Managed Futures

Strategy Research, 15 Apr 2020

Index Research Funds

AH Managed Futures UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 0.7 -1.3 -0.7 -0.3 -1.7
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
Download Index Return Series

Top Funds YTD

YTD
Next AM - Tendance Finance Trend 18.8
Salus Alpha Directional Markets Trend 13.1
MontLake Crabel Advanced Trend Trend 12.1
Cyril Systematic UCITS Trend 7.5
Schroder GAIA BlueTrend Trend 7.2
Lyxor Epsilon Global Trend Trend 6.5
MontLake AlphaQuest UCITS Trend Plus 5.2
MontLake Crabel Gemini Trend Plus 3.6
Tungsten TRYCON AI Global Markets Trend 1.5
AQR Managed Futures UCITS Trend 0.7

Bottom Funds YTD

YTD
Linden Core Fund 2X Trend Plus -26.4
Lyxor - WNT Fund Trend Plus -12.9
Lumyna - Millburn Diversified UCITS Trend Plus -12.5
Alma Platinum IV Systematic Alpha Trend Plus -12.2
BNP THEAM Quant - Multi Asset Diversified Trend -11.8
MontLake Tiber Diversified UCITS Trend Plus -10.9
MainFirst Contrarian Opportunities Trend Plus -10.4
Allianz Multi Asset Long / Short Trend -9.2
FORT Global UCITS Futures Trend Plus -8.8
Graham Tactical Trend UCITS Trend -7.3

Strategy AUM

31 March 2020
£6.0b -5% YOY

Largest Managed Futures Funds

AUM
Alma Platinum IV Systematic Alpha £611m
SEB Asset Selection £558m
AQR Managed Futures UCITS £522m
Man AHL Trend Alternative £485m
MontLake Crabel Gemini £395m

Largest Inflows (Q1'20 - Q1'19)

Change AUM
MontLake Crabel Gemini £205m £395m
Man AHL Trend Alternative £167m £485m
AQR Managed Futures UCITS £164m £522m
Lyxor Epsilon Global Trend £112m £379m
MainFirst Contrarian Opportunities £98m £154m

Largest Outflows (Q1'20 - Q1'19)

Change AUM
Lyxor - WNT Fund £-280m £49m
SEB Asset Selection £-248m £558m
Alma Platinum IV Systematic Alpha £-238m £611m
Lumyna - Millburn Diversified UCITS £-79m £133m
BNP THEAM Quant - Multi Asset Di... £-74m £64m

or Register for Free

  • Access the full universe of UCITS Hedge Funds and Absolute Return Funds.
  • Build and curate a watchlist.
  • View the latest research.
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.