Sub Index - Multi Strategy Discretionary
Typically these funds allocate to a range of alternative strategies managed internally by a single asset management house. The underlying strategies can be a mixture of discretionary or systematic approaches (with a bias to the former). The allocations to the underlying strategies are typically managed on a discretionary basis, usually by a CIO or Investment committee.
Strategy AUM
30 June 2023
£4.6b
-21.8% YoY
Performance
Monthly Returns
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.0 | -1.1 | -0.6 | 0.4 | -0.3 | 0.1 | 0.7 | -0.1 | 2.1 | |||||
| 2022 | -1.1 | -0.3 | 0.0 | -0.5 | -0.9 | -2.0 | 0.4 | -0.5 | -1.9 | 0.8 | 1.4 | 0.0 | -4.7 | |
| 2021 | 0.6 | 1.1 | -0.1 | 0.6 | 0.3 | 0.1 | -0.3 | 0.3 | -0.1 | 1.0 | -0.2 | 0.4 | 3.8 | |
| 2020 | 0.4 | -0.7 | -5.3 | 2.8 | 1.0 | 1.2 | 1.0 | 0.8 | 0.0 | -0.1 | 2.1 | 1.8 | 5.0 | |
| 2019 | 0.8 | 0.7 | 0.3 | 0.3 | -0.2 | 1.1 | 0.6 | 0.1 | -0.1 | 0.2 | 0.5 | 0.9 | 5.5 | |
| 2018 | 0.8 | -0.5 | -0.7 | 0.1 | 0.3 | -0.3 | -0.1 | 0.1 | -0.1 | -1.5 | -0.5 | -0.9 | -3.5 | |
| 2017 | 0.5 | 0.9 | -0.1 | 0.6 | 0.3 | -0.1 | 0.3 | 0.0 | 0.3 | 0.8 | -0.2 | 0.2 | 3.6 | |
| 2016 | -2.0 | -0.3 | 1.1 | 0.2 | 0.5 | -0.4 | 1.6 | 0.3 | 0.1 | 0.1 | -0.4 | 1.0 | 1.6 | |
| 2015 | 1.9 | 1.1 | 0.8 | 0.8 | 0.6 | -2.1 | 0.6 | -2.7 | -1.6 | 2.0 | 0.1 | -0.8 | 0.6 | |
| 2014 | -0.5 | 1.8 | 0.1 | -0.1 | 1.3 | 0.5 | 0.2 | 1.2 | 0.0 | -0.1 | 1.7 | -0.5 | 5.6 | |
| 2013 | 2.5 | 1.1 | 1.7 | 0.7 | 1.0 | -2.3 | 2.0 | -1.1 | 1.9 | 2.2 | 0.6 | 0.7 | 11.4 | |
| 2012 | 2.8 | 1.3 | -0.1 | -0.2 | -2.4 | 0.7 | 1.4 | 0.6 | 0.9 | -0.3 | 1.2 | 1.2 | 7.3 | |
| 2011 | -0.8 | 1.2 | -0.4 | 1.0 | -0.7 | -1.3 | -0.3 | -2.1 | -2.9 | 3.2 | -1.1 | 0.4 | -4.1 | |
| 2010 | -0.6 | 0.3 | 2.1 | 0.9 | -2.6 | -0.7 | 1.2 | -0.1 | 2.3 | 1.0 | 0.6 | 1.3 | 5.9 | |
| Show all | ||||||||||||||
Index Constituents
| Name | Inception Date | Geography | AUM | AMC | Perf. Fee | Hurdle | Min Inv. | Liquidity | MTD | YTD | 2022 | 1W | 1M | 3M | 6M | 1Y | 2Y | 3Y | ISIN | Liquidity | Domicile | Inv. Adviser | Portfolio Manager | UN PRI Signatory | Companywide ESG Policy | SFDR | ESG Data Integration | Active Ownership | ESG Exclusion List | Return Consistency Percentile Rank |
Performance Percentile Rank |
Diversifier Percentile Rank |
Downside Protection Percentile Rank |
Low Risk Percentile Rank |
||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 7IM Real Return | Jan 2012 | Global | £76m | 0.50% | 10,000,000 | Daily | 0.6 | 0.2 | -2.3 | 0.3 | 1.0 | 1.4 | -0.5 | 3.1 | -1.7 | 3.6 | GB00B75MS619 | Daily | UK | Seven Investment Management | 7IM | 42 | 31 | 37 | 47 | 64 | ||||||||||
| Amundi Absolute Return Multi-Strategy | Dec 2008 | Global | £1.0b | 0.55% | 15% | 5,000,000 | Daily | -0.9 | -5.5 | -8.2 | -0.6 | 0.1 | -1.5 | -3.2 | -6.8 | -13.9 | -8.5 | LU1882439323 | Daily | Luxembourg | Amundi Asset Management | Davide Cataldo, Francesco D... | Yes | Article 8 | 21 | 13 | 30 | 40 | 38 | |||||||
| Amundi Multi-Strategy Growth | Jul 2008 | Global | £861m | 0.60% | 15% | 5,000,000 | Daily | -1.9 | -9.0 | -10.9 | -1.1 | 0.0 | -3.1 | -5.9 | -10.9 | -19.3 | -10.8 | LU1883335835 | Daily | Luxembourg | Amundi Asset Management | Davide Cataldo, Federica Ma... | Article 8 | 11 | 13 | 26 | 33 | 19 | ||||||||
| Boussard & Gavaudan Absolute Return | Nov 2014 | Europe | £100m | 1.00% | 10% | 1,000,000 | Daily | 0.7 | -1.8 | -3.2 | 0.1 | 0.8 | 1.5 | 3.2 | -2.0 | -1.5 | 6.9 | LU1063708934 | Daily | Luxembourg | Boussard & Gavaudan | Emmanuel Gavaudan, Francois... | 44 | 47 | 98 | 75 | 66 | |||||||||
| C-QUADRAT ARTS Total Return Garant | Dec 2011 | Global | £70m | 3.10% | 20% | Daily | -0.5 | -0.6 | -4.3 | -0.7 | 0.0 | -0.1 | 0.6 | -2.0 | -4.5 | 3.6 | AT0000A03K55 | Daily | Austria | C-QUADRAT Kapitalanlage | Leo Willert | Article 6 | 54 | 37 | 56 | 51 | 74 | |||||||||
| Fidelity Absolute Return Multi Strategy | Nov 2019 | Global | £39m | 0.55% | 10% | 10,000,000 | Daily | 1.8 | 3.2 | 3.3 | 0.5 | 1.6 | 2.1 | 2.2 | 7.4 | 5.4 | 10.6 | LU1989786477 | Daily | Luxembourg | Fidelity International | Matthew Quaife | Article 6 | 66 | 44 | 40 | 71 | 89 | ||||||||
| Janus Henderson Global Multi-Strategy Fund | Jun 2020 | Global | £662m | 1.00% | 20% | Yes | 1,000,000 | Daily | 1.3 | 2.1 | 0.0 | 0.3 | 1.1 | 3.7 | 2.6 | 0.8 | 2.3 | 6.6 | LU2114516706 | Daily | Luxembourg | Janus Henderson Investors | David Elms, Steve Cain | Yes | Yes | Article 6 | Yes | Yes | N/A | 65 | 28 | 96 | 79 | 71 | ||
| KLS Ionic Relative Value Arbitrage Fund | Jul 2020 | Global | £87m | 0.95% | 15% | Yes | 1,000,000 | Daily | -0.1 | 1.6 | -7.7 | 0.5 | -0.1 | 0.3 | 1.0 | -0.4 | -7.1 | 6.0 | IE00BLR66984 | Daily | Ireland | Ionic Capital Management | Bart Baum, Daniel Stone, Do... | No | Yes | Article 6 | No | N/A | Yes | 11 | 46 | 82 | 46 | 33 | ||
| Lumyna - Weiss Multi-Strategy UCITS Fund | Jun 2021 | Global | £52m | 0.95% | 12% | No | 1,000,000 | Daily | -2.3 | 3.9 | -18.6 | -1.4 | -0.6 | -0.7 | 1.5 | 7.2 | -14.5 | LU2315785951 | Daily | Luxembourg | Weiss Multi Stategy Advisers | Weiss Multi Stategy Advisers | No | No | Article 6 | No | N/A | N/A | ||||||||
| Plenisfer Destination Value Total Return | May 2020 | Global | £1.2b | 0.75% | 15% | Yes | 500,000 | Daily | 0.0 | LU2087694647 | Daily | Luxembourg | Plenisfer Investments SGR | Plenisfer Investment Team | ||||||||||||||||||||||
| Quadriga Igneo | Jul 2018 | Global | £132m | 1.50% | 0% | No | 125,000 | Daily | -1.4 | -10.2 | 19.7 | 0.9 | -0.6 | 1.5 | -8.6 | -19.6 | -0.5 | -48.5 | LU1844121522 | Daily | Luxembourg | Quadriga Asset Managers | Diego Parrilla, Alfonso Torres | No | No | Article 6 | No | N/A | N/A | 2 | 0 | 94 | 98 | 0 | ||
| Syquant Helium Invest | Jun 2019 | Global | £191m | 0.65% | 10% | 100,000 | Weekly | 0.6 | 4.1 | -4.9 | 0.6 | 0.9 | 1.9 | 4.6 | 0.6 | 17.6 | LU1995645790 | Weekly | Luxembourg | Syquant Capital | Henri Jeantet, Philippe Sau... | Yes | Yes | Article 6 | Yes | Yes | N/A | 67 | 77 | 14 | 45 | 75 | ||||
| The Cheyne Fund (UCITS) | Sep 2022 | Global | £43m | 1.00% | 15% | No | 100,000 | Daily | 0.6 | 0.0 | 1.3 | 2.5 | IE0006LMKCD6 | Daily | Ireland | Cheyne Capital | Yes | Yes | Article 6 | No | N/A | N/A |
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