Multi Strategy Systematic

Strategy Research, 26 Aug 2021

Index Research Funds

Sub Index - Multi Strategy Systematic

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2021 0.1 0.0 2.2 0.8 1.5 -0.3 3.1 0.3 -1.1 6.8
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
Download Index Return Series

Top Funds YTD

YTD
AQR Systematic Total Return UCITS Fund Systematic 16.9
Winton Diversified Fund (UCITS) Systematic 11.5
Allianz Multi Asset Risk Premia Systematic 11.3
AQR Style Premia UCITS Systematic 9.4
InRIS CFM Diversified Systematic 8.9
NN (L) Alternative Beta Systematic 8.5
BlackRock Style Advantage Systematic 8.4
SEI Liquid Alternative Systematic 7.7
Nordea 1 - Alpha 15 Systematic 7.2
CS (Lux) Liquid Alternative Beta Systematic 7.0

Bottom Funds YTD

YTD
LGT Dynamic Protection UCITS Systematic -6.8
LO Funds - Alternative Risk Premia Systematic -5.2
FORT Global UCITS Diversified Systematic -2.4
Tages Paladin Systematic -1.7
Man AHL Multi Strategy Alternative Systematic -0.9
LFIS Vision UCITS - Premia Systematic -0.2
Uni-Global - Alternative Risk Premia Systematic -0.1
Nomura Fixed Income Risk Premia Systematic 0.6
AB Alternative Risk Premia Portfolio Systematic 1.0
Natixis - Loomis Sayles Alternative Risk P... Systematic 1.5

Largest New Launches (12M)

AUM
Natixis - Loomis Sayles Alternative Risk Premia £22m

Largest Systematic Funds

AUM
Nordea 1 - Alpha 10 £3.7b
Nordea 1 - Alpha 15 £3.5b
Goldman Sachs Absolute Return Tr... £645m
CS (Lux) Liquid Alternative Beta £602m
AQR Style Premia UCITS £443m

Largest Inflows (Q2'21 - Q2'20)

Change AUM
Nordea 1 - Alpha 15 £1.5b £3.5b
Nordea 1 - Alpha 10 £1.0b £3.7b
CS (Lux) Liquid Alternative Beta £304m £602m
LGT Dynamic Protection UCITS £163m £316m
Schroder ISF Alternative Risk Pr... £115m £155m

Largest Outflows (Q2'21 - Q2'20)

Change AUM
BlackRock Style Advantage £-1,475m £128m
LFIS Vision UCITS - Premia £-757m £345m
Winton Diversified Fund (UCITS) £-247m £83m
AXA World Funds - Chorus Multi-S... £-210m £348m
Nomura Fixed Income Risk Premia £-102m £15m

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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.