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
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
Progressive Tulip Trend UCITS Trend 3.7
MontLake Crabel Advanced Trend Trend 3.6
Schroder GAIA BlueTrend Trend 2.6
Winton Trend Fund Trend 2.6
Allianz Multi Asset Long / Short Trend 2.2
Garraway Financial Trends Trend 1.8
Alma Platinum Quantica Managed Futures Focus Trend 1.7
AQR Managed Futures UCITS Trend 1.4
ASG Managed Futures Fund Trend 1.4
Graham Tactical Trend UCITS Trend 1.3

Bottom Funds YTD

YTD
Cyril Systematic UCITS Trend -3.0
Salus Alpha Directional Markets Trend -0.9
Next AM - Tendance Finance Trend -0.4
Tungsten TRYCON AI Global Markets Trend -0.3
FORT Global UCITS Trend Trend -0.1
Lyxor Epsilon Global Trend Trend 0.4
Goldman Sachs Alternative Trend Portfolio Trend 0.8
Aspect Diversified Trends Trend 0.8
BNP THEAM Quant - Multi Asset Diversified Trend 1.0
Fulcrum Multi Asset Trend Fund Trend 1.0

Largest Trend Funds

AUM
Man AHL Trend Alternative £519m
Lyxor Epsilon Global Trend £494m
AQR Managed Futures UCITS £479m
MontLake DUNN WMA Institutional ... £337m
Goldman Sachs Alternative Trend ... £276m

Largest Inflows (Q3'20 - Q3'19)

Change AUM
Lyxor Epsilon Global Trend £162m £494m
Man AHL Trend Alternative £112m £519m
Alma Platinum Quantica Managed F... £54m £101m
Cyril Systematic UCITS £19m £46m
Winton Trend Fund £16m £26m

Largest Outflows (Q3'20 - Q3'19)

Change AUM
BNP THEAM Quant - Multi Asset Di... £-70m £43m
Allianz Multi Asset Long / Short £-63m £240m
AQR Managed Futures UCITS £-60m £479m
ASG Managed Futures Fund £-55m £117m
Aspect Diversified Trends £-43m £192m

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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.