Sub Index - Multi Strategy Multi Manager
The focus in this cohort of funds is on allocating to a range of alternative strategies by identifying and selecting externally the ‘best’ single manager for a particular strategy and then blending them together. This group contains both FOF structure as well as the new breed of ‘manager-of-manager’ solutions which are typically implemented via managed accounts.
Strategy AUM
30 June 2023
£8.8b
-30.3% YoY
Performance
Monthly Returns
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 1.1 | 0.0 | -1.0 | 0.3 | -0.1 | 0.3 | 0.5 | 0.1 | 1.2 | |||||
| 2022 | -1.6 | -0.7 | 0.8 | -0.3 | -0.7 | -1.5 | 0.5 | 0.2 | -1.5 | 0.2 | 0.4 | 0.0 | -4.0 | |
| 2021 | -0.5 | 1.3 | -0.3 | 1.3 | 0.0 | 0.1 | -0.2 | 0.4 | -0.5 | 0.7 | -0.4 | 0.5 | 2.4 | |
| 2020 | 0.4 | -1.1 | -6.1 | 2.8 | 1.3 | 1.0 | 1.0 | 0.8 | -0.3 | -0.5 | 2.2 | 1.7 | 2.7 | |
| 2019 | 1.4 | 0.5 | 0.4 | 0.6 | -0.3 | 0.7 | 0.7 | 0.2 | -0.3 | -0.3 | 0.5 | 0.7 | 4.9 | |
| 2018 | 0.8 | -0.7 | -0.8 | 0.4 | 0.1 | -0.3 | 0.2 | 0.0 | 0.0 | -1.8 | -0.6 | -0.9 | -3.5 | |
| 2017 | 0.4 | 0.7 | 0.2 | 0.2 | 0.5 | -0.1 | 0.5 | 0.3 | -0.1 | 0.8 | -0.1 | 0.1 | 3.5 | |
| 2016 | -1.5 | -0.4 | 0.4 | 0.0 | 0.3 | -0.3 | 1.2 | 0.1 | 0.3 | -0.4 | -0.4 | 0.5 | -0.4 | |
| 2015 | 1.0 | 1.0 | 0.8 | 0.0 | 0.5 | -0.9 | 0.3 | -1.3 | -1.2 | 0.8 | 0.1 | -0.4 | 0.6 | |
| 2014 | 0.2 | 1.2 | -0.7 | -0.8 | 0.5 | 0.1 | 0.0 | 0.3 | 0.4 | -0.4 | 1.5 | 0.2 | 2.5 | |
| 2013 | 2.0 | 0.7 | 1.0 | 0.1 | 1.2 | -1.8 | 1.3 | -0.8 | 0.6 | 1.1 | 0.8 | 0.7 | 7.2 | |
| 2012 | 1.0 | 1.4 | 0.2 | -0.6 | -0.7 | 0.3 | 0.6 | 0.4 | 0.4 | 0.0 | 0.2 | 0.6 | 3.9 | |
| 2011 | 0.5 | 0.3 | 0.0 | 0.8 | -0.7 | -0.8 | 0.2 | -2.4 | -0.6 | 0.4 | -0.7 | 0.0 | -2.9 | |
| 2010 | 0.6 | -0.1 | 1.8 | 0.7 | -2.1 | 0.0 | 0.8 | 0.3 | 1.3 | 0.6 | -0.2 | 1.0 | 4.7 | |
| 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 |
||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Allington Liquid Alternatives Portfolio (ALAP) | Jul 2020 | Global | £14m | 0.40% | 0% | No | 0 | Daily | 0.9 | 0.9 | -3.0 | 0.3 | 1.0 | 1.0 | 1.0 | 0.8 | -2.4 | 1.3 | DE000A2P3XG8 | Daily | Germany | Allington Investment Adviso... | Marian Henn | No | No | Article 6 | No | N/A | N/A | 45 | 27 | 35 | 52 | 72 | ||
| Alma Platinum IV UBS Multi Strategy Alternatives | Aug 2019 | Global | £117m | 1.78% | 10% | 10,000 | Daily | 0.8 | 1.8 | -7.1 | 0.0 | 1.2 | 2.7 | 3.3 | 0.3 | -5.0 | -5.4 | LU1960255708 | Daily | Luxembourg | UBS Asset Management | UBS Hedge Fund Solutions | 13 | 9 | 60 | 55 | 29 | |||||||||
| Barclays Wealth Liquid Alternative Strategies | Aug 2012 | Global | £244m | 0.50% | 1,000 | Weekly | 1.0 | 4.6 | -1.2 | 0.2 | 1.2 | 2.1 | 3.9 | 3.7 | 3.9 | 11.1 | LU1396374701 | Weekly | Luxembourg | Barclays Wealth Management | Barclays Alternatives Portf... | Article 6 | 93 | 56 | 58 | 70 | 97 | |||||||||
| Blackstone Diversified Multi-Strategy | Sep 2014 | Global | £286m | 1.40% | 15% | 5,000,000 | Daily | 0.3 | 5.3 | -5.1 | 0.0 | 0.5 | 2.6 | 4.2 | 6.4 | -0.2 | 10.1 | IE00BN8SY379 | Daily | Ireland | Blackstone Alternative Inve... | 63 | 55 | 26 | 37 | 76 | ||||||||||
| BNPP Flexi I Lyra | Jun 2017 | Global | £63m | 0.50% | 10% | 3,000,000 | Daily | 0.6 | 0.2 | -2.6 | 0.2 | 0.7 | 1.1 | 0.8 | 0.6 | -3.1 | 0.6 | LU2020655978 | Daily | Luxembourg | BNP Paribas Asset Management | Thierry De Rycke | Article 6 | 48 | 27 | 53 | 59 | 69 | ||||||||
| Brummer Multi-Strategy UCITS | Nov 2020 | Global | £338m | 1.50% | 20% | No | 5,000,000 | Weekly | 1.5 | 2.4 | 10.9 | 1.8 | 1.2 | 3.8 | 5.0 | 11.9 | IE00BMXZ3F19 | Weekly | Ireland | Brummer & Partners | Patrik Brummer, Kerim Celebi | No | No | Article 8 | No | N/A | N/A | |||||||||
| Franklin K2 Alternative Strategies | Sep 2014 | Global | £726m | 1.20% | 15% | Yes | 1,000,000 | Daily | -0.2 | 2.1 | -7.4 | -0.3 | 0.0 | 0.5 | 2.1 | 2.7 | -5.6 | 3.2 | LU1093756838 | Daily | Luxembourg | K2 Advisors | Rob Christian, Brooks Ritch... | Article 8 | 41 | 45 | 18 | 29 | 57 | |||||||
| Fulcrum Alternative Managers Fund | Jun 2007 | Global | £14m | 0.75% | 0% | No | 1,000,000 | Weekly | 0.3 | 2.9 | 3.2 | 0.7 | 1.1 | 2.7 | 3.5 | 7.8 | 14.0 | LU0302397335 | Weekly | Luxembourg | Fulcrum Asset Management LLP | Yes | Yes | Article 6 | Yes | N/A | N/A | 98 | 68 | 52 | 67 | 100 | ||||
| GAM Star Alpha Spectrum | Sep 2011 | Global | £58m | 0.85% | 7.5% | 10,000 | Daily | -1.1 | 9.2 | -13.6 | -1.3 | 0.5 | 1.4 | 6.8 | 6.1 | -0.5 | 19.9 | IE00B5KMD450 | Daily | Ireland | GAM Investments | Julian Howard | No | No | Article 6 | No | N/A | N/A | 53 | 84 | 24 | 9 | 35 | |||
| GAM Star Flexible Global Portfolio | Nov 2009 | Global | £86m | 0.70% | 0% | No | 10,000 | Weekly | -0.6 | 5.3 | -9.6 | -0.6 | 0.3 | 0.9 | 3.9 | 3.4 | -2.3 | 9.7 | IE00B582R233 | Weekly | Ireland | GAM Investments | Julian Howard/MACS | Yes | Yes | Article 6 | Yes | N/A | N/A | 55 | 60 | 16 | 21 | 54 | ||
| Goldman Sachs Global Multi-Manager Alternatives Portfolio | Jan 2016 | Global | £221m | 1.40% | 10% | 1,000,000 | Daily | -0.1 | -1.8 | -4.8 | 0.4 | 0.1 | -0.9 | -0.3 | -1.5 | -6.2 | 3.2 | LU1254821397 | Daily | Luxembourg | Goldman Sachs Asset Managem... | Article 6 | 39 | 46 | 53 | 46 | 78 | |||||||||
| HSBC UCITS AdvantEdge | Oct 2009 | Global | £228m | 1.00% | 10% | 1,000,000 | Weekly | 0.2 | 0.2 | -4.5 | -0.1 | 0.5 | 0.1 | 1.6 | 0.4 | -4.5 | 1.5 | IE00B55H4F31 | Weekly | Ireland | HSBC Alternative Investment... | Article 6 | 37 | 36 | 49 | 39 | 69 | |||||||||
| Janus Henderson Diversified Alternatives Fund | Feb 2013 | Global | £47m | 0.50% | 0% | No | 3,000,000 | Daily | 1.3 | -2.1 | -2.7 | 0.5 | 3.1 | 2.5 | 0.7 | -2.7 | -1.5 | 17.1 | GB00B92MRV68 | Daily | UK | Janus Henderson Investors | James de Bunsen, Pete Webster | Yes | Yes | Article 6 | Yes | Yes | No | 69 | 75 | 24 | 23 | 62 | ||
| Janus Henderson Multi-Asset Absolute Return Fund | Oct 2008 | Global | £101m | 0.50% | 0% | No | 3,000,000 | Daily | 0.3 | 1.3 | 0.7 | -0.2 | 1.5 | 2.2 | 0.7 | 0.9 | 5.4 | 14.0 | GB00B8113P38 | Daily | UK | Janus Henderson Investors | James de Bunsen, CFA, Pete... | Yes | Yes | Article 6 | Yes | Yes | N/A | 89 | 65 | 34 | 44 | 88 | ||
| JPM Multi-Manager Alternatives Fund | Jan 2016 | Global | £1.2b | 0.60% | 10,000,000 | Daily | -0.4 | 2.7 | -5.0 | -0.2 | 0.1 | 0.3 | 2.3 | 3.3 | -2.2 | 3.9 | LU1303367103 | Daily | Luxembourg | J.P.Morgan Asset Management | Paul A Zummo, Randy P Wacht... | Article 8 | 35 | 55 | 43 | 35 | 72 | |||||||||
| Jupiter Merlin Real Return | Jan 2013 | Global | £12m | 0.75% | 10,000,000 | Daily | 0.8 | 3.8 | -9.2 | 1.3 | 1.6 | 2.3 | 3.8 | -4.0 | 4.4 | LU0859119967 | Daily | Luxembourg | Jupiter Investment Manageme... | Algy Smith-Maxwell, John Ch... | Article 6 | 38 | 40 | 10 | 19 | 40 | ||||||||||
| Lampe AIR² | Dec 2017 | Global | £75m | 0.25% | 10% | No | 1 | Daily | 0.0 | -0.4 | 0.3 | 0.9 | 2.7 | 3.1 | -1.1 | 12.0 | LU1737648631 | Daily | Luxembourg | Lampe Asset Management | Frank Neidig | No | No | Article 6 | No | N/A | N/A | 67 | 63 | 29 | 38 | 83 | ||||
| Lemanik - Flex Quantitative HR6 | Nov 2014 | Global | £14m | 0.90% | 30% | 500,000 | Daily | -0.1 | 4.2 | -15.8 | 0.0 | 0.3 | 4.1 | 5.6 | 3.0 | -11.2 | -0.1 | LU1112683559 | Daily | Luxembourg | Lemanik SA | 10 | 18 | 31 | 15 | 11 | ||||||||||
| LLB Alternative Strategy Global | May 2015 | Global | £53m | 0.85% | 10% | 10,000 | Weekly | 0.6 | -0.3 | -4.1 | -0.1 | 0.8 | 0.7 | 0.4 | -1.5 | -5.0 | -3.7 | LI0279550169 | Weekly | Liechtenstein | LLB Asset Management AG | Bernhard Schmitt, Timo Gruber | Article 8 | 28 | 16 | 37 | 41 | 55 | ||||||||
| Longchamp Absolute Return | Sep 2014 | Global | £21m | 0.00% | 10% | 100,000 | Weekly | 0.0 | FR0012034783 | Weekly | France | Longchamp Asset Management | David Armstrong, Pierre Gro... | 73 | 86 | 34 | 19 | 67 | ||||||||||||||||||
| Neuberger Berman Uncorrelated Strategies Fund | May 2017 | Global | £1.8b | 0.75% | 20% | Yes | 2,500,000 | Daily | 1.4 | -6.4 | 8.3 | 0.5 | 1.0 | 2.0 | 0.5 | -9.0 | 3.1 | 0.9 | IE00BF075X33 | Daily | Ireland | Neuberger Berman | Fred Ingham, Ian Haas, Davi... | Yes | Yes | Article 6 | No | N/A | N/A | 53 | 22 | 69 | 92 | 32 | ||
| New Capital All Weather | Oct 2016 | Global | £149m | 0.60% | 1,000,000 | Weekly | 0.8 | 2.2 | -3.2 | 0.8 | 0.1 | 2.4 | 2.4 | -1.0 | 7.4 | IE00BD6P7L99 | Weekly | EFG Asset Management | Jerome Berset, EFGAM Hedge ... | Article 6 | 52 | 53 | 57 | 57 | 73 | |||||||||||
| New Capital Global Alpha | Jan 2017 | Global | 0.75% | 1,000,000 | Daily | 0.5 | 1.0 | -10.8 | 0.1 | 1.3 | 1.8 | 1.0 | 2.7 | -9.5 | -1.3 | IE00BD6P7318 | Daily | Ireland | EFG Asset Management | Hilary Wakefield | Article 6 | 51 | 31 | 2 | 19 | 30 | ||||||||||
| Oyster BM Alternativos | Nov 2019 | Global | £140m | 0.60% | 1,000,000 | Daily | 0.4 | 1.0 | -5.7 | 0.1 | 0.5 | 0.5 | 1.6 | 0.5 | -4.6 | 2.1 | LU2041049300 | Daily | Luxembourg | SYZ Capital AG | Cédric Vuignier | Article 6 | 46 | 37 | 50 | 45 | 68 | |||||||||
| Pictet TR Diversified Alpha | May 2014 | Global | £1.5b | 1.10% | 20% | Yes | 1,000,000 | Weekly | 1.4 | 6.9 | -4.9 | 0.1 | 1.3 | 2.4 | 4.0 | 7.7 | 1.0 | 1.4 | LU1055714882 | Weekly | Luxembourg | Pictet Funds (Europe) S.A. | Philippe de Weck, Federico ... | Yes | Yes | Article 6 | Yes | Yes | Yes | 31 | 35 | 91 | 75 | 65 | ||
| Premier Multi-Asset Absolute Return | Oct 2008 | Global | £108m | 0.60% | 250,000 | Daily | 1.0 | 0.9 | -3.4 | -0.4 | 1.8 | 1.8 | 1.8 | 2.1 | -1.3 | 8.4 | GB00B5PXJK10 | Daily | UK | Premier Asset Management | Ian Rees | 43 | 46 | 20 | 31 | 61 | ||||||||||
| Schroder GAIA Helix | Nov 2018 | Global | £254m | 0.75% | 15% | Yes | 10,000 | Daily | 0.4 | 2.6 | -5.4 | 0.0 | 0.7 | -2.6 | -1.6 | 4.5 | -4.8 | 4.4 | LU1809995746 | Daily | Luxembourg | Schroders | Robert Donald, Darren Hodges | Yes | Yes | Article 8 | Yes | Yes | Yes | 71 | 57 | 58 | 64 | 67 | ||
| Schroder GAIA Wellington Pagosa | Feb 2018 | Global | £435m | 1.25% | 20% | 500,000 | Weekly | 0.1 | -0.9 | 3.7 | -0.6 | 0.4 | 0.5 | 0.4 | 0.5 | 3.6 | 12.7 | LU1732474868 | Weekly | Luxembourg | Wellington Management | Dennis Kim, Christopher Kirk | Article 6 | 98 | 74 | 80 | 81 | 99 | ||||||||
| TM Fulcrum Diversified Liquid Alternatives Fund | May 2018 | Global | £90m | 0.75% | 0% | No | 5,000,000 | Daily | -0.7 | 0.1 | -1.8 | -1.0 | 0.1 | 0.3 | 1.2 | 0.2 | 0.7 | 13.4 | GB00BFYN9805 | Daily | UK | Fulcrum Asset Management LLP | Matthew Roberts | Yes | Yes | Article 8 | Yes | Yes | Yes | 83 | 73 | 12 | 28 | 79 | ||
| Trium Multi-Strategy UCITS Fund | Jan 2019 | Global | £41m | 0.50% | 15% | No | 1,000,000 | Daily | 0.0 | IE000XIZM9H2 | Daily | Ireland | Trium Capital | Clark Fenton | Yes | Yes | Article 6 | Yes | Yes | N/A | ||||||||||||||||
| UBAM - Multifunds Alternative | Jul 2014 | Global | £102m | 0.80% | Weekly | 1.3 | 2.9 | 1.7 | 0.3 | 1.4 | 2.2 | 2.9 | 2.1 | 5.1 | 13.3 | LU1044381561 | Weekly | Luxembourg | UBP Asset Management | Kier Boley | Article 6 | 98 | 62 | 99 | 81 | 99 | ||||||||||
| VT Global Total Return Fund | Aug 2010 | Global | £3m | 0.50% | 0% | No | 1,000 | Daily | 0.9 | 0.0 | -10.4 | -0.3 | 1.7 | 2.4 | 1.4 | 0.8 | -6.3 | 11.2 | GB00B4VWT948 | Daily | UK | ICF Management Limited | Mark Lynam, Charles Gillams | No | No | Article 6 | No | N/A | N/A | 37 | 53 | 29 | 16 | 28 | ||
| Waverton Absolute Return | Jan 2014 | Global | £215m | 0.40% | 1,500 | Daily | 0.9 | 1.4 | -1.0 | 0.2 | 1.0 | 1.7 | 1.8 | 2.7 | 0.8 | 3.9 | IE00BGCYWX85 | Daily | Ireland | Waverton Investment Management | Luke Hyde-Smith, James Mee | 50 | 29 | 46 | 55 | 83 |
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