Trend

Strategy Research, 15 Oct 2020

Index Research Funds

Sub Index - Trend

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 0.7 -0.7 1.6 -0.1 -1.4 -1.1 2.1 -0.6 -2.2 -1.8
2019 -2.2 0.1 5.5 2.2 0.2 2.8 3.7 4.4 -2.8 -3.5 0.9 -1.0 10.4
2018 5.5 -6.8 -1.2 -0.3 -2.1 0.2 -0.5 2.3 -1.7 -3.0 -1.9 1.2 -8.4
2017 -0.4 3.1 -1.2 -0.1 1.3 -2.5 2.1 1.3 -1.9 4.0 1.1 0.5 7.3
2016 4.2 1.9 -2.2 -2.8 -1.3 4.0 1.0 -1.8 -1.1 -3.3 -0.6 1.3 -1.0
2015 5.2 0.9 1.6 -3.6 0.2 -3.7 2.3 -0.8 1.7 -2.0 2.3 -2.5 1.2
2014 -2.5 0.7 -1.8 1.4 2.2 1.9 0.0 4.6 1.3 1.0 6.1 3.1 19.1
2013 1.8 1.1 1.9 3.3 -3.1 -2.9 -0.7 -2.8 -0.9 2.9 3.7 0.4 4.2
2012 0.0 0.9 -1.7 0.2 2.8 -5.0 3.0 -2.4 -2.0 -3.8 0.6 0.9 -6.7
2011 -2.3 1.2 -3.4 3.6 -2.6 -2.7 4.2 1.3 -0.1 -4.5 0.3 1.5 -3.8
2010 -2.1 -0.5 2.8 0.0 0.3 0.4 -0.9 3.3 0.4 2.4 -3.7 2.8 5.1
2009 -0.5 0.2 -3.9 -4.1
Download Index Return Series

Top Funds YTD

YTD
Next AM - Tendance Finance Trend 16.9
Salus Alpha Directional Markets Trend 9.0
MontLake Crabel Advanced Trend Trend 8.7
Lyxor Epsilon Global Trend Trend 7.7
Schroder GAIA BlueTrend Trend 4.2
Tungsten TRYCON AI Global Markets Trend 3.5
Cyril Systematic UCITS Trend 2.9
FORT Global UCITS Trend Trend 0.6
ASG Managed Futures Fund Trend 0.2
Winton Trend Fund Trend -0.8

Bottom Funds YTD

YTD
BNP THEAM Quant - Multi Asset Diversified Trend -12.8
Garraway Financial Trends Trend -10.3
Fulcrum Multi Asset Trend Fund Trend -8.7
Progressive Tulip Trend UCITS Trend -8.1
Aspect Diversified Trends Trend -8.0
Allianz Multi Asset Long / Short Trend -7.6
Uni-Global - Cross Asset Trend Follower Trend -5.9
Graham Tactical Trend UCITS Trend -5.5
Man AHL Trend Alternative Trend -5.3
Man AHL Diversity Alternative Trend -4.4

Largest Trend Funds

AUM
AQR Managed Futures UCITS £482m
Man AHL Trend Alternative £477m
Lyxor Epsilon Global Trend £470m
MontLake DUNN WMA Institutional ... £324m
Goldman Sachs Alternative Trend ... £275m

Largest Inflows (Q2'20 - Q2'19)

Change AUM
Lyxor Epsilon Global Trend £177m £470m
AQR Managed Futures UCITS £113m £482m
Man AHL Trend Alternative £111m £477m
Alma Platinum Quantica Managed F... £53m £104m
Goldman Sachs Alternative Trend ... £45m £275m

Largest Outflows (Q2'20 - Q2'19)

Change AUM
InRIS CFM Trends £-84m £163m
BNP THEAM Quant - Multi Asset Di... £-75m £51m
Seven Absolute Return £-43m £0m
ASG Managed Futures Fund £-29m £124m
MontLake DUNN WMA Institutional ... £-5m £324m

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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.