Trend

Strategy Research, 15 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 1.7
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
Allianz Multi Asset Long / Short Trend 10.1
Progressive Tulip Trend UCITS Trend 8.1
Winton Trend Fund Trend 5.6
Garraway Financial Trends Trend 5.3
MontLake Crabel Advanced Trend Trend 4.2
Tungsten TRYCON AI Global Markets Trend 3.9
Fulcrum Multi Asset Trend Fund Trend 3.7
Alma Platinum Quantica Managed Futures Focus Trend 3.5
AQR Managed Futures UCITS Trend 3.3
Uni-Global - Cross Asset Trend Follower Trend 3.2

Bottom Funds YTD

YTD
Salus Alpha Directional Markets Trend -7.6
Cyril Systematic UCITS Trend -4.9
Next AM - Tendance Finance Trend -4.1
BNP THEAM Quant - Multi Asset Diversified Trend -2.5
Lyxor Epsilon Global Trend Trend -0.7
FORT Global UCITS Trend Trend -0.6
Man AHL Active Balanced Trend 0.0
CFM ISTrends Equity Capped Fund Trend 0.0
Graham Tactical Trend UCITS Trend 0.1
Aspect Diversified Trends Trend 2.2

Largest New Launches (12M)

AUM
CFM ISTrends Equity Capped Fund £9m

Largest Trend Funds

AUM
Man AHL Trend Alternative £540m
Lyxor Epsilon Global Trend £482m
AQR Managed Futures UCITS £439m
MontLake DUNN WMA Institutional ... £313m
Goldman Sachs Alternative Trend ... £280m

Largest Inflows (Q4'20 - Q4'19)

Change AUM
Lyxor Epsilon Global Trend £150m £482m
Man AHL Trend Alternative £135m £540m
Alma Platinum Quantica Managed F... £54m £98m
Goldman Sachs Alternative Trend ... £36m £280m
Cyril Systematic UCITS £28m £52m

Largest Outflows (Q4'20 - Q4'19)

Change AUM
Allianz Multi Asset Long / Short £-113m £172m
AQR Managed Futures UCITS £-79m £439m
ASG Managed Futures Fund £-74m £90m
BNP THEAM Quant - Multi Asset Di... £-54m £41m
Seven Absolute Return £-40m £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.