Multi Strategy Systematic
Sub Index - Multi Strategy Systematic
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2022 | -0.3 | -0.5 | 0.6 | 1.4 | 0.3 | -1.0 | 0.3 | |||||||
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 |
Top Funds YTD
Bottom Funds YTD
Largest New Launches (12M)
AUM | |
---|---|
Trium Alternative Growth Fund | £17m |
Largest Systematic Funds
AUM | |
---|---|
Nordea 1 - Alpha 10 | £4.3b |
Nordea 1 - Alpha 15 | £3.9b |
Goldman Sachs Absolute Return Tr... | £949m |
CS (Lux) Liquid Alternative Beta | £735m |
Schroder ISF Cross Asset Momentu... | £544m |
Largest Inflows (Q1'22 - Q1'21)
Change | AUM | |
---|---|---|
Nordea 1 - Alpha 10 | £1.1b | £4.3b |
Nordea 1 - Alpha 15 | £892m | £3.9b |
Schroder ISF Cross Asset Momentu... | £507m | £544m |
Goldman Sachs Absolute Return Tr... | £417m | £949m |
CS (Lux) Liquid Alternative Beta | £301m | £735m |
Largest Outflows (Q1'22 - Q1'21)
Change | AUM | |
---|---|---|
LFIS Vision UCITS - Premia | £-201m | £160m |
Allianz Multi Asset Risk Premia | £-93m | £60m |
Man Alternative Style Risk Premia | £-90m | £334m |
BlackRock Style Advantage | £-45m | £108m |
Man AHL Multi Strategy Alternative | £-41m | £20m |