Systematic Macro

Strategy Research, 12 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 0.1 0.5 0.0 0.6 0.2 -0.7 -2.1 0.4 0.9 -0.6
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
DMS P/E FX Strategy Fund Systematic 2.5
Two Trees Systematic Global Macro Fund Systematic 2.3
Aspect Systematic Global Macro Fund Systematic 1.1
AXA World Funds - Chorus Systematic Macro Systematic -0.1
LGT Alpha Generix UCITS Systematic -0.7
Lyxor / Bridgewater Core Global Macro Systematic -0.9
PGIM Wadhwani Keynes Systematic Absolute R... Systematic -2.3
Acadian Systematic Macro Systematic -2.8
Acadian Multi-Asset Absolute Return Systematic -3.2
Invesco Macro Allocation Strategy Systematic -4.2

Bottom Funds YTD

YTD
PrivilEdge - Graham Quant Macro Systematic -7.4
Invesco Macro Allocation Strategy Systematic -4.2
Acadian Multi-Asset Absolute Return Systematic -3.2
Acadian Systematic Macro Systematic -2.8
PGIM Wadhwani Keynes Systematic Absolute R... Systematic -2.3
Lyxor / Bridgewater Core Global Macro Systematic -0.9
LGT Alpha Generix UCITS Systematic -0.7
AXA World Funds - Chorus Systematic Macro Systematic -0.1
Aspect Systematic Global Macro Fund Systematic 1.1
Two Trees Systematic Global Macro Fund Systematic 2.3

Largest New Launches (12M)

AUM
Acadian Systematic Macro £709m

Largest Systematic Funds

AUM
Lyxor / Bridgewater Core Global ... £787m
Acadian Systematic Macro £709m
River and Mercantile Global Macro £173m
AXA World Funds - Chorus Systema... £164m
Acadian Multi-Asset Absolute Return £147m

Largest Inflows (Q4'21 - Q4'20)

Change AUM
PrivilEdge - Graham Quant Macro £26m £68m
Acadian Multi-Asset Absolute Return £24m £147m
DMS P/E FX Strategy Fund £19m £102m
Aspect Systematic Global Macro Fund £7m £117m
Two Trees Systematic Global Macr... £3m £38m

Largest Outflows (Q4'21 - Q4'20)

Change AUM
AXA World Funds - Chorus Systema... £-157m £164m
GMO Systematic Global Macro Majo... £-102m £63m
Invesco Macro Allocation Strategy £-25m £30m
Lyxor / Bridgewater Core Global ... £-14m £787m
LGT Alpha Generix UCITS £-7m £40m

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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.