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 -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
AQR Style Premia UCITS Systematic 15.0
AQR Systematic Total Return UCITS Fund Systematic 12.8
U Access (IRL) Campbell Absolute Return UCITS Systematic 2.0
Franklin K2 Athena Risk Premia UCITS Fund Systematic 1.5
Winton Diversified Fund (UCITS) Systematic 1.3
AXA World Funds - Chorus Multi-Strategy Po... Systematic 1.1
Fulcrum Risk Premia Systematic 0.3
Uni-Global - Alternative Risk Premia Systematic 0.3
Wells Fargo Worldwide Alternative Risk Premia Systematic 0.3
Metzler Alternative Multi Strategy Systematic 0.2

Bottom Funds YTD

YTD
Coeli Multi Asset Fund Systematic -8.5
FORT Global UCITS Diversified Systematic -7.8
Nordea 1 - Alpha 15 Systematic -5.1
Natixis - Loomis Sayles Alternative Risk P... Systematic -4.2
LO Funds - Alternative Risk Premia Systematic -3.9
Man AHL Multi Strategy Alternative Systematic -3.7
SEI Liquid Alternative Systematic -3.7
Goldman Sachs Absolute Return Tracker Port... Systematic -3.3
CS (Lux) Liquid Alternative Beta Systematic -3.3
AB Alternative Risk Premia Portfolio Systematic -3.1

Largest New Launches (12M)

AUM
BlackRock Systematic Multi-Strategy ESG Screene... £25m
Franklin K2 Athena Risk Premia UCITS Fund £16m

Largest Systematic Funds

AUM
Nordea 1 - Alpha 10 £4.3b
Nordea 1 - Alpha 15 £4.2b
Goldman Sachs Absolute Return Tr... £944m
CS (Lux) Liquid Alternative Beta £672m
Schroder ISF Alternative Risk Pr... £494m

Largest Inflows (Q4'21 - Q4'20)

Change AUM
Nordea 1 - Alpha 15 £1.7b £4.2b
Nordea 1 - Alpha 10 £984m £4.3b
Schroder ISF Alternative Risk Pr... £457m £494m
Goldman Sachs Absolute Return Tr... £455m £944m
CS (Lux) Liquid Alternative Beta £311m £672m

Largest Outflows (Q4'21 - Q4'20)

Change AUM
LFIS Vision UCITS - Premia £-320m £213m
BlackRock Style Advantage £-133m £136m
Man Alternative Style Risk Premia £-110m £358m
Allianz Multi Asset Risk Premia £-102m £71m
LO Funds - Alternative Risk Premia £-73m £10m

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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.