Managed Futures
AH Managed Futures UCITS Index
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2021 | -1.3 | 2.1 | 1.1 | 1.8 | ||||||||||
2020 | 0.7 | -1.3 | -0.7 | -0.3 | -0.9 | -0.8 | 1.8 | -0.7 | -1.8 | -0.9 | 1.0 | 3.3 | -0.8 | |
2019 | -1.5 | 0.0 | 4.0 | 1.3 | 0.2 | 2.1 | 2.9 | 3.4 | -2.4 | -2.9 | 0.7 | -0.9 | 6.8 | |
2018 | 4.9 | -6.2 | -1.2 | -0.4 | -1.7 | 0.2 | -1.1 | 1.5 | -1.8 | -3.2 | -1.4 | 0.9 | -9.3 | |
2017 | -0.8 | 2.0 | -1.1 | -0.2 | 0.9 | -2.9 | 1.4 | 1.1 | -1.9 | 3.2 | 0.7 | 0.4 | 2.6 | |
2016 | 4.1 | 2.3 | -2.9 | -1.9 | -1.8 | 4.6 | 0.8 | -2.2 | -1.1 | -3.2 | -1.0 | 1.4 | -1.3 | |
2015 | 5.0 | -0.2 | 1.3 | -3.0 | -0.1 | -3.4 | 2.1 | -1.7 | 1.9 | -2.2 | 1.6 | -2.8 | -1.9 | |
2014 | -2.1 | 1.3 | -2.2 | 0.9 | 2.2 | 1.5 | -0.2 | 3.8 | 1.0 | 1.0 | 5.0 | 1.6 | 14.3 | |
2013 | 2.6 | -0.2 | 1.4 | 2.5 | -2.7 | -3.5 | -0.1 | -2.6 | 0.3 | 2.2 | 2.6 | 1.1 | 3.4 | |
2012 | -0.5 | 0.5 | -2.6 | 0.4 | 1.1 | -3.6 | 3.2 | -1.9 | -2.0 | -3.3 | 0.3 | 0.6 | -7.7 | |
2011 | 0.2 | -0.6 | -2.4 | 2.2 | -2.6 | -0.7 | 1.3 | -2.1 | -1.1 | -3.5 | -1.2 | 0.2 | -10.1 | |
2010 | -2.0 | 1.1 | 2.5 | 0.9 | -2.7 | -0.1 | -0.6 | 0.1 | 2.0 | 0.7 | -2.0 | 1.9 | 1.7 |
Top Funds YTD
Bottom Funds YTD
Largest New Launches (12M)
AUM | |
---|---|
Tages Eckhardt Systematic Short Term UCITS Fund | £92m |
KLS Niederhoffer Smart Alpha UCITS Fund | £37m |
U Access (IRL) Campbell Absolute Return UCITS | £18m |
CFM ISTrends Equity Capped Fund | £9m |
Strategy AUM
31 December 2020
£5.5b
-13% YOY
Largest Managed Futures Funds
AUM | |
---|---|
MontLake Crabel Gemini | £855m |
Man AHL Trend Alternative | £540m |
Lyxor Epsilon Global Trend | £482m |
AQR Managed Futures UCITS | £439m |
FORT Global UCITS Contrarian | £438m |
Largest Inflows (Q4'20 - Q4'19)
Change | AUM | |
---|---|---|
MontLake Crabel Gemini | £568m | £855m |
Lyxor Epsilon Global Trend | £150m | £482m |
Man AHL Trend Alternative | £135m | £540m |
FORT Global UCITS Contrarian | £128m | £438m |
Alma Platinum Quantica Managed F... | £54m | £98m |
Largest Outflows (Q4'20 - Q4'19)
Change | AUM | |
---|---|---|
Alma Platinum IV Systematic Alpha | £-614m | £119m |
SEB Asset Selection | £-339m | £321m |
Lyxor - WNT Fund | £-300m | £14m |
MainFirst Contrarian Opportunities | £-140m | £38m |
Allianz Multi Asset Long / Short | £-113m | £172m |