Sub Index - Trend Plus

Funds in this space typically blend price momentum models (less than 60-70% of risk) with other strategies that exploit technical and fundamental factors to improve predictability and portfolio diversification. Holding periods are generally shorter than momentum with managers incrementally using alternative data and pattern recognition techniques. A number of high-profile CTA firms now belong to this camp, and in many ways they have evolved their trend strategies to such an extent (by introducing complementary alpha strategies such as quantitative macro, cash equities market neutral, carry, etc) that they are perhaps best described as quantitative multi-strategy rather than trend followers. 

Strategy AUM
31 December 2023
£718m
-54.2% YoY

Performance

Monthly Returns

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2024 0.4 0.4 0.8
2023 -1.4 1.2 -3.0 0.4 -0.2 0.6 -1.0 -0.7 3.1 -0.4 -1.8 1.0 -2.2
2022 -0.7 -0.1 4.3 2.7 -0.5 -0.2 -1.9 1.1 3.1 -0.3 -3.5 0.2 4.0
2021 -1.8 2.3 1.6 0.9 1.2 -0.6 0.5 -0.6 -1.4 2.5 -2.0 -0.3 2.0
2020 0.7 -2.3 -5.7 -0.7 0.0 -0.1 0.9 -1.1 -0.8 -1.0 0.9 1.6 -7.7
2019 -0.2 -0.1 4.4 0.8 0.6 2.6 1.8 2.5 -2.0 -2.3 0.4 -0.6 8.0
2018 4.0 -4.3 -0.4 0.0 -0.7 0.4 -0.2 0.7 -1.0 -2.7 -0.3 1.5 -3.3
2017 -2.4 2.0 -1.1 0.8 0.5 -3.2 1.1 1.0 -2.1 4.1 0.5 -0.6 0.4
2016 3.2 2.5 -3.3 -2.0 -0.8 5.7 0.0 -1.5 0.4 -3.6 -0.2 2.3 2.3
2015 6.2 0.6 3.1 -3.9 0.0 -4.7 1.8 -3.8 2.0 -1.4 1.9 -3.7 -2.5
2014 -2.3 2.8 -1.5 0.9 4.1 1.7 -0.5 3.7 -0.3 1.0 4.6 2.0 17.1
2013 2.7 -0.6 2.0 3.2 -2.6 -3.3 -0.7 -1.7 0.3 3.1 2.2 0.5 4.9
2012 -0.3 -0.3 -1.4 0.1 2.6 -4.6 4.1 -1.4 -1.1 -2.9 0.8 2.0 -2.6
2011 -1.3 1.9 -2.1 3.0 -2.0 -2.2 4.8 0.7 1.2 -4.3 -0.1 2.6 1.8
2010 -3.3 2.5 3.0 1.5 -2.2 0.1 -1.0 3.6 0.1 1.8 -4.0 4.5 6.4
2009 -2.8 3.2 -3.4 -3.2
Show all
  • Region Global
  • Currency Local Currency
  • Frequency Monthly Rebalancing
  • Methodology Equally Weighted
  • Download Index Return Series

Index Constituents

Filter by:
Name Inception Date Geography AUM AMC Perf. Fee Hurdle Min Inv. Liquidity MTD YTD 2023 1W 1M 3M 6M 1Y 2Y 3Y ISIN Liquidity Domicile Inv. Adviser Portfolio Manager UN PRI Signatory Companywide ESG Policy SFDR ESG Data Integration Active Ownership ESG Exclusion List Return Consistency
Percentile Rank
Performance
Percentile Rank
Diversifier
Percentile Rank
Downside Protection
Percentile Rank
Low Risk
Percentile Rank
Bantleon Diversified Markets May 2018 Global £22m 1.00% 10% Yes 250,000 Daily -0.1 0.1 -0.4 0.9 4.3 5.8 -2.0 0.9 -0.6 LU1808871997 Daily Luxembourg Bantleon Bank AG Umit Kinar Yes Yes Article 6 No Yes Yes 66 38 80 88 24
KLS Niederhoffer Smart Alpha UCITS Fund Jul 2020 Global £18m 1.25% 20% No 2,500,000 Daily -5.7 -3.9 -0.9 -2.6 -5.0 -2.5 -6.7 -2.1 -5.4 IE00BMVFY279 Daily Ireland R. G. Niederhoffer Capital ... Roy Niederhoffer Article 6 30 35 62 95 22
Lumyna - Millburn Diversified UCITS Mar 2017 Global £51m 1.50% 20% No 1,000,000 Weekly 5.6 -5.1 0.5 3.8 1.5 2.1 1.2 17.3 18.1 LU1565208292 Weekly Luxembourg Millburn Barry Goodman No No Article 6 No No Yes 56 74 58 97 41
MontLake AlphaQuest UCITS Dec 2016 Global £38m 1.50% 20% 1,000,000 Daily 1.2 -7.5 -0.5 -0.3 0.8 3.4 -4.2 5.9 5.4 IE00BD08G622 Daily Ireland Quest Partners Nigol Koulajian 43 63 95 91 43
MontLake Crabel Gemini Oct 2017 Global £275m 2.00% 0% No 25,000,000 Daily -3.7 1.6 0.0 -1.0 -1.8 -0.5 -4.5 0.1 1.8 IE00BF2X9719 Daily Ireland Crabel Capital Management Crabel Capital Management No Yes Article 6 No N/A N/A 68 47 48 46 61
Tages Eckhardt Systematic Short Term UCITS Fund Oct 2020 Global £74m 1.25% 15% No 1,000,000 Daily -1.0 -6.7 0.2 0.4 2.5 1.8 -8.2 0.3 -1.6 IE00BL3HNF00 Daily Ireland Eckhardt Trading Company Eckhardt Trading Company Yes Yes Article 6 No N/A N/A 19 30 97 77 32
Tungsten TRYCON AI Global Markets Feb 2010 Global £90m 1.45% 20% 100,000 Daily 0.1 4.9 -1.5 0.2 1.9 4.7 3.8 2.0 10.8 10.0 LU0451958135 Daily Luxembourg Tungsten Capital Management... Pablo Hess 66 41 97 79 74
Displaying 1 - 7 of 7 funds. View all

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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.