Systematic Macro
Sub Index - Systematic Macro
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | -0.9 | -0.7 | -1.6 | |||||||||||
| 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 New Launches (12M)
| AUM | |
|---|---|
| Lyxor / Bridgewater Core Global Macro | £853m |
| AXA World Funds - Chorus Systematic Macro | £156m |
| Two Trees Systematic Global Macro Fund | £41m |
Largest Systematic Funds
Largest Inflows (Q4'19 - Q4'18)
| Change | AUM | |
|---|---|---|
| River and Mercantile Global Macro | £90m | £98m |
| Quantitative Fixed Income Macro ... | £8m | £33m |
Largest Outflows (Q4'19 - Q4'18)
| Change | AUM | |
|---|---|---|
| IPM Systematic Macro UCITS | £-617m | £585m |
| Invesco Macro Allocation Strategy | £-200m | £104m |
| LGT Alpha Generix UCITS | £-197m | £57m |
| ADG Systematic Macro | £-112m | £67m |
| GAM Systematic Core Macro | £-96m | £19m |
