AH Market Neutral UCITS Index
Market Neutral is an investing strategy that seeks to profit from stock specific fundamentals by taking long positions in stocks that are expected to appreciate, and short positions in stocks that are expected to decline. Portfolios are managed with equal exposure to longs and shorts with the aim of isolating the alpha component of a stocks return, while neutralising market beta. Equity Market Neutral strategies typically maintain net equity market exposure no greater than 10% long or short, and generally very close to 0%.
Strategy AUM
30 September 2023
£15.4b
-19.1% YoY
Performance
Monthly Returns
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.0 | 0.4 | -0.1 | 0.1 | -0.2 | 0.4 | -0.5 | 0.5 | 0.9 | 0.3 | 0.4 | 2.3 | ||
| 2022 | -0.4 | -0.1 | 0.5 | 0.1 | -0.2 | -0.5 | 0.4 | -0.1 | 0.1 | 0.1 | 0.0 | 0.2 | 0.0 | |
| 2021 | 0.3 | 0.3 | 0.4 | 0.6 | 0.2 | 0.0 | 0.3 | 0.3 | -0.5 | 0.3 | -0.2 | 0.6 | 2.4 | |
| 2020 | -0.2 | -0.8 | -2.5 | 0.9 | -0.3 | 0.2 | 0.5 | -0.1 | 0.1 | -0.5 | 0.3 | 0.6 | -1.8 | |
| 2019 | 0.8 | -0.9 | -0.5 | -1.0 | 0.2 | 0.0 | -0.1 | 0.0 | -0.4 | -0.3 | -0.2 | 0.2 | -2.3 | |
| 2018 | 0.7 | -0.8 | 0.3 | 0.1 | 0.2 | -0.7 | 0.0 | -0.2 | -0.2 | -1.0 | -1.7 | 0.3 | -3.1 | |
| 2017 | 0.4 | 0.4 | 0.1 | 0.3 | -0.5 | -0.3 | 0.5 | 0.6 | -0.3 | 0.5 | -0.2 | -0.1 | 1.4 | |
| 2016 | -0.8 | -0.7 | 0.2 | -0.7 | -0.1 | -2.0 | 0.3 | -0.3 | 0.5 | 0.0 | -0.1 | 0.0 | -3.6 | |
| 2015 | 0.0 | -0.2 | 0.1 | 0.2 | 0.6 | 0.4 | 0.2 | 0.0 | 0.1 | 0.0 | 0.6 | 1.1 | 3.1 | |
| 2014 | 0.6 | 0.4 | -0.5 | -0.7 | -0.4 | 0.0 | 0.1 | 0.3 | 0.2 | 0.1 | 0.3 | 0.2 | 0.5 | |
| 2013 | 1.4 | 0.5 | 0.1 | 0.8 | 0.3 | 0.4 | -0.1 | -0.4 | -0.1 | 0.4 | 0.3 | 0.2 | 3.7 | |
| 2012 | 1.3 | 0.8 | -0.1 | -0.8 | -1.5 | 0.2 | 1.0 | 0.6 | 0.5 | -0.1 | 0.7 | -0.1 | 2.4 | |
| 2011 | 0.5 | 0.3 | -0.1 | 0.7 | -0.1 | -0.2 | 0.9 | -0.7 | -0.7 | 0.8 | -0.9 | 0.3 | 0.8 | |
| 2010 | 0.4 | 0.2 | 0.7 | 0.1 | -0.7 | -0.5 | 0.4 | 0.7 | 0.4 | 0.2 | -0.1 | 0.5 | 2.1 | |
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Index Constituents
| Name | Inception Date | Sub-Strategy | Geography | AUM | AMC | Perf. Fee | Hurdle | Min Inv. | Liquidity | MTD | YTD | 2022 | 1W | 1M | 3M | 6M | 1Y | 2Y | 3Y | ISIN | Liquidity | Domicile | Inv. Adviser | Portfolio Manager | UN PRI Signatory | Companywide ESG Policy | SFDR | ESG Data Integration | Active Ownership | ESG Exclusion List | Return Consistency Percentile Rank |
Performance Percentile Rank |
Diversifier Percentile Rank |
Downside Protection Percentile Rank |
Low Risk Percentile Rank |
||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Aegon Global Equity Market Neutral | Jun 2016 | Discretionary | Global | £82m | 1.00% | 500,000 | Daily | -0.1 | -0.1 | -6.8 | 0.0 | 0.6 | 0.6 | -0.8 | -0.8 | -8.9 | -2.4 | IE00BYZHZV94 | Daily | Ireland | Aegon Asset Management | David Pringle | Article 6 | 24 | 51 | 39 | 37 | 45 | |||||||||
| Alkimis Capital UCITS | Nov 2009 | Discretionary | Europe | 1.00% | 20% | 1,000,000 | Weekly | 0.0 | IT0005163743 | Weekly | Italy | Alkimis SGR | Massimo Morchio, Pierluca M... | 66 | 34 | 18 | 38 | 55 | |||||||||||||||||||
| BDLCM Funds - Durandal | Nov 2018 | Systematic | Global | £72m | 0.90% | 20% | 100,000 | Weekly | 0.6 | 2.3 | 2.7 | LU1891683903 | Weekly | Luxembourg | BDL Capital Management | Maxime Hayot | 28 | 17 | 81 | 62 | 53 | ||||||||||||||||
| BlackRock Americas Diversified Equity Absolute Return | Feb 2012 | Systematic | US | £571m | 1.00% | 20% | No | 10,000,000 | Daily | -0.1 | 8.7 | 4.8 | 0.0 | 1.9 | 7.0 | 10.0 | 9.2 | 16.7 | 23.7 | LU0725887540 | Daily | Luxembourg | BlackRock Investment Manage... | Raffaele Savi, Travis Cooke | Yes | Yes | Article 6 | Yes | Yes | Yes | 85 | 47 | 80 | 84 | 59 | ||
| BlackRock Asia Pacific Absolute Return | Aug 2016 | Discretionary | Asia | £94m | 1.00% | 20% | No | 100,000 | Daily | 0.0 | 7.3 | 4.4 | 0.2 | 0.9 | 6.1 | 4.1 | 7.4 | 10.0 | 21.6 | LU1495982438 | Daily | Luxembourg | BlackRock Investment Manage... | Samuel Vecht, Steve Wong, A... | Yes | Yes | Article 6 | Yes | Yes | Yes | 94 | 79 | 93 | 88 | 92 | ||
| BlackRock Asia Pacific Diversified Equity Absolute Return | Feb 2017 | Systematic | Asia | £49m | 1.00% | 20% | No | 100,000 | Daily | 0.5 | 15.4 | 8.9 | 0.0 | 1.7 | 1.8 | 6.4 | 14.0 | 26.6 | 40.7 | LU1508158190 | Daily | Luxembourg | BlackRock Investment Manage... | Jeff Shen | Yes | Yes | Article 6 | Yes | Yes | Yes | 78 | 93 | 91 | 81 | 75 | ||
| BlackRock Systematic Global Long/Short Equity | Jun 2014 | Systematic | Global | £31m | 1.50% | 0% | Daily | 0.0 | 8.4 | 0.1 | 0.2 | 3.2 | 4.9 | 7.8 | 10.2 | 9.3 | 12.0 | LU1069250113 | Daily | Luxembourg | BlackRock Investment Manage... | Kevin Franklin, Andrew Huzzey | |||||||||||||||
| BNP THEAM Quant - Equity World DEFI Market Neutral | Dec 2017 | Systematic | Global | £20m | 0.34% | None | 100,000 | Daily | -0.3 | -3.0 | -1.1 | -4.2 | 0.9 | 8.6 | 0.4 | -0.5 | 10.1 | LU1685640408 | Daily | Luxembourg | BNP Paribas Asset Management | Fabrice Ricci | 39 | 12 | 88 | 52 | 22 | ||||||||||
| BNY Mellon Absolute Return Equity | Jan 2011 | Discretionary | Europe | £88m | 1.00% | 15% | 500,000 | Daily | -0.1 | 2.3 | 0.8 | 0.9 | 0.3 | 2.5 | 5.8 | IE00B3RZQQ62 | Daily | Ireland | BNY Mellon Asset Management | Andrew Cawker, Iain Brown, ... | Article 6 | 88 | 39 | 80 | 82 | 95 | |||||||||||
| BPI Alternative Iberian Equities Long/Short | Jan 2010 | Discretionary | Europe | £288m | 1.50% | 20% | 150,000 | Daily | 1.6 | 1.7 | -0.1 | 1.3 | 1.4 | 1.6 | 2.3 | 3.6 | 9.1 | LU0784437740 | Daily | Luxembourg | BPI Gestão de Activos | Paulo Freire Oliveira, Pedr... | 84 | 48 | 91 | 75 | 96 | ||||||||||
| Candriam Absolute Return Equity Market Neutral | Aug 2018 | Discretionary | Global | £635m | 0.80% | 20% | Yes | 0 | Daily | 6.1 | -6.7 | -0.6 | 0.3 | 1.5 | 6.3 | 5.7 | 1.1 | 13.5 | LU1819523264 | Daily | Luxembourg | Candriam | Emmanuel Terraz, Olivier Ro... | Yes | Yes | Article 6 | No | Yes | Yes | 48 | 52 | 28 | 37 | 53 | |||
| CT Real Estate Equity Market Neutral Fund | Dec 2012 | Discretionary | Europe | £231m | 1.00% | 15% | 5,000,000 | Daily | 7.8 | -2.3 | 0.1 | 0.9 | 1.9 | 5.0 | 8.1 | 5.7 | 11.4 | IE00B8GGKQ36 | Daily | Ireland | BMO GAM | Alban Lhonneur, Marcus Phay... | Article 6 | 92 | 56 | 94 | 77 | 97 | |||||||||
| DNCA Invest - Miuri | Dec 2011 | Discretionary | Europe | £255m | 1.00% | 20% | 200,000 | Daily | 9.1 | -3.4 | 0.4 | 0.9 | 2.0 | 4.3 | 8.4 | 5.3 | 12.2 | LU0641746143 | Daily | Luxembourg | DNCA Finance Luxembourg | Mathieu Picard, Alexis Albert | Article 8 | 50 | 71 | 58 | 49 | 77 | |||||||||
| Exane Ceres | Feb 2007 | Discretionary | Global | £149m | 1.50% | 20% | EONIA +1% | 125,000 | Weekly | 11.0 | -6.1 | 0.7 | 2.4 | 1.2 | 1.6 | 7.9 | 4.9 | 7.1 | LU0284634564 | Weekly | Luxembourg | Exane Asset Management | Charles-Henri Neme, Pierre ... | 34 | 47 | 26 | 27 | 58 | |||||||||
| Exane Overdrive | May 2013 | Discretionary | Global | £135m | 2.00% | 20% | EONIA +1% | 125,000 | Daily | 2.6 | -0.1 | 0.9 | 1.5 | 0.1 | 0.5 | 0.9 | 2.1 | 0.7 | LU0923609035 | Daily | Luxembourg | Exane Asset Management | Eric Lauri | 30 | 47 | 69 | 67 | 50 | |||||||||
| Exane Pleiade | May 2011 | Discretionary | Global | £1.2b | 1.25% | 20% | Daily | 0.9 | 1.8 | 0.4 | 1.1 | 0.2 | 0.8 | 0.7 | 2.4 | 2.4 | LU0616900691 | Daily | France | Exane Asset Management | Eric Lauri | 73 | 50 | 71 | 74 | 85 | |||||||||||
| Fidelity Absolute Return Global Equity | Sep 2020 | Systematic | Global | £75m | 0.80% | 15% | 10,000,000 | Daily | 0.2 | 10.1 | 10.5 | 0.9 | 1.8 | 2.8 | 5.5 | 11.6 | 22.3 | 23.7 | LU2210152588 | Daily | Luxembourg | Fidelity International | Hiten Savani, Matt Jones | Article 6 | |||||||||||||
| FP Artellium Evolution | May 2021 | Systematic | Global | £77m | 1.25% | 20% | Yes | 5,000,000 | Daily | 8.0 | 0.7 | -0.4 | -1.5 | -1.5 | 2.6 | 6.1 | 10.5 | DE000A0Q95M1 | Daily | Germany | First Private Investment Ma... | No | Yes | Article 6 | No | No | No | ||||||||||
| Franklin K2 ActusRay European Alpha UCITS Fund | Dec 2022 | Discretionary | Europe | £67m | 1.25% | 20% | Yes | 5,000,000 | Daily | 0.3 | 7.6 | 0.8 | -0.9 | 4.7 | 9.1 | LU2511867744 | Daily | Luxembourg | K2 Advisors | Andrew Alexander | Yes | No | Article 6 | No | N/A | N/A | |||||||||||
| Fulcrum Thematic Equity Market Neutral | Aug 2020 | Discretionary | Global | £379m | 1.50% | 20% | No | 1,000,000 | Daily | 0.4 | -1.2 | -5.1 | 0.7 | -0.1 | 2.4 | 1.1 | -2.3 | -7.6 | -8.6 | LU2164659893 | Daily | Luxembourg | Fulcrum Asset Management LLP | Fawaz Chaudhry | Yes | Yes | Article 6 | No | N/A | N/A | |||||||
| GMO Equity Dislocation Investment Fund | May 2021 | Systematic | Global | £1.1b | 0.35% | 20% | Yes | 1,000,000 | Daily | -0.1 | 2.0 | 14.7 | 0.1 | -3.2 | -0.1 | 6.0 | 3.1 | 20.2 | IE00BF199475 | Daily | Ireland | Grantham, Mayo, Van Otterlo... | Ben Inker, Simon Harris | Yes | Yes | Article 6 | Yes | Yes | N/A | ||||||||
| HI European Market Neutral Fund | Oct 2012 | Discretionary | Europe | £41m | 1.50% | 20% | 500,000 | Daily | 3.7 | 2.0 | 0.1 | 1.2 | 4.7 | 3.3 | 4.2 | 5.6 | 8.1 | IE00B83N7116 | Daily | Ireland | Hedge Invest SGR p.A. | Paul Marriage | Article 6 | 70 | 33 | 77 | 70 | 74 | |||||||||
| InRIS Perdurance Market Neutral | Oct 2017 | Discretionary | Global | £10m | 1.00% | 20% | None | 500,000 | Daily | 0.1 | 3.7 | -2.8 | -3.5 | -5.2 | -4.7 | 0.7 | 4.0 | -5.7 | IE00BZ60LC73 | Daily | Ireland | Perdurance Asset Management | Ivan Briery | 24 | 18 | 98 | 86 | 23 | |||||||||
| JPM Europe Equity Absolute Alpha | Dec 2013 | Discretionary | Europe | £419m | 0.75% | 15% | Daily | 5.7 | 8.3 | 0.4 | -1.4 | 5.6 | 8.6 | 6.6 | 15.9 | 32.5 | LU1001748398 | Daily | Luxembourg | J.P.Morgan Asset Management | Nicholas Horne, Ben Stapley... | Article 8 | 96 | 87 | 73 | 93 | 91 | ||||||||||
| Jupiter Merian Global Equity Absolute Return Fund | Jun 2009 | Systematic | Global | £1.5b | 0.75% | 20% | Yes | 1,000,000 | Daily | 0.2 | 9.0 | 9.1 | 0.3 | 0.4 | 3.7 | 6.3 | 10.1 | 22.4 | 43.1 | IE00BLP5S809 | Daily | Ireland | Jupiter Investment Manageme... | Ian Heslop, Amadeo Alentorn... | Yes | No | Article 6 | No | N/A | N/A | 90 | 93 | 97 | 89 | 92 | ||
| KLS Scopia Market Neutral Equity | Aug 2023 | Discretionary | US | £30m | 1.50% | 20% | Yes | 1,000,000 | Daily | -0.1 | 0.6 | 1.3 | IE0001IUURY9 | Daily | Ireland | Scopia Capital Management LP | Matt Sirovich, Jeremy Mindi... | Yes | Yes | Article 8 | Yes | Yes | N/A | ||||||||||||||
| LandseerAM European Equity Focus Long/Short Fund | Oct 2020 | Discretionary | Europe | £431m | 1.00% | 20% | Yes | 1,000,000 | Daily | 1.7 | 2.0 | -0.6 | -1.3 | 1.0 | 1.7 | 1.8 | 3.8 | 10.8 | LU2214765658 | Daily | Luxembourg | Landseer Asset Management (... | Andy Billett, Roger Guy, Pa... | Yes | Yes | Article 8 | Yes | No | Yes | ||||||||
| LGT Sustainable Equity Market Neutral | Sep 2017 | Discretionary | Global | £81m | 0.80% | 0% | No | 1,000,000 | Daily | -3.9 | -0.6 | 0.5 | 0.7 | 1.1 | -2.7 | -4.3 | -3.1 | -7.5 | IE00BF1D8J71 | Daily | Ireland | LGT Capital Partners | LGT Capital Partners | Yes | Yes | Article 8 | Yes | Yes | Yes | 10 | 12 | 76 | 66 | 41 | |||
| LO Funds - TerreNeuve | Sep 2018 | Discretionary | Global | £78m | 1.50% | 20% | 1,000,000 | Weekly | -16.8 | 11.8 | 0.1 | 0.4 | -6.5 | -8.9 | -16.1 | -9.4 | -13.1 | LU1858041194 | Weekly | Luxembourg | Lombard Odier Investment Ma... | Arnaud Langlois | Yes | Yes | Article 8 | Yes | Yes | N/A | 38 | 46 | 66 | 78 | 27 | ||||
| Lumyna - MW Systematic Alpha UCITS Fund | Jul 2015 | Systematic | Global | £834m | 1.00% | 20% | 5,000,000 | Daily | -2.4 | 3.8 | 0.8 | 0.7 | 3.9 | 0.6 | -3.6 | 1.3 | LU2367654154 | Daily | Ireland | Marshall Wace LLP | Anthony Clake, Alan Hofmeyr | 60 | 56 | 75 | 85 | 54 | |||||||||||
| Lumyna - MW TOPS Environmental Focus (Market Neutral) UCITS Fund | Jul 2020 | Systematic | Global | £1.2b | 1.00% | 20% | 5,000,000 | Weekly | 6.0 | 7.8 | 0.2 | 2.8 | 4.4 | 4.0 | 6.9 | 14.3 | LU2367661019 | Weekly | Ireland | Marshall Wace LLP | Anthony Clake | Article 8 | |||||||||||||||
| Lumyna - MW TOPS (Market Neutral) UCITS Fund | Nov 2007 | Systematic | Global | £1.3b | 1.50% | 20% | No | 1,000,000 | Daily | 4.2 | 10.2 | 0.6 | 1.1 | 3.5 | 2.0 | 4.1 | LU2367665861 | Daily | Luxembourg | Marshall Wace LLP | Anthony Clake | Yes | Yes | Article 6 | No | Yes | Yes | 99 | 90 | 97 | 88 | 95 | |||||
| Lumyna - Sandbar Global Equity Market Neutral UCITS | Oct 2019 | Discretionary | Global | £337m | 1.40% | 20% | No | 1,000,000 | Daily | -0.5 | -7.1 | 0.4 | 0.2 | 0.8 | -0.2 | -0.1 | -8.4 | -13.4 | LU2061570466 | Daily | Luxembourg | Sandbar Asset Management (SAM) | Michael Cowley | Yes | Yes | Article 8 | Yes | Yes | Yes | 4 | 3 | 74 | 52 | 11 | |||
| Man GLG Alpha Select Alternative | Feb 2010 | Discretionary | UK | £1.7b | 0.75% | 20% | Yes | 1,000,000 | Daily | 9.9 | 4.7 | 0.7 | 1.9 | 5.0 | 5.0 | 11.0 | 15.1 | 26.8 | IE00B60S2G54 | Daily | Ireland | Man Group Plc | Charles Long, Nick Judge | No | Yes | Article 6 | No | N/A | N/A | 100 | 84 | 71 | 84 | 96 | |||
| Man GLG Asia Pacific (ex Japan) Equity Alternative | Dec 2020 | Discretionary | Asia | £114m | 1.00% | 20% | No | 1,000,000 | Daily | -2.4 | 5.7 | 0.3 | -0.7 | -1.0 | -3.5 | -1.3 | 2.5 | IE00BN15T637 | Daily | Ireland | Man Group Plc | Andrew Swan | No | Yes | Article 8 | Yes | N/A | N/A | |||||||||
| Man GLG European Equity Alternative | Jul 2011 | Discretionary | Europe | £93m | 2.00% | 20% | Yes | 1,000,000 | Daily | -1.6 | -2.5 | 0.2 | 1.5 | 0.5 | 1.1 | 0.4 | -5.5 | -1.9 | IE00B5591813 | Daily | Ireland | Man Group Plc | Ikitsa Anastasov, Neil Mason | No | Yes | Article 6 | No | N/A | N/A | 58 | 32 | 80 | 87 | 63 | |||
| Marble Bar - Chelodina UCITS | Nov 2019 | Discretionary | Global | £88m | 1.50% | 20% | 5,000,000 | Daily | -2.3 | 5.3 | -0.1 | -0.3 | -0.2 | -2.2 | -1.8 | 2.0 | 2.9 | IE00BFMZN539 | Daily | Ireland | Marble Bar | MBAM | 89 | 55 | 87 | 86 | 98 | ||||||||||
| Nanjia Capital ICAV - CYRUS | Nov 2021 | Systematic | Asia | £17m | 1.50% | 20% | 1,000,000 | Weekly | 0.4 | 0.7 | 0.4 | 1.2 | -1.6 | -0.1 | 2.2 | IE00BMQ8YW11 | Weekly | Ireland | WaterValley Capital Managem... | WaterValley Capital Management | |||||||||||||||||
| Nordea 1 - Global Equity Market Neutral Fund | Jun 2020 | Discretionary | Global | £39m | 1.00% | 15% | 75,000 | Daily | -0.1 | -0.1 | 1.3 | -0.2 | 2.6 | 0.7 | 3.7 | 1.1 | -0.3 | LU2166349774 | Daily | Luxembourg | Nordea | Jakob Nordestedt | Article 8 | 41 | 25 | 96 | 87 | 70 | |||||||||
| Osmosis Resource Efficient Equity Market Neutral | Aug 2018 | Systematic | Global | £34m | 0.75% | 0% | No | 10,000 | Daily | 1.7 | 4.5 | 1.2 | -2.2 | 2.1 | 6.0 | 1.7 | IE00BF19C821 | Daily | Ireland | Osmosis Investment Management | Osmosis Investment Management | Yes | Yes | Article 9 | Yes | Yes | N/A | 33 | 26 | 84 | 68 | 40 | |||||
| Ossiam ESG Opportunity | Oct 2022 | Systematic | Global | £9m | 0.50% | 0% | No | 1,000,000 | Daily | 0.0 | IE000NGJAI70 | Daily | Ireland | Ossiam | Yes | Yes | Article 8 | Yes | N/A | Yes | |||||||||||||||||
| Persephone Cointegration Alpha | Mar 2022 | Systematic | Europe | 0.90% | 0% | No | 100,000 | Daily | 0.0 | DE000A3CQVR4 | Daily | Germany | Persephone Quantitative Fin... | Persephone Quantitative Fin... | No | No | Article 6 | No | N/A | N/A | |||||||||||||||||
| Pictet Agora | Jul 2014 | Discretionary | Europe | £133m | 1.10% | 20% | Yes | 1,000,000 | Weekly | 1.2 | 1.5 | 0.6 | 0.9 | 1.1 | 1.0 | 1.9 | 3.2 | -6.3 | LU1071463266 | Weekly | Luxembourg | Pictet Funds (Europe) S.A. | Vincent Ljaouane, Julian Al... | Yes | Yes | Article 6 | Yes | Yes | Yes | 33 | 21 | 95 | 78 | 41 | |||
| Portland Hill Fund SICAV - ESG European Long/Short | Dec 2018 | Discretionary | Europe | £4m | 1.50% | 20% | No | 1,000,000 | Weekly | -0.4 | 4.4 | -8.8 | -0.4 | -2.5 | 0.1 | 1.9 | 1.7 | -2.5 | 7.8 | LU1842610906 | Weekly | Luxembourg | Other | Thierry Lucas | No | Yes | Article 8 | Yes | Yes | Yes | 39 | 53 | 32 | 24 | 37 | ||
| Protea UCITS II ECO Advisors ESG Absolute Return | Jul 2019 | Discretionary | Global | £133m | 0.60% | 0% | No | 3,000,000 | Daily | -4.2 | 1.6 | 0.2 | -2.5 | -3.6 | -5.2 | -4.6 | -0.9 | -1.0 | LU2002381171 | Daily | Luxembourg | Ethical Capital Opportunity... | Josh Gennet, Tristan Elwell | Yes | Yes | Article 8 | Yes | Yes | Yes | 88 | 41 | 59 | 58 | 79 | |||
| RAM (LUX) Systematic Funds - Global Equities Sustainable Alpha | Dec 2011 | Systematic | Global | £14m | 1.50% | 15% | No | 1,000,000 | Daily | 2.6 | -4.8 | 1.3 | 2.7 | 5.1 | 3.9 | 4.1 | 0.5 | 9.4 | LU0705072188 | Daily | Luxembourg | RAM Active Investments | Emmanuel Hauptmann, Nicolas... | Yes | Yes | Article 8 | Yes | Yes | N/A | 49 | 56 | 81 | 83 | 48 | |||
| RAM (LUX) Systematic Funds Long/Short European Equities | Dec 2011 | Systematic | Europe | £129m | 1.50% | 15% | No | 1,000,000 | Daily | -1.8 | -0.8 | -0.4 | -2.3 | 4.2 | 3.9 | -0.7 | -1.2 | 17.4 | LU0705071701 | Daily | Luxembourg | RAM Active Investments | Emmanuel Hauptmann, Nicolas... | Yes | Yes | Article 8 | Yes | Yes | N/A | 61 | 58 | 68 | 71 | 40 | |||
| RAM (LUX) Systematic Funds Long/Short Global Equities | Dec 2016 | Systematic | Global | £16m | 1.50% | 15% | No | 1,000,000 | Daily | 1.1 | -1.4 | 0.4 | 0.6 | 4.0 | 4.4 | 2.9 | 3.4 | 18.7 | LU1520759363 | Daily | Luxembourg | RAM Active Investments | Emmanuel Hauptmann, Nicolas... | Yes | Yes | Article 8 | Yes | Yes | N/A | 51 | 64 | 87 | 80 | 53 | |||
| S14 Absolute Return | Feb 2022 | Discretionary | Global | £8m | 1.25% | 20% | Yes | 250,000 | Daily | 0.0 | FR0014004I24 | Daily | France | S14 Capital | No | No | Article 6 | No | No | N/A | |||||||||||||||||
| Seven Fortress Fund | Jul 2016 | Systematic | Global | £2m | 1.00% | 10% | EONIA | 100,000 | Daily | 4.3 | -17.0 | 0.7 | 4.3 | 0.7 | 3.2 | -0.9 | -11.0 | -14.2 | LU1388503580 | Daily | Luxembourg | Seven Capital Management | Seven Capital Management | 4 | 2 | 30 | 6 | 6 |
