Multi Strategy Systematic

Sub Index - Multi Strategy Systematic

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2023 0.2 1.2 1.4
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

Largest Inflows (Q4'22 - Q4'21)

Change AUM
THEAM Quant-Cross Asset High Focus £386m £591m
SEI Liquid Alternative £303m £659m
Schroder ISF Cross Asset Momentu... £145m £639m
U Access (IRL) Campbell Absolute... £143m £157m
Franklin K2 Athena Risk Premia U... £77m £93m

Largest Outflows (Q4'22 - Q4'21)

Change AUM
Nordea 1 - Alpha 10 £-271m £4.0b
Goldman Sachs Absolute Return Tr... £-268m £676m
Nordea 1 - Alpha 15 £-252m £3.9b
LGT Dynamic Protection UCITS £-213m £127m
LFIS Vision UCITS - Premia £-143m £70m

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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.