Trend

Strategy Research, 12 Oct 2020

Index Research Funds

Sub Index - Trend

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2021 -1.1 2.0 0.8 1.1 1.3 -1.5 0.7 -0.1 -1.9 2.2 -3.4 0.2 0.0
2020 0.7 -0.7 1.6 -0.1 -1.4 -1.1 2.1 -0.6 -2.2 -0.8 1.1 4.0 2.5
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
AQR Managed Futures UCITS Trend 3.3
Aspect Diversified Trends Fund Trend 2.7
Fulcrum Multi Asset Trend Fund Trend 2.2
CFM ISTrends Equity Capped Fund Trend 1.0
MontLake DUNN WMA Institutional UCITS Trend 0.6
Winton Trend Fund (UCITS) Trend 0.2
Winton Absolute Return Futures Fund Trend 0.1
Schroder GAIA BlueTrend Trend -0.1
MontLake Crabel Advanced Trend Trend -0.1
Uni-Global - Cross Asset Trend Follower Trend -0.1

Bottom Funds YTD

YTD
Man AHL Active Balanced Trend -6.1
FORT Global UCITS Trend Trend -6.1
Man AHL Trend Alternative Trend -6.0
Cyril Systematic UCITS Trend -5.7
Salus Alpha Directional Markets Trend -5.5
Alma Platinum Quantica Managed Futures Focus Trend -4.8
Man AHL Target Growth Alternative Trend -4.4
Man AHL Alpha Core Alternative Trend -4.2
Alma Platinum Quantica Managed Futures Trend -4.2
Lyxor Epsilon Global Trend Trend -3.7

Largest Trend Funds

AUM
Man AHL Active Balanced £681m
Man AHL Trend Alternative £600m
Lyxor Epsilon Global Trend £454m
Goldman Sachs Alternative Trend ... £388m
AQR Managed Futures UCITS £300m

Largest Inflows (Q4'21 - Q4'20)

Change AUM
Goldman Sachs Alternative Trend ... £107m £388m
Schroder GAIA BlueTrend £78m £164m
Man AHL Trend Alternative £60m £600m
CFM ISTrends Equity Capped Fund £50m £59m
Fulcrum Multi Asset Trend Fund £40m £100m

Largest Outflows (Q4'21 - Q4'20)

Change AUM
Man AHL Active Balanced £-551m £681m
AQR Managed Futures UCITS £-139m £300m
Allianz Multi Asset Long / Short £-49m £124m
MontLake DUNN WMA Institutional ... £-34m £279m
Lyxor Epsilon Global Trend £-27m £454m

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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.