Managed Futures

Strategy Research, 03 Oct 2019

Index Research Funds

AH Managed Futures UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2019 -1.6 -0.1 3.9 1.3 0.2 2.1 2.9 3.3 -2.5 -2.9 7.0
2018 4.9 -6.3 -1.3 -0.5 -1.7 0.2 -1.1 1.4 -1.8 -3.2 -1.5 0.9 -9.4
2017 -0.9 2.0 -1.2 -0.3 0.9 -3.0 1.4 1.1 -1.9 3.1 0.6 0.4 2.6
2016 4.1 2.3 -2.9 -2.0 -1.8 4.6 0.8 -2.2 -1.2 -3.3 -1.1 1.3 -1.3
2015 5.0 -0.3 1.2 -3.0 -0.2 -3.4 2.1 -1.8 1.9 -2.3 1.5 -2.9 -2.0
2014 -2.2 1.3 -2.3 0.8 2.1 1.4 -0.2 3.8 0.9 0.9 5.0 1.6 14.2
2013 2.6 -0.3 1.3 2.5 -2.7 -3.6 -0.1 -2.7 0.2 2.2 2.6 1.1 3.3
2012 -0.5 0.5 -2.6 0.3 1.1 -3.6 3.2 -2.0 -2.1 -3.3 0.2 0.6 -7.8
2011 0.2 -0.7 -2.4 2.1 -2.7 -0.7 1.2 -2.1 -1.2 -3.6 -1.2 0.1 -10.2
2010 -2.0 1.0 2.4 0.8 -2.7 -0.1 -0.6 0.1 2.0 0.6 -2.0 1.9 1.7
Download Index Return Series

Top Funds YTD

YTD
DB Platinum Quantica Managed Fut... Trend 33.5
Linden Core Fund 2X Trend Plus 26.9
FORT Global UCITS Futures Trend Plus 21.2
Next AM - Tendance Finance Trend 19.7
Aspect Diversified Trends Trend 18.7
FORT Global UCITS Contrarian Trend Plus 17.2
Man AHL Trend Alternative Trend 16.6
Cyril Systematic (UCITS) Trend 16.0
Graham Tactical Trend UCITS Trend 15.8
Lyxor Epsilon Global Trend Trend 15.7

Bottom Funds YTD

YTD
MontLake Tiber Diversified UCITS Trend Plus -12.8
BNP THEAM Quant - Multi Asset Di... Trend -1.5
LGT Crown Managed Futures UCITS Trend Plus -0.5
Progressive Tulip Trend UCITS Trend -0.2
Salus Alpha Directional Markets Trend -0.2
Allianz Multi Asset Long / Short Trend 1.1
SEB Asset Selection Trend Plus 1.9
DB Platinum IV Systematic Alpha Trend Plus 2.8
AQR Managed Futures UCITS Trend 3.5
Winton Trend Fund Trend 3.6

Largest New Launches (12M)

AUM
AC Adaptive Trends £31m

Strategy AUM

30 September 2019
£6.7b -3% YOY

Largest Managed Futures Funds

AUM
DB Platinum IV Systematic Alpha £882m
SEB Asset Selection £765m
AQR Managed Futures UCITS £539m
Man AHL Trend Alternative £407m
MontLake DUNN WMA Institutional ... £346m

Largest Inflows (Q3'19 - Q3'18)

Change AUM
AQR Managed Futures UCITS £387m £539m
MontLake Crabel Gemini £142m £279m
MainFirst Contrarian Opportunities £64m £120m
Man AHL Trend Alternative £39m £407m
MontLake DUNN WMA Institutional ... £35m £346m

Largest Outflows (Q3'19 - Q3'18)

Change AUM
SEB Asset Selection £-320m £765m
Lyxor - WNT Fund £-177m £342m
Schroder GAIA BlueTrend £-111m £74m
FORT Global UCITS Contrarian £-79m £345m
DB Platinum IV Systematic Alpha £-77m £882m

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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.