Sub Index - Multi Strategy Systematic

This cohort of funds contains both Alternative Risk Premia (ARP) strategies and more actively managed quantitative multi-strategy offerings. As the name suggests, the underlying strategy allocations are systematic in nature, with the allocation to the underlying strategies generally rules based.

Strategy AUM
31 December 2023
£1.2b
-27.7% YoY

Performance

Monthly Returns

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2024 0.9 1.2 2.1
2023 0.2 1.2 -1.0 0.8 -0.2 1.1 0.1 0.8 0.9 -0.2 0.4 0.4 4.5
2022 -0.3 -0.5 0.6 1.4 0.3 -1.1 0.2 0.1 0.5 1.4 -0.3 -0.3 2.0
2021 0.1 0.0 2.2 0.8 1.5 -0.3 3.1 0.3 -1.1 -0.2 -0.5 1.8 8.0
2020 -0.3 -2.8 -4.5 0.3 -0.4 -0.8 0.9 -0.2 -0.2 -1.0 0.5 1.1 -7.2
2019 0.9 0.1 0.9 0.4 -1.3 1.5 1.3 0.1 -0.5 -0.7 0.3 -0.5 2.4
2018 1.3 -2.3 0.0 -0.1 -1.0 -0.5 0.1 -0.3 -0.2 -1.2 -0.6 -0.4 -5.3
2017 -0.1 2.0 0.2 0.4 0.2 -0.8 0.8 1.1 -0.5 1.4 0.5 0.3 5.3
2016 0.5 0.5 0.8 -0.9 0.2 1.4 1.0 -0.1 0.5 -0.4 -0.5 0.7 3.8
2015 2.2 0.9 1.2 -1.1 0.6 -2.2 1.6 -2.0 0.9 0.2 0.3 -0.4 2.1
2014 -2.2 -0.6 1.6 1.0 2.9 1.5 0.0 1.4 -0.8 -1.2 2.1 0.0 5.6
2013 2.4 -0.3 0.3 0.7 -1.3 -3.3 0.1 -2.2 1.0 2.7 1.3 -0.7 0.6
2012 2.9 2.6 -1.7 -2.6 0.7 0.0 1.8 -1.8 3.1 0.9 1.1 0.5 7.3
2011 0.3 -1.4 1.5 1.8 0.6 -1.5 -1.1 -3.6 -1.4 6.2 -5.5 2.7 -1.9
2010 -2.5 -2.7 1.6 -3.6 -4.1 0.0 3.1 -1.8 2.7 2.4 -3.4 2.7 -5.9
Show all
  • Region Global
  • Currency Local Currency
  • Frequency Monthly Rebalancing
  • Methodology Equally Weighted
  • Download Index Return Series

Index Constituents

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Name Inception Date Geography AUM AMC Perf. Fee Hurdle Min Inv. Liquidity MTD YTD 2023 1W 1M 3M 6M 1Y 2Y 3Y ISIN Liquidity Domicile Inv. Adviser Portfolio Manager UN PRI Signatory Companywide ESG Policy SFDR ESG Data Integration Active Ownership ESG Exclusion List Return Consistency
Percentile Rank
Performance
Percentile Rank
Diversifier
Percentile Rank
Downside Protection
Percentile Rank
Low Risk
Percentile Rank
AQR Systematic Total Return UCITS Fund Feb 2017 Global £225m 1.25% 0% No 100,000 Daily 0.9 7.6 12.9 0.6 3.4 6.6 11.2 15.8 36.6 76.2 LU1532680888 Daily Luxembourg AQR Capital Management John Huss, Andrea Frazzini,... Yes Yes Article 6 Yes Yes Yes 76 100 99 97 57
Assenagon Balanced EquiVol Nov 2020 Global £93m 0.60% 0% No 125,000 Daily 1.5 7.8 -0.1 0.3 3.1 2.0 8.8 2.5 9.9 LU2249891487 Daily Luxembourg Assenagon Asset Management ... Daniel Jakubowski, Dorian R... Yes Yes Article 8 Yes Yes N/A 63 54 59 42 64
BlackRock Systematic Multi-Strategy ESG Screened Fund Jun 2021 Global £61m 0.90% Daily 0.2 0.9 6.0 0.2 -0.2 2.8 5.2 6.8 6.0 IE00BKPSQG65 Daily Ireland BlackRock Investment Manage... BlackRock IM Article 8
BNP THEAM - Absolute Alpha Aug 2015 Global £14m 0.54% 1,000,000 Daily 0.6 -0.4 -0.3 -0.6 -0.4 0.1 1.1 -5.9 -3.3 LU1120439341 Daily Luxembourg BNP Paribas Asset Management Marie Barberot 44 20 78 59 33
CS (Lux) Liquid Alternative Beta Jul 2016 Global £371m 0.85% 500,000 Daily 1.9 3.5 0.1 1.4 2.8 2.9 4.3 2.4 3.7 LU1394301409 Daily Luxembourg Credit Suisse Asset Managem... Credit Suisse Asset Managem... Article 6 57 48 25 30 67
Diversified Systematic Fund Apr 2022 Global 0.00% 0% No 0 Daily 0.0 IE00001AGYX7 Daily Ireland Santander Asset Management Santander Asset Management Yes Yes Article 6 No N/A N/A
First Private Systematic Flows Jul 2022 Global £16m 0.95% 20% No 1,000,000 Daily -2.7 -3.6 -0.1 -1.5 -4.3 -6.3 -7.8 DE000A0Q95R0 Daily Germany First Private Investment Ma... Yes Yes Article 8 Yes Yes Yes
First Private Wealth Nov 2008 Global £68m 0.50% 10% Yes 1,000,000 Daily 1.1 6.5 0.0 1.9 2.8 2.8 6.0 3.3 15.2 DE000A0KFUX6 Daily Germany First Private Investment Ma... Yes Yes Article 8 Yes Yes Yes 88 81 30 47 88
Fortem Capital Alternative Growth Fund May 2019 Global £30m 0.60% 0% No 1 Daily 0.5 0.1 -0.1 0.9 0.3 2.4 0.0 1.9 0.4 IE00BJ116W86 Daily Ireland Fortem Capital No Yes Article 6 No N/A N/A 51 28 59 85 81
Goldman Sachs Absolute Return Tracker Portfolio Jan 2015 Global £707m 0.65% 1,000,000 Daily 0.3 2.4 10.6 0.3 1.8 4.5 5.6 10.8 11.0 10.0 LU1103307580 Daily Luxembourg Goldman Sachs Asset Managem... Article 6 48 57 6 17 56
GS Alternative Beta Jun 2008 Global £221m 0.50% Daily 0.2 0.8 8.3 0.5 1.7 3.4 3.4 7.3 5.8 9.0 LU0370038324 Daily Luxembourg Goldman Sachs Asset Management Willem Van Dommelen 48 67 8 18 65
LFIS Vision UCITS - Diversified Market Neutral May 2014 Global £53m 1.25% 15% Yes 0 Daily LU1162198839 Daily Luxembourg LFIS Capital Guillaume Dupin No Yes Article 6 No No No 87 61 87 82 97
LFIS Vision UCITS - Perspective Strategy Jul 2015 Europe £40m 0.60% 15% Yes 0 Daily -0.2 6.7 0.0 -0.8 0.9 3.0 5.0 6.8 11.9 LU1966095553 Daily Luxembourg LFIS Capital Edouard Laurent-Bellue, Ach... No Yes Article 8 No No Yes 86 70 18 32 85
LGT Dynamic Protection UCITS Jan 2017 Global £51m 0.75% 0% No 1,000,000 Daily -1.7 -2.3 0.2 -0.9 -1.4 -1.2 -1.8 -9.3 -16.2 IE00BD365334 Daily Ireland LGT Capital Partners LGT Capital Partners Yes Yes Article 6 No N/A N/A 9 4 52 80 19
Man AHL Target Growth Alternative Jan 2021 Global £28m 0.60% 0% No 1,000,000 Daily 2.2 10.9 0.0 2.0 6.0 7.7 11.0 5.4 4.3 IE00BNDVWZ94 Daily Ireland Man Group Plc Russell Korgaonkar, Otto va... No Yes Article 6 No N/A N/A
Nomura Fixed Income Risk Premia Jul 2018 Global £1m 0.50% 10% 1,000,000 Daily 5.0 7.7 1.1 3.8 3.9 1.8 2.3 49.7 51.7 IE00BF51ZC98 Daily Ireland Nomura Alternative Investme... 61 96 91 95 43
Nordea 1 - Alpha 10 Sep 2009 Global £3.3b 1.00% No 75,000 Daily -0.3 0.7 -2.8 -0.9 -2.8 -1.1 -2.1 0.8 -3.1 5.2 LU0445386955 Daily Luxembourg Nordea Asbjoern Trolle Hansen, Cla... No No Article 6 No N/A N/A 37 30 68 31 51
Nordea 1 - Alpha 15 Aug 2011 Global £3.2b 1.20% No 75,000 Daily -0.5 0.5 -5.5 -1.5 -4.3 -2.0 -3.7 -0.9 -6.6 5.3 LU0607983383 Daily Luxembourg Nordea Asbjoern Trolle Hansen, Cla... No No Article 6 No N/A N/A 30 37 67 19 34
Nordea 1 - Alpha 7 May 2018 Global £407m 0.90% No 75,000 Daily -0.2 0.7 -1.2 -0.7 -1.9 -0.3 -0.8 1.4 -1.2 4.1 LU1807426629 Daily Luxembourg Nordea Asbjoern Trolle Hansen, Cla... No No Article 6 No N/A N/A 56 36 65 37 72
Schroder GAIA Two Sigma Diversified Aug 2016 Global £283m 1.40% 20% 500,000 Weekly 3.5 12.5 -0.1 0.2 4.0 10.9 14.4 20.2 34.2 LU1429039115 Weekly Luxembourg Two Sigma Geoff Duncombe Article 6 80 86 79 89 66
Schroder ISF Cross Asset Momentum Component Jul 2018 Global £371m 0.60% 5,000,000 Daily 0.2 2.9 0.8 0.2 2.2 2.2 2.0 4.1 10.4 12.5 LU0487285610 Daily Luxembourg Schroders Multi-Asset Investment Team Article 6 87 56 71 85 89
SEI Liquid Alternative Nov 2015 Global £713m 0.75% Daily 3.8 4.3 0.1 2.0 3.8 4.5 5.8 18.9 18.1 IE00BYXVWD44 Daily Ireland DBi Dynamic Beta Investments 60 76 93 81 76
THEAM Quant-Cross Asset High Focus Nov 2021 Global £806m 0.76% 0% No 100,000 Daily -2.7 2.3 -1.3 -2.7 -4.7 -7.1 -5.6 22.7 LU2346216455 Daily Luxembourg BNP Paribas Asset Management Yes Yes Article 6 No N/A N/A
Trium Alternative Growth Fund Sep 2021 Global £83m 0.80% 0% No 5,000,000 Daily 0.1 2.7 -0.9 -1.3 -0.4 1.8 2.5 4.8 IE00BP2C4N93 Daily Ireland Trium Capital Toby Hayes Yes Yes Article 6 No N/A N/A
U Access (IRL) Campbell Absolute Return UCITS Jun 2020 Global £283m 1.05% 15% Yes 100 Daily 4.7 1.0 -0.3 4.2 4.5 3.1 -0.4 25.4 41.4 IE00BKYBHH48 Daily Ireland Campbell & Company Campbell & Company Investme... No No Article 6 No N/A N/A 76 96 81 99 78
VIA Absolute Return Mar 2016 Global £25m 0.87% 10% 200,000 Daily 2.4 3.1 -0.1 1.2 3.2 3.3 3.8 4.4 5.6 LU1369534786 Daily Luxembourg Veritas Investment Associates Guillaume Dolisi, Laurent Pla Article 6 73 46 29 39 77
Winton Diversified Fund (UCITS) Jul 2017 Global £79m 0.85% 18% Yes 50,000 Daily 5.5 5.0 0.0 2.5 3.2 4.9 9.7 18.7 29.7 IE00BYWTYX35 Daily Ireland Winton Capital Winton Capital Management L... Yes Yes Article 6 No N/A N/A 96 91 60 92 84
Displaying 1 - 27 of 27 funds. View all

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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.