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
2022 -0.3 -0.5 0.6 1.4 0.3 -1.1 0.2 0.1 0.5 1.4 2.5
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
Nomura Fixed Income Risk Premia Systematic 33.1
AQR Systematic Total Return UCITS Fund Systematic 28.4
AQR Style Premia UCITS Systematic 27.0
U Access (IRL) Campbell Absolute Return UCITS Systematic 24.5
Man AHL Multi Strategy Alternative Systematic 13.1
Winton Diversified Fund (UCITS) Systematic 11.6
Man Alternative Style Risk Premia Systematic 11.3
Franklin K2 Athena Risk Premia UCITS Fund Systematic 9.6
GAM Systematic Alternative Risk Premia Systematic 8.0
SEI Liquid Alternative Systematic 5.3

Bottom Funds YTD

YTD
FORT Global UCITS Diversified Systematic -28.3
Metzler Alternative Multi Strategy Systematic -9.4
BNP THEAM - Absolute Alpha Systematic -8.2
Nordea 1 - Alpha 15 Systematic -6.4
Goldman Sachs Absolute Return Tracker Port... Systematic -6.1
LGT Dynamic Protection UCITS Systematic -5.9
CS (Lux) Liquid Alternative Beta Systematic -4.6
Assenagon Balanced EquiVol Systematic -3.8
AB Alternative Risk Premia Portfolio Systematic -3.4
VIA Absolute Return Systematic -3.4

Largest Systematic Funds

AUM
Nordea 1 - Alpha 10 £4.1b
Nordea 1 - Alpha 15 £3.9b
Goldman Sachs Absolute Return Tr... £818m
CS (Lux) Liquid Alternative Beta £735m
Schroder ISF Cross Asset Momentu... £686m

Largest Inflows (Q3'22 - Q3'21)

Change AUM
Schroder ISF Cross Asset Momentu... £304m £686m
SEI Liquid Alternative £205m £538m
U Access (IRL) Campbell Absolute... £140m £153m
CS (Lux) Liquid Alternative Beta £94m £735m
Nordea 1 - Alpha 7 £80m £473m

Largest Outflows (Q3'22 - Q3'21)

Change AUM
LGT Dynamic Protection UCITS £-207m £142m
LFIS Vision UCITS - Premia £-159m £108m
Man Alternative Style Risk Premia £-130m £307m
FORT Global UCITS Diversified £-76m £25m
Man AHL Multi Strategy Alternative £-34m £25m

or Register for Free

  • Access the full universe of UCITS Hedge Funds and Absolute Return Funds.
  • Build and curate a watchlist.
  • View the latest research.
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.