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
31 December 2023
£15.0b
-17.7% YoY

Performance

Monthly Returns

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2024 1.2 0.5 1.7
2023 0.0 0.4 -0.1 0.1 -0.2 0.4 -0.5 0.5 0.9 0.3 0.5 0.2 2.6
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
Show all
  • Region Global
  • Currency Local Currency
  • Frequency Monthly Rebalancing
  • Methodology Equally Weighted
  • Download Index Return Series

Index Constituents

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Name Inception Date Sub-Strategy Geography AUM AMC Perf. Fee Hurdle Min Inv. Liquidity MTD YTD 2023 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
Trium ESG Emissions Improvers Fund Sep 2019 Discretionary Europe £318m 1.00% 20% Yes 1,000 Daily 0.3 -2.1 4.8 0.3 0.6 -2.2 -2.3 2.8 7.6 18.5 IE00BKDV3Y45 Daily Ireland Trium Capital Joe Mares Yes Yes Article 8 Yes Yes Yes 81 76 85 92 68
U Access – Long/Short Japan Corporate Governance Jul 2020 Discretionary Japan £43m 1.25% 15% Weekly 0.0 3.1 9.2 0.1 0.0 3.2 4.6 11.2 13.8 12.2 LU2187695437 Weekly Luxembourg UBP Asset Management Zuhair Kahn Article 6 57 68 54 46 50
Velox Fund Apr 2016 Discretionary Europe £223m 1.25% 20% No 5,000,000 Daily 1.3 -0.1 -3.7 0.4 1.2 0.4 -1.8 -3.8 0.4 5.6 LU1358059639 Daily Luxembourg Marble Bar Dimitri Kern, Jeremy Stone Yes Yes Article 8 Yes Yes Yes 83 55 52 90 84
Zest North America Pairs Relative May 2015 Discretionary US £48m 0.90% 20% 100,000 Daily 1.0 1.0 -0.2 1.0 2.0 3.2 8.3 10.1 10.5 LU1216084308 Daily Luxembourg Zest Asset Management Pasquale Corvino 52 54 16 5 18
Displaying 51 - 54 of 54 funds. View all

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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.