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
31 December 2023
£4.2b
-18.4% YoY

Performance

Monthly Returns

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2024 -0.1 0.0 -0.1
2023 3.0 -1.1 -0.6 0.4 -0.3 0.1 0.7 -0.1 -0.3 -1.2 2.2 2.0 4.8
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
  • Region Global
  • Currency Local Currency
  • Frequency Monthly Rebalancing
  • Methodology Equally Weighted
  • Download Index Return Series

Index Constituents

Filter by:
Name Inception Date Geography AUM AMC Perf. Fee Hurdle Min Inv. Liquidity MTD YTD 2023 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 £80m 0.50% 10,000,000 Daily 0.1 0.0 2.6 0.4 0.6 1.3 3.0 1.2 2.5 1.5 GB00B75MS619 Daily UK Seven Investment Management 7IM 49 32 31 41 60
Amundi Absolute Return Multi-Strategy Dec 2008 Global £814m 0.55% 15% 5,000,000 Daily 0.3 1.1 -0.6 0.0 0.7 3.8 5.4 1.3 -6.6 -9.0 LU1882439323 Daily Luxembourg Amundi Asset Management Davide Cataldo, Francesco D... Yes Article 8 6 11 34 33 34
Amundi Multi-Strategy Growth Jul 2008 Global £888m 0.60% 15% 5,000,000 Daily 0.6 1.4 -2.4 0.3 1.5 6.1 6.9 0.8 -10.5 -12.2 LU1883335835 Daily Luxembourg Amundi Asset Management Davide Cataldo, Federica Ma... Article 8 1 7 33 24 14
Boussard & Gavaudan Absolute Return Nov 2014 Europe £62m 1.00% 10% 1,000,000 Daily -0.1 0.2 0.3 -0.8 0.7 2.3 1.1 0.1 3.7 LU1063708934 Daily Luxembourg Boussard & Gavaudan Emmanuel Gavaudan, Francois... Article 8 27 37 96 64 59
C-QUADRAT ARTS Total Return Garant Dec 2011 Global £72m 3.10% 20% Daily 0.1 2.5 2.0 0.1 1.1 4.9 4.6 3.1 2.5 4.0 AT0000A03K55 Daily Austria C-QUADRAT Kapitalanlage Leo Willert Article 6 39 39 49 48 71
Fidelity Absolute Return Multi Strategy Nov 2019 Global £52m 0.55% 10% 10,000,000 Daily 0.1 0.1 6.2 0.2 0.2 1.0 4.6 5.7 11.2 10.4 LU1989786477 Daily Luxembourg Fidelity International Matthew Quaife Article 6 73 42 43 68 87
Janus Henderson Global Multi-Strategy Fund Jun 2020 Global £612m 1.00% 20% Yes 1,000,000 Daily -1.4 -0.1 -0.4 -0.6 -1.9 -2.5 -1.7 -4.7 -2.2 LU2114516706 Daily Luxembourg Janus Henderson Investors David Elms, Steve Cain Yes Yes Article 6 Yes Yes N/A 58 32 91 81 71
KLS Ionic Relative Value Arbitrage Fund Jul 2020 Global £55m 0.95% 15% Yes 1,000,000 Daily -3.0 1.7 -0.6 -1.4 -1.6 -3.1 -2.0 -8.0 -15.9 IE00BLR66984 Daily Ireland Ionic Capital Management Bart Baum, Daniel Stone, Do... No Yes Article 6 No N/A Yes 10 23 92 42 32
Lumyna - HBK Diversified Strategies UCITS Fund Oct 2023 Global £50m 1.50% 20% No 1,000,000 Weekly 2.0 0.1 1.4 3.1 LU2589021497 Weekly Luxembourg HBK Capital Management No Yes Article 6 No N/A N/A
Lumyna - Weiss Multi-Strategy UCITS Fund Jun 2021 Global £19m 0.95% 12% No 1,000,000 Daily -0.1 10.6 -0.6 2.8 3.9 8.3 -5.0 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 20 38 13 19 25
Quadriga Igneo Jul 2018 Global £88m 1.50% 0% No 125,000 Daily -0.4 -17.9 0.4 -4.8 -2.4 -8.8 -9.7 -21.0 -29.5 LU1844121522 Daily Luxembourg Quadriga Asset Managers Diego Parrilla, Alfonso Torres No No Article 6 No N/A N/A 3 1 89 98 3
Syquant Helium Invest Jun 2019 Global £211m 0.65% 10% 100,000 Weekly -1.5 6.1 0.2 -0.2 0.2 0.8 2.4 -0.6 7.5 LU1995645790 Weekly Luxembourg Syquant Capital Henri Jeantet, Philippe Sau... Yes Yes Article 8 Yes Yes N/A 66 71 12 39 70
The Cheyne Fund (UCITS) Sep 2022 Global £45m 1.00% 15% No 100,000 Daily 0.5 6.6 -0.3 0.4 1.7 3.1 6.6 IE0006LMKCD6 Daily Ireland Cheyne Capital Yes Yes Article 6 No N/A N/A
Displaying 1 - 14 of 14 funds. View all

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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.