Managed Futures

Strategy Research, 12 Oct 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 -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
Download Index Return Series

Top Funds YTD

YTD
Progressive Tulip Trend UCITS Trend 3.7
MontLake Crabel Advanced Trend Trend 2.8
Winton Trend Fund Trend 1.9
Graham Tactical Trend UCITS Trend 1.8
Alma Platinum Quantica Managed Futures Focus Trend 1.6
Allianz Multi Asset Long / Short Trend 1.6
Garraway Financial Trends Trend 1.4
SEB Asset Selection Trend Plus 1.2
AQR Managed Futures UCITS Trend 1.2
ASG Managed Futures Fund Trend 1.1

Bottom Funds YTD

YTD
Cyril Systematic UCITS Trend -3.0
Tages Eckhardt Systematic Short Term UCITS... Trend Plus -1.7
KLS Niederhoffer Smart Alpha UCITS Fund Trend Plus -1.4
MontLake AlphaQuest UCITS Trend Plus -1.1
Salus Alpha Directional Markets Trend -1.0
Tungsten TRYCON AI Global Markets Trend -0.8
Lumyna - Millburn Diversified UCITS Trend Plus -0.6
MainFirst Contrarian Opportunities Trend Plus -0.6
Next AM - Tendance Finance Trend -0.6
Aspect Diversified Trends Trend -0.2

Largest New Launches (12M)

AUM
KLS Niederhoffer Smart Alpha UCITS Fund £39m
U Access (IRL) Campbell Absolute Return UCITS £24m

Strategy AUM

30 September 2020
£5.9b -13% YOY

Largest Managed Futures Funds

AUM
MontLake Crabel Gemini £776m
Man AHL Trend Alternative £519m
Lyxor Epsilon Global Trend £494m
AQR Managed Futures UCITS £479m
SEB Asset Selection £468m

Largest Inflows (Q3'20 - Q3'19)

Change AUM
MontLake Crabel Gemini £497m £776m
Lyxor Epsilon Global Trend £162m £494m
Man AHL Trend Alternative £112m £519m
FORT Global UCITS Contrarian £107m £452m
Alma Platinum Quantica Managed F... £54m £101m

Largest Outflows (Q3'20 - Q3'19)

Change AUM
Alma Platinum IV Systematic Alpha £-658m £224m
Lyxor - WNT Fund £-323m £19m
SEB Asset Selection £-297m £468m
Lumyna - Millburn Diversified UCITS £-92m £126m
BNP THEAM Quant - Multi Asset Di... £-70m £43m

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.