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
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
Download Index Return Series

Top Funds YTD

YTD
BlackRock Style Advantage Systematic 6.4
Assenagon Balanced EquiVol Systematic 3.9
U Access (IRL) Campbell Absolute Return UCITS Systematic 2.8
Goldman Sachs Absolute Return Tracker Port... Systematic 2.3
LFIS Vision UCITS - Premia Systematic 1.7
GAM Systematic Alternative Risk Premia Systematic 1.6
Fortem Capital Alternative Growth Fund Systematic 1.2
NN (L) Alternative Beta Systematic 1.2
AQR Style Premia UCITS Systematic 1.1
THEAM Quant-Cross Asset High Focus Systematic 0.7

Bottom Funds YTD

YTD
Nomura Fixed Income Risk Premia Systematic -8.8
Man AHL Multi Strategy Alternative Systematic -5.0
BNP THEAM - Absolute Alpha Systematic -4.1
LGT Dynamic Protection UCITS Systematic -3.6
InRIS CFM Diversified Systematic -2.8
Tages Paladin Systematic -1.7
Winton Diversified Fund (UCITS) Systematic -1.7
Fulcrum Risk Premia Systematic -1.6
Man Alternative Style Risk Premia Systematic -1.4
Natixis - Loomis Sayles Alternative Risk P... Systematic -1.2

Largest Systematic Funds

AUM
Nordea 1 - Alpha 10 £4.0b
Nordea 1 - Alpha 15 £3.9b
CS (Lux) Liquid Alternative Beta £693m
Goldman Sachs Absolute Return Tr... £676m
SEI Liquid Alternative £659m

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.