Trend

Strategy Research, 09 May 2022

Index Research Funds

Sub Index - Trend

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2022 -0.5 1.2 5.7 4.9 -0.9 2.6 -3.6 3.3 6.1 19.9
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
Lynx UCITS Fund Trend 37.8
Aspect Diversified Trends Fund Trend 36.8
Schroder GAIA BlueTrend Trend 33.8
ASG Managed Futures Fund Trend 31.8
AQR Managed Futures UCITS Trend 31.7
Fulcrum Multi Asset Trend Fund Trend 31.7
MontLake Crabel Advanced Trend Trend 30.2
MontLake DUNN WMA Institutional UCITS Trend 29.0
CFM ISTrends Equity Capped Fund Trend 25.8
SEB Asset Selection Trend 23.1

Bottom Funds YTD

YTD
FORT Global UCITS Trend Trend -16.0
Next AM - Tendance Finance Trend -4.3
Allianz Multi Asset Long / Short Trend 10.1
BNP THEAM Quant - Multi Asset Diversified Trend 11.7
Quantica Managed Futures Focus Trend 12.3
Garraway Financial Trends Trend 14.5
Pimco TRENDS Managed Futures Strategy Trend 14.7
Man AHL Alpha Core Alternative Trend 15.1
Man AHL Trend Alternative Trend 15.1
Quantica Managed Futures UCITS Trend 15.8

Largest Trend Funds

AUM
Man AHL Trend Alternative £862m
SEB Asset Selection £763m
Lyxor Epsilon Global Trend £467m
Goldman Sachs Alternative Trend ... £388m
MontLake DUNN WMA Institutional ... £333m

Largest Inflows (Q2'22 - Q2'21)

Change AUM
SEB Asset Selection £469m £763m
Man AHL Trend Alternative £269m £862m
Winton Trend Fund (UCITS) £177m £216m
Schroder GAIA BlueTrend £116m £245m
Goldman Sachs Alternative Trend ... £92m £388m

Largest Outflows (Q2'22 - Q2'21)

Change AUM
AQR Managed Futures UCITS £-302m £237m
Lyxor Epsilon Global Trend £-47m £467m
Allianz Multi Asset Long / Short £-19m £151m
Cyril Systematic UCITS £-14m £31m
Man AHL Alpha Core Alternative £-8m £128m

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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.