Systematic Macro
Sub Index - Systematic Macro
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | -0.9 | 1.7 | 0.8 | |||||||||||
2022 | -0.4 | -0.7 | 1.1 | 3.9 | -1.1 | 0.6 | 0.3 | 0.7 | 1.0 | 0.2 | -2.0 | -0.6 | 2.8 | |
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 |
Top Funds YTD
Bottom Funds YTD
Largest Systematic Funds
AUM | |
---|---|
Lyxor / Bridgewater Core Global ... | £711m |
PGIM Wadhwani Keynes Systematic ... | £182m |
PrivilEdge - Graham Quant Macro | £171m |
DMS P/E FX Strategy Fund | £160m |
Aspect Systematic Global Macro Fund | £131m |
Largest Inflows (Q4'22 - Q4'21)
Change | AUM | |
---|---|---|
PrivilEdge - Graham Quant Macro | £103m | £171m |
PGIM Wadhwani Keynes Systematic ... | £62m | £182m |
DMS P/E FX Strategy Fund | £58m | £160m |
Aspect Systematic Global Macro Fund | £14m | £131m |
Largest Outflows (Q4'22 - Q4'21)
Change | AUM | |
---|---|---|
Lyxor / Bridgewater Core Global ... | £-76m | £711m |
Acadian Multi-Asset Absolute Return | £-41m | £106m |
GMO SGM Major Markets Investment... | £-31m | £32m |
Millennium Global Systematic Cur... | £-14m | £102m |
Invesco Macro Allocation Strategy | £-8m | £22m |