Sub Index - Systematic Macro

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2019 0.5 0.2 1.3 1.6 -0.4 0.6 0.7 0.6 -0.9 0.0 4.7
2018 1.7 -3.1 -0.5 0.9 -0.5 -1.0 -0.4 -0.7 0.0 -1.6 -0.4 1.1 -4.0
2017 -0.4 0.7 -0.2 -0.2 0.2 -1.9 0.8 1.1 -0.2 1.9 0.2 0.4 2.9
2016 2.6 2.1 -1.6 0.3 -1.9 2.3 -0.2 -1.6 1.3 -0.1 -3.2 -0.3 0.1
2015 3.2 0.2 1.3 -2.5 -1.4 -3.3 0.8 -2.3 -0.1 -0.6 0.3 -1.6 -5.5
2014 -1.8 0.4 -0.8 0.7 2.0 2.1 -2.2 1.9 -1.3 -0.6 2.5 0.7 4.1
2013 2.1 -1.4 0.6 1.1 -3.7 -2.2 -0.5 -1.4 0.2 1.8 0.6 0.4 -2.0
2012 1.8 1.7 -3.0 -0.6 0.6 -1.6 1.9 0.3 0.3 -2.6 0.7 0.3 0.2
2011 -1.5 1.1 0.4 2.1 -1.2 -2.6 2.3 -0.6 -0.5 0.0 -0.1 -1.4 -1.7
2010 -3.5 0.1 3.0 2.5 -2.0 0.9 0.6 3.2 2.2 0.9 -0.4 1.7 9.9

Largest Inflows (Q3'19 - Q3'18)

Change AUM
River and Mercantile Global Macro £93m £98m
GMO Systematic Global Macro Majo... £3m £244m
Melchior Systematic Global Macro £1m £10m
HI QuantWave Fund £-22m £9m
Keynes Dynamic Beta Strategy £-28m £55m

Largest Outflows (Q3'19 - Q3'18)

Change AUM
IPM Systematic Macro UCITS £-288m £891m
LGT Alpha Generix UCITS £-219m £80m
Invesco Macro Allocation Strategy £-182m £160m
GAM Systematic Core Macro £-99m £35m
ADG Systematic Macro £-41m £129m

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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.