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
2022 -1.0 -0.6 0.7 0.6 -0.3 -1.2 -1.9
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 Igneo Discretionary 29.7
AQR Systematic Total Return UCITS Fund Systematic 26.9
U Access (IRL) Campbell Absolute Return UCITS Systematic 20.2
AQR Style Premia UCITS Systematic 16.0
Nomura Fixed Income Risk Premia Systematic 15.9
Winton Diversified Fund (UCITS) Systematic 12.8
Neuberger Berman Uncorrelated Strategies Fund Multi Manager 9.0
Franklin K2 Athena Risk Premia UCITS Fund Systematic 7.2
Allspring (Lux) Worldwide - Alternative Ri... Systematic 5.4
Brummer Multi-Strategy UCITS Multi Manager 4.7

Bottom Funds YTD

YTD
FORT Global UCITS Diversified Systematic -27.2
Lumyna - Weiss Multi-Strategy UCITS Fund Discretionary -17.2
GAM Star Alpha Spectrum Multi Manager -12.4
VT Global Total Return Fund Multi Manager -12.3
JPM Multi-Manager Sustainable Long-Short Fund Multi Manager -11.7
Nordea 1 - Alpha 15 Systematic -10.9
Lemanik - Flex Quantitative HR6 Multi Manager -10.8
New Capital Global Alpha Multi Manager -10.1
Jupiter Merlin Real Return Multi Manager -10.0
Franklin K2 Alternative Strategies Multi Manager -8.4

Largest New Launches (12M)

AUM
Trium Alternative Growth Fund £17m

Strategy AUM

31 March 2022
£31.0b 18% YOY

Largest Multi Strategy Funds

AUM
Nordea 1 - Alpha 10 £4.3b
Nordea 1 - Alpha 15 £3.9b
Pictet TR Diversified Alpha £2.6b
Neuberger Berman Uncorrelated St... £2.0b
Amundi Absolute Return Multi-Str... £1.6b

Largest Inflows (Q1'22 - Q1'21)

Change AUM
Nordea 1 - Alpha 10 £1.1b £4.3b
Nordea 1 - Alpha 15 £892m £3.9b
Neuberger Berman Uncorrelated St... £588m £2.0b
Schroder ISF Cross Asset Momentu... £507m £544m
Amundi Multi-Strategy Growth £474m £1.2b

Largest Outflows (Q1'22 - Q1'21)

Change AUM
Blackstone Diversified Multi-Str... £-262m £591m
ASI HFRI-I Liquid Alternatives U... £-227m £57m
Pictet TR Diversified Alpha £-206m £2.6b
LFIS Vision UCITS - Premia £-201m £160m
BNP Paribas Absolute Return Mult... £-120m £24m

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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.