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 |
Index Constituents
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 |