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
2021 -1.3 2.1 1.1 1.0 1.3 -1.3 0.6 -0.2 3.3
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
Tulip Trend Fund UCITS Trend 16.9
Allianz Multi Asset Long / Short Trend 13.3
Alma Platinum IV Systematic Alpha Trend Plus 10.0
Winton Trend Fund Trend 9.9
Credit Suisse (Lux) Multi-Trend Fund Trend 9.1
U Access (IRL) Campbell Absolute Return UCITS Trend Plus 8.9
Man AHL Active Balanced Trend 8.7
Fulcrum Multi Asset Trend Fund Trend 7.2
BNP THEAM Quant - Multi Asset Diversified Trend 7.1
Aspect Diversified Trends Fund Trend 7.0

Bottom Funds YTD

YTD
Salus Alpha Directional Markets Trend -7.6
Tages Eckhardt Systematic Short Term UCITS... Trend Plus -5.5
Next AM - Tendance Finance Trend -5.2
CFM ISTrends Equity Capped Fund Trend -5.0
Lyxor Epsilon Global Trend Trend -4.5
Cyril Systematic UCITS Trend -3.8
AQR Managed Futures UCITS Trend -1.7
Man AHL Diversity Alternative Trend -0.3
Garraway Financial Trends Trend 0.2
Alma Platinum Quantica Managed Futures Focus Trend 0.6

Largest New Launches (12M)

AUM
Tages Eckhardt Systematic Short Term UCITS Fund £97m

Strategy AUM

30 June 2021
£6.4b -8% YOY

Largest Managed Futures Funds

AUM
MontLake Crabel Gemini £1.0b
Man AHL Active Balanced £812m
Man AHL Trend Alternative £592m
AQR Managed Futures UCITS £539m
Lyxor Epsilon Global Trend £515m

Largest Inflows (Q2'21 - Q2'20)

Change AUM
MontLake Crabel Gemini £444m £1.0b
Man AHL Trend Alternative £115m £592m
AQR Managed Futures UCITS £57m £539m
Schroder GAIA BlueTrend £55m £129m
Lyxor Epsilon Global Trend £45m £515m

Largest Outflows (Q2'21 - Q2'20)

Change AUM
Man AHL Active Balanced £-326m £812m
Alma Platinum IV Systematic Alpha £-214m £73m
SEB Asset Selection £-204m £295m
Allianz Multi Asset Long / Short £-99m £169m
Lumyna - Millburn Diversified UCITS £-61m £74m

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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.