Sub Index - Trend
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | -2.2 | 0.0 | 5.4 | 2.2 | 0.2 | 2.8 | 3.7 | 4.3 | -2.9 | -3.5 | 10.4 | |||
| 2018 | 5.4 | -6.8 | -1.2 | -0.3 | -2.1 | 0.1 | -0.6 | 2.3 | -1.8 | -3.1 | -1.9 | 1.1 | -8.5 | |
| 2017 | -0.5 | 3.0 | -1.3 | -0.2 | 1.3 | -2.6 | 2.1 | 1.3 | -2.0 | 3.9 | 1.1 | 0.5 | 7.3 | |
| 2016 | 4.1 | 1.8 | -2.3 | -2.8 | -1.4 | 3.9 | 0.9 | -1.8 | -1.1 | -3.3 | -0.6 | 1.2 | -1.1 | |
| 2015 | 5.2 | 0.8 | 1.5 | -3.7 | 0.1 | -3.7 | 2.2 | -0.9 | 1.7 | -2.0 | 2.3 | -2.5 | 1.2 | |
| 2014 | -2.6 | 0.6 | -1.9 | 1.3 | 2.1 | 1.9 | 0.0 | 4.6 | 1.3 | 1.0 | 6.0 | 3.0 | 19.1 | |
| 2013 | 1.7 | 1.1 | 1.9 | 3.2 | -3.1 | -3.0 | -0.7 | -2.9 | -1.0 | 2.8 | 3.6 | 0.3 | 4.2 | |
| 2012 | -0.1 | 0.8 | -1.8 | 0.1 | 2.7 | -5.0 | 3.0 | -2.5 | -2.0 | -3.8 | 0.5 | 0.9 | -6.7 | |
| 2011 | -2.3 | 1.2 | -3.4 | 3.5 | -2.7 | -2.7 | 4.2 | 1.3 | -0.2 | -4.5 | 0.2 | 1.4 | -3.9 | |
| 2010 | -2.2 | -0.6 | 2.8 | -0.1 | 0.3 | 0.3 | -0.9 | 3.2 | 0.3 | 2.4 | -3.7 | 2.8 | 5.1 | |
| 2009 | -0.5 | 0.1 | -3.9 | -4.2 |
Top Funds YTD
Bottom Funds YTD
Largest Trend Funds
| AUM | |
|---|---|
| AQR Managed Futures UCITS | £539m |
| Man AHL Trend Alternative | £407m |
| MontLake DUNN WMA Institutional ... | £346m |
| Lyxor Epsilon Global Trend | £332m |
| Allianz Multi Asset Long / Short | £303m |
Largest Inflows (Q3'19 - Q3'18)
| Change | AUM | |
|---|---|---|
| AQR Managed Futures UCITS | £387m | £539m |
| Man AHL Trend Alternative | £39m | £407m |
| MontLake DUNN WMA Institutional ... | £35m | £346m |
| ASG Managed Futures Fund | £15m | £172m |
| FORT Global UCITS Trend | £12m | £19m |
Largest Outflows (Q3'19 - Q3'18)
| Change | AUM | |
|---|---|---|
| Schroder GAIA BlueTrend | £-111m | £74m |
| Allianz Multi Asset Long / Short | £-75m | £303m |
| BNP THEAM Quant - Multi Asset Di... | £-73m | £113m |
| Lyxor Epsilon Global Trend | £-37m | £332m |
| MAN AHL Diversity Alternative | £-32m | £167m |
