Systematic Macro

Strategy Research, 15 Oct 2020

Index Research Funds

Sub Index - Systematic Macro

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2021 -0.9 -0.1 0.5 -0.4
2020 -0.9 -0.7 -2.8 -0.6 0.5 -0.2 1.0 0.6 -0.7 -0.9 1.7 1.0 -1.8
2019 0.5 0.3 1.4 1.6 -0.3 0.6 0.7 0.7 -0.9 0.1 0.1 0.6 5.4
2018 1.8 -3.1 -0.4 0.9 -0.5 -0.9 -0.3 -0.7 0.0 -1.6 -0.4 1.1 -4.0
2017 -0.3 0.8 -0.2 -0.2 0.2 -1.9 0.8 1.2 -0.1 2.0 0.2 0.5 3.0
2016 2.6 2.1 -1.5 0.4 -1.8 2.3 -0.2 -1.5 1.3 0.0 -3.1 -0.3 0.2
2015 3.2 0.3 1.4 -2.4 -1.4 -3.3 0.8 -2.2 0.0 -0.6 0.4 -1.6 -5.5
2014 -1.7 0.4 -0.7 0.7 2.1 2.1 -2.1 2.0 -1.2 -0.5 2.5 0.7 4.2
2013 2.1 -1.3 0.6 1.2 -3.6 -2.1 -0.5 -1.4 0.3 1.9 0.6 0.5 -1.9
2012 1.8 1.7 -3.0 -0.6 0.7 -1.6 2.0 0.4 0.4 -2.6 0.8 0.3 0.2
2011 -1.5 1.1 0.5 2.1 -1.2 -2.6 2.3 -0.6 -0.4 0.0 0.0 -1.3 -1.6
2010 -3.5 0.1 3.1 2.6 -1.9 1.0 0.6 3.2 2.3 0.9 -0.3 1.7 10.0
Download Index Return Series

Top Funds YTD

YTD
ADG Systematic Macro Systematic 5.5
PGIM QMAW Keynes Systematic Absolute Return Systematic 5.3
GAM Systematic Core Macro Systematic 4.5
DMS P/E FX Strategy Fund Systematic 1.8
Invesco Macro Allocation Strategy Systematic 1.2
Quantitative Fixed Income Macro UCITS Systematic 1.1
Acadian Multi-Asset Absolute Return Systematic 0.1
LGT Alpha Generix UCITS Systematic -0.9
PrivilEdge - Graham Quant Macro Systematic -1.2
Lyxor / Bridgewater Core Global Macro Systematic -1.5

Bottom Funds YTD

YTD
IPM Systematic Macro UCITS Systematic -10.1
Aspect Systematic Global Macro Systematic -4.1
AXA World Funds - Chorus Systematic Macro Systematic -3.6
Lyxor / Bridgewater Core Global Macro Systematic -1.5
PrivilEdge - Graham Quant Macro Systematic -1.2
LGT Alpha Generix UCITS Systematic -0.9
Acadian Multi-Asset Absolute Return Systematic 0.1
Quantitative Fixed Income Macro UCITS Systematic 1.1
Invesco Macro Allocation Strategy Systematic 1.2
DMS P/E FX Strategy Fund Systematic 1.8

Largest New Launches (12M)

AUM
PrivilEdge - Graham Quant Macro £43m

Largest Systematic Funds

AUM
Lyxor / Bridgewater Core Global ... £801m
AXA World Funds - Chorus Systema... £321m
GMO Systematic Global Macro Majo... £244m
Acadian Multi-Asset Absolute Return £123m
PGIM QMAW Keynes Systematic Abso... £117m

Largest Inflows (Q4'20 - Q4'19)

Change AUM
AXA World Funds - Chorus Systema... £165m £321m
River and Mercantile Global Macro £77m £98m
PGIM QMAW Keynes Systematic Abso... £39m £117m
Acadian Multi-Asset Absolute Return £34m £123m
DMS P/E FX Strategy Fund £29m £83m

Largest Outflows (Q4'20 - Q4'19)

Change AUM
IPM Systematic Macro UCITS £-485m £100m
ADG Systematic Macro £-54m £13m
Lyxor / Bridgewater Core Global ... £-52m £801m
Invesco Macro Allocation Strategy £-48m £56m
LGT Alpha Generix UCITS £-10m £47m

or Register for Free

  • Access the full universe of UCITS Hedge Funds and Absolute Return Funds.
  • Build and curate a watchlist.
  • View the latest research.
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.