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
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
AQR Style Premia UCITS Systematic 15.0
AQR Systematic Total Return UCITS Fund Systematic 12.8
Janus Henderson Global Multi-Strategy Fund Discretionary 2.0
U Access (IRL) Campbell Absolute Return UCITS Systematic 2.0
Franklin K2 Athena Risk Premia UCITS Fund Systematic 1.5
Winton Diversified Fund (UCITS) Systematic 1.3
AXA World Funds - Chorus Multi-Strategy Po... Systematic 1.1
Brummer Multi-Strategy UCITS Multi Manager 0.5
UBAM - Multifunds Alternative Multi Manager 0.5
Fidelity Absolute Return Multi Strategy Discretionary 0.5

Bottom Funds YTD

YTD
Coeli Multi Asset Fund Systematic -8.5
FORT Global UCITS Diversified Systematic -7.8
GAM Star Alpha Spectrum Multi Manager -6.1
Nordea 1 - Alpha 15 Systematic -5.1
Lumyna - Weiss Multi-Strategy UCITS Fund Discretionary -5.1
Valu-Trac icf Absolute Return Portfolio Multi Manager -4.5
Jupiter Merlin Real Return Multi Manager -4.2
Natixis - Loomis Sayles Alternative Risk P... Systematic -4.2
New Capital Global Alpha Multi Manager -4.2
LO Funds - Alternative Risk Premia Systematic -3.9

Largest New Launches (12M)

AUM
Lumyna - Weiss Multi-Strategy UCITS Fund £112m
BlackRock Systematic Multi-Strategy ESG Screene... £25m
Franklin K2 Athena Risk Premia UCITS Fund £16m

Strategy AUM

31 December 2021
£30.7b 18% YOY

Largest Multi Strategy Funds

AUM
Nordea 1 - Alpha 10 £4.3b
Nordea 1 - Alpha 15 £4.2b
Pictet TR Diversified Alpha £2.7b
Neuberger Berman Uncorrelated St... £1.9b
Amundi Absolute Return Multi-Str... £1.6b

Largest Inflows (Q4'21 - Q4'20)

Change AUM
Nordea 1 - Alpha 15 £1.7b £4.2b
Nordea 1 - Alpha 10 £984m £4.3b
Neuberger Berman Uncorrelated St... £613m £1.9b
Schroder ISF Alternative Risk Pr... £457m £494m
Goldman Sachs Absolute Return Tr... £455m £944m

Largest Outflows (Q4'21 - Q4'20)

Change AUM
LFIS Vision UCITS - Premia £-320m £213m
Blackstone Diversified Multi-Str... £-292m £642m
ASI HFRI-I Liquid Alternatives U... £-220m £64m
Absolute Insight £-200m £26m
BNP Paribas Absolute Return Mult... £-143m £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.