Trend

Strategy Research, 03 Oct 2019

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
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 18.8
Salus Alpha Directional Markets Trend 13.1
MontLake Crabel Advanced Trend Trend 12.1
Cyril Systematic UCITS Trend 7.5
Schroder GAIA BlueTrend Trend 7.2
Lyxor Epsilon Global Trend Trend 6.5
Tungsten TRYCON AI Global Markets Trend 1.5
AQR Managed Futures UCITS Trend 0.7
Winton Trend Fund Trend 0.3
FORT Global UCITS Trend Trend -0.2

Bottom Funds YTD

YTD
BNP THEAM Quant - Multi Asset Diversified Trend -11.8
Allianz Multi Asset Long / Short Trend -9.2
Graham Tactical Trend UCITS Trend -7.3
Alma Platinum Quantica Managed Futures Focus Trend -6.2
Progressive Tulip Trend UCITS Trend -5.5
Fulcrum Multi Asset Trend Fund Trend -5.5
Uni-Global - Cross Asset Trend Follower Trend -5.4
Garraway Financial Trends Trend -4.0
ASG Managed Futures Fund Trend -2.8
Man AHL Trend Alternative Trend -2.8

Largest Trend Funds

AUM
AQR Managed Futures UCITS £522m
Man AHL Trend Alternative £485m
Lyxor Epsilon Global Trend £379m
MontLake DUNN WMA Institutional ... £314m
Allianz Multi Asset Long / Short £265m

Largest Inflows (Q1'20 - Q1'19)

Change AUM
Man AHL Trend Alternative £167m £485m
AQR Managed Futures UCITS £164m £522m
Lyxor Epsilon Global Trend £112m £379m
Alma Platinum Quantica Managed F... £22m £68m
FORT Global UCITS Trend £13m £20m

Largest Outflows (Q1'20 - Q1'19)

Change AUM
BNP THEAM Quant - Multi Asset Di... £-74m £64m
Goldman Sachs Alternative Trend ... £-24m £248m
Allianz Multi Asset Long / Short £-20m £265m
ASG Managed Futures Fund £-18m £130m
Seven Absolute Return £-17m £0m

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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.