JPM Global Macro Opportunistic 2.5
JPM Global Macro Sustainable Opportunistic 2.4
Artemis Strategic Assets Opportunistic 2.1
Graham Macro UCITS Opportunistic 1.9

Bottom Funds YTD

YTD
Odey Odyssey Opportunistic -11.7
Lemanik SICAV Global Strategy Opportunistic -10.7
BlueBay Global Sovereign Opportunities Opportunistic -4.0
Manulife Macro Currency Fund Opportunistic -3.9
GAM Star Emerging Market Rates Opportunistic -3.9
Goldman Sachs Strategic Macro Bond Opportunistic -2.8
Allianz Fixed Income Macro Opportunistic -2.0
Manulife Asian Bond Absolute Return Fund Opportunistic -1.3
M&G (Lux) Episode Macro Fund Opportunistic -1.0
U Access (IRL) Trend Macro Opportunistic 0.0

Largest Opportunistic Funds

AUM
JPM Global Macro Opportunities (... £5.0b
Legg Mason Western Asset Macro ... £4.6b
JPM Global Macro Opportunities £2.0b
H2O Adagio £1.3b
KLS Arete Macro £743m

Largest Inflows (Q2'21 - Q2'20)

Change AUM
JPM Global Macro Opportunities (... £1.3b £5.0b
JPM Global Macro Opportunities £602m £2.0b
BH Absolute Return Government Bo... £507m £534m
Allianz Fixed Income Macro £453m £458m
Graham Macro UCITS £340m £551m

Largest Outflows (Q2'21 - Q2'20)

Change AUM
H2O Adagio £-2,137m £1.3b
Legg Mason Western Asset Macro ... £-756m £4.6b
H2O Allegro £-371m £360m
H2O MultiReturns £-296m £81m
Goldman Sachs Strategic Macro Bond £-193m £286m

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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.