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 0.0
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 19.0
MontLake Crabel Advanced Trend Trend 17.4
Salus Alpha Directional Markets Trend 11.0
Schroder GAIA BlueTrend Trend 10.5
Cyril Systematic UCITS Trend 10.1
Garraway Financial Trends Trend 8.0
Lyxor Epsilon Global Trend Trend 6.8
Man AHL Diversity Alternative Trend 4.2
Winton Trend Fund Trend 4.1
Tungsten TRYCON AI Global Markets Trend 3.4

Bottom Funds YTD

YTD
BNP THEAM Quant - Multi Asset Diversified Trend -12.0
Progressive Tulip Trend UCITS Trend -11.2
Allianz Multi Asset Long / Short Trend -10.9
Alma Platinum Quantica Managed Futures Focus Trend -9.4
Graham Tactical Trend UCITS Trend -8.5
Fulcrum Multi Asset Trend Fund Trend -4.8
Uni-Global - Cross Asset Trend Follower Trend -3.1
FORT Global UCITS Trend Trend -1.0
ASG Managed Futures Fund Trend -0.8
Aspect Diversified Trends Trend -0.7

Largest Trend Funds

AUM
AQR Managed Futures UCITS £518m
Man AHL Trend Alternative £405m
MontLake DUNN WMA Institutional ... £342m
Lyxor Epsilon Global Trend £332m
Allianz Multi Asset Long / Short £285m

Largest Inflows (Q4'19 - Q4'18)

Change AUM
AQR Managed Futures UCITS £316m £518m
Man AHL Trend Alternative £59m £405m
MontLake DUNN WMA Institutional ... £41m £342m
Lyxor Epsilon Global Trend £37m £332m
ASG Managed Futures Fund £14m £164m

Largest Outflows (Q4'19 - Q4'18)

Change AUM
Allianz Multi Asset Long / Short £-74m £285m
BNP THEAM Quant - Multi Asset Di... £-66m £95m
Man AHL Diversity Alternative £-49m £162m
Schroder GAIA BlueTrend £-38m £66m
Goldman Sachs Alternative Trend ... £-33m £244m

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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.