Multi Strategy

Strategy Research, 23 Apr 2021

Index Research Funds

AH Multi Strategy UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2023 0.9 0.4 1.2
2022 -1.0 -0.6 0.7 0.6 -0.3 -1.3 0.2 0.1 -0.4 0.8 0.1 -0.2 -1.2
2021 -0.1 0.7 1.1 0.9 0.7 0.0 0.2 0.3 -0.7 0.4 -0.4 1.1 4.2
2020 -0.1 -2.5 -7.5 1.4 0.1 0.2 0.7 0.2 -0.2 -0.7 1.5 1.3 -5.6
2019 1.1 0.3 0.3 0.4 -1.1 0.9 0.9 -0.3 -0.1 -0.4 0.3 0.1 2.4
2018 1.1 -1.7 -0.6 0.0 -0.7 -0.7 0.3 -0.4 -0.1 -1.7 -1.1 -0.7 -6.3
2017 0.2 1.0 0.0 0.3 0.3 -0.2 0.6 0.6 0.0 1.1 0.3 0.2 4.3
2016 -1.3 -0.5 0.3 -0.6 0.1 -0.3 1.1 0.1 0.1 -0.2 0.1 0.9 -0.3
2015 0.9 1.0 0.5 -0.2 0.6 -1.2 0.4 -1.6 -0.8 1.2 0.1 -0.4 0.3
2014 -0.5 0.9 -0.4 -0.6 0.6 0.4 -0.2 0.6 0.0 -0.7 1.6 -0.1 1.6
2013 1.7 0.4 0.9 0.4 0.5 -1.4 1.2 -0.8 0.7 1.4 0.8 0.7 6.6
2012 1.7 1.7 0.0 -0.2 -1.2 0.0 1.0 0.3 0.3 -0.2 0.4 0.8 4.6
2011 0.3 0.4 -0.1 0.8 -0.9 -1.0 -0.4 -2.3 -1.1 1.1 -1.0 0.2 -4.0
2010 -0.1 0.4 1.6 0.6 -2.4 -0.3 0.8 0.0 1.3 0.8 -0.1 1.3 4.0
Download Index Return Series

Top Funds YTD

YTD
Quadriga Stable Return Discretionary 8.4
BlackRock Style Advantage Systematic 6.4
Assenagon Balanced EquiVol Systematic 3.9
Schroder GAIA Helix Multi Manager 3.8
RAM (Lux) Systematic Funds - Diversified A... 3.0
U Access (IRL) Campbell Absolute Return UCITS Systematic 2.8
GAM Star Alpha Spectrum Multi Manager 2.5
Goldman Sachs Absolute Return Tracker Port... Systematic 2.3
Pictet TR Diversified Alpha Multi Manager 2.2
Lumyna - Weiss Multi-Strategy UCITS Fund Discretionary 1.9

Bottom Funds YTD

YTD
Nomura Fixed Income Risk Premia Systematic -8.8
Neuberger Berman Uncorrelated Strategies Fund Multi Manager -6.6
Boussard & Gavaudan Absolute Return Discretionary -5.0
Man AHL Multi Strategy Alternative Systematic -5.0
Quadriga Igneo Discretionary -4.6
BNP THEAM - Absolute Alpha Systematic -4.1
Amundi Multi-Strategy Growth Discretionary -3.9
LGT Dynamic Protection UCITS Systematic -3.6
InRIS CFM Diversified Systematic -2.8
Atlantic House Uncorrelated Strategies Fund -2.7

Strategy AUM

31 December 2022
£29.4b -6% YOY

Largest Multi Strategy Funds

AUM
Nordea 1 - Alpha 10 £4.0b
Nordea 1 - Alpha 15 £3.9b
Neuberger Berman Uncorrelated St... £2.6b
Pictet TR Diversified Alpha £2.0b
Amundi Absolute Return Multi-Str... £1.5b

Largest Inflows (Q4'22 - Q4'21)

Change AUM
Neuberger Berman Uncorrelated St... £687m £2.6b
Janus Henderson Global Multi-Str... £429m £818m
THEAM Quant-Cross Asset High Focus £386m £591m
SEI Liquid Alternative £303m £659m
Schroder GAIA Wellington Pagosa £213m £524m

Largest Outflows (Q4'22 - Q4'21)

Change AUM
Pictet TR Diversified Alpha £-736m £2.0b
Franklin K2 Alternative Strategies £-526m £964m
Schroder GAIA Helix £-391m £258m
Nordea 1 - Alpha 10 £-271m £4.0b
Goldman Sachs Absolute Return Tr... £-268m £676m

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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.