Diversified Multi Asset Macro

Strategy Research, 31 Aug 2022

Index Research Funds

Sub Index - Diversified Macro

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2023 0.8 -1.1 -0.2
2022 -1.4 -0.8 0.9 -0.4 -0.6 -1.8 0.6 -0.2 -0.9 0.1 0.9 0.5 -3.1
2021 -0.4 -0.1 0.4 0.5 -0.1 0.6 -0.4 0.5 -0.7 -0.3 -0.3 1.6 1.0
2020 0.9 -1.5 -4.1 1.4 1.4 0.1 0.8 0.8 -0.5 -0.1 2.0 1.0 2.2
2019 1.8 0.2 0.7 0.8 -0.4 1.3 0.6 0.2 1.3 0.5 0.2 1.0 8.3
2018 0.9 -0.7 -0.8 1.0 -1.0 -0.4 0.7 -1.3 0.3 -0.6 -0.1 -0.9 -2.9
2017 -0.4 0.4 0.6 0.4 0.8 -0.1 0.0 0.1 0.2 0.7 -0.4 -0.2 2.2
2016 -1.2 -0.2 0.5 0.1 0.5 -0.5 1.6 0.5 -0.5 0.7 -1.0 1.4 1.6
2015 2.4 1.0 0.6 -0.1 0.6 -1.9 0.5 -1.3 -1.5 1.8 0.0 -1.1 0.9
2014 -0.6 1.3 0.1 -0.3 0.7 -0.1 0.4 0.3 0.6 -1.0 1.6 -0.8 2.4
2013 3.6 0.9 1.5 0.9 0.9 -2.6 1.9 -1.2 0.5 2.0 0.3 0.7 9.5
2012 2.2 2.2 -0.4 -1.7 -1.7 0.9 1.6 1.0 1.9 0.0 0.4 1.1 7.6
2011 -0.7 0.7 0.4 1.1 0.4 -1.5 -0.1 -3.4 -1.2 3.5 -1.6 1.2 -1.4
2010 -1.1 1.7 2.6 0.0 -1.3 -1.0 1.3 0.5 2.6 1.3 -0.5 2.6 9.0
Download Index Return Series

Top Funds YTD

YTD
L&G Multi-Asset Target Return Fund Diversified Multi Asset 2.2
Eaton Vance Global Macro Diversified Multi Asset 2.2
BlueBalance Global Opportunities Fund Diversified Multi Asset 2.0
Invesco Global Targeted Returns Diversified Multi Asset 2.0
Invesco Global Targeted Returns (Lux) Diversified Multi Asset 1.9
Ninety One Global Macro Allocation Diversified Multi Asset 1.2
Invesco Global Targeted Income Diversified Multi Asset 1.2
Amundi Global Macro Bonds & Currencies Low... Diversified Multi Asset 1.1
Insight Global Absolute Return Diversified Multi Asset 0.5
Anima Global Macro Diversified Multi Asset 0.3

Bottom Funds YTD

YTD
ASI Global Absolute Return Strategies Fund Diversified Multi Asset -4.8
Aberdeen Standard SICAV II - Global Absolu... Diversified Multi Asset -4.5
TM Fulcrum Diversified Core Absolute Return Diversified Multi Asset -3.2
TM Fulcrum Diversified Absolute Return Diversified Multi Asset -3.1
HESPER - Global Solutions Diversified Multi Asset -3.1
Fulcrum Diversified Absolute Return Fund (... Diversified Multi Asset -3.1
TM Fulcrum Income Fund Diversified Multi Asset -3.0
Aviva Investors Multi-Strategy Target Return Diversified Multi Asset -1.8
Prosper Global Macro Diversified Multi Asset -1.5
Amundi Global Macro Bonds & Currencies Diversified Multi Asset -1.3

Largest Diversified Multi Asset Funds

AUM
Aviva Investors Multi-Strategy T... £2.5b
ASI Global Absolute Return Strat... £1.2b
Aberdeen Standard SICAV II - Glo... £1.0b
TM Fulcrum Diversified Core Abso... £750m
TM Fulcrum Diversified Absolute ... £622m

Largest Inflows (Q4'22 - Q4'21)

Change AUM
TM Fulcrum Diversified Core Abso... £527m £750m
Fulcrum Diversified Absolute Ret... £251m £474m
Ninety One Global Macro Allocation £38m £550m
Prosper Global Macro £38m £52m
HESPER - Global Solutions £38m £73m

Largest Outflows (Q4'22 - Q4'21)

Change AUM
Aviva Investors Multi-Strategy T... £-1,248m £2.5b
ASI Global Absolute Return Strat... £-1,187m £1.2b
Invesco Global Targeted Returns £-706m £519m
Aberdeen Standard SICAV II - Glo... £-590m £1.0b
Invesco Global Targeted Returns ... £-494m £325m

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