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 3.2
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
Tulip Trend Fund UCITS Trend 16.9
Allianz Multi Asset Long / Short Trend 13.3
Man AHL Active Balanced Trend 10.0
Winton Trend Fund Trend 9.9
Credit Suisse (Lux) Multi-Trend Fund Trend 9.1
Fulcrum Multi Asset Trend Fund Trend 9.1
Schroder GAIA BlueTrend Trend 7.8
Aspect Diversified Trends Fund Trend 7.5
BNP THEAM Quant - Multi Asset Diversified Trend 7.1
Man AHL Trend Alternative Trend 4.8

Bottom Funds YTD

YTD
Salus Alpha Directional Markets Trend -7.4
Next AM - Tendance Finance Trend -5.2
CFM ISTrends Equity Capped Fund Trend -4.6
Lyxor Epsilon Global Trend Trend -4.1
Cyril Systematic UCITS Trend -2.9
AQR Managed Futures UCITS Trend -0.8
Alma Platinum Quantica Managed Futures Focus Trend 0.6
Man AHL Diversity Alternative Trend 0.7
Goldman Sachs Alternative Trend Portfolio Trend 0.9
Uni-Global - Cross Asset Trend Follower Trend 1.1

Largest Trend Funds

AUM
Man AHL Active Balanced £812m
Man AHL Trend Alternative £592m
AQR Managed Futures UCITS £539m
Lyxor Epsilon Global Trend £515m
Goldman Sachs Alternative Trend ... £296m

Largest Inflows (Q2'21 - Q2'20)

Change AUM
Man AHL Trend Alternative £115m £592m
AQR Managed Futures UCITS £57m £539m
Schroder GAIA BlueTrend £55m £129m
Lyxor Epsilon Global Trend £45m £515m
Fulcrum Multi Asset Trend Fund £36m £84m

Largest Outflows (Q2'21 - Q2'20)

Change AUM
Man AHL Active Balanced £-326m £812m
Allianz Multi Asset Long / Short £-99m £169m
Alma Platinum Quantica Managed F... £-40m £64m
MontLake DUNN WMA Institutional ... £-39m £285m
Man AHL Diversity Alternative £-32m £135m

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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.