Multi Strategy

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AH Multi Strategy UCITS Index

As the name suggests, Multi-strategy funds seek to gain exposure to a number of differentiated and complementary alternative investment strategies, therefore removing the reliance (and risk) on single funds/strategies to drive returns. There are a number of other positive features for allocators, when compared to building a diversified alternatives programme from single manager funds including the potential to benefit from the netting of performance fees, a smoothed volatility profile, and a single due diligence/monitoring exercise.

Strategy AUM
30 June 2023
£27.0b
-22.5% YoY

Performance

Monthly Returns

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2023 0.9 0.4 -0.9 0.5 -0.1 0.6 0.3 0.4 2.0
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
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  • Region Global
  • Currency Local Currency
  • Frequency Monthly Rebalancing
  • Methodology Equally Weighted
  • Download Index Return Series

Index Constituents

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Overview Performance Return Attributes ESG Institutional Class Structure
Name Inception Date Sub-Strategy Geography AUM AMC Perf. Fee Hurdle Min Inv. Liquidity MTD YTD 2022 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
7IM Real Return Jan 2012 Discretionary Global £76m 0.50% 10,000,000 Daily 0.6 0.2 -2.3 0.3 1.0 1.4 -0.5 3.1 -1.7 3.6 GB00B75MS619 Daily UK Seven Investment Management 7IM 42 31 37 47 64
Allianz Multi Asset Risk Premia Jun 2018 Systematic Global £66m 0.75% Daily 3.2 3.1 -0.1 0.8 3.2 1.2 4.5 -0.9 -1.4 8.6 LU1794549805 Daily Luxembourg Allianz GI Claudio Marsala, Makato Kus... Article 6 37 12 81 38 7
Allington Liquid Alternatives Portfolio (ALAP) Jul 2020 Multi Manager Global £14m 0.40% 0% No 0 Daily 0.9 0.9 -3.0 0.3 1.0 1.0 1.0 0.8 -2.4 1.3 DE000A2P3XG8 Daily Germany Allington Investment Adviso... Marian Henn No No Article 6 No N/A N/A 45 27 35 52 72
Allspring (Lux) Worldwide - Alternative Risk Premia Dec 2019 Systematic Global £16m 0.60% 1,000,000 Daily -0.8 1.8 4.9 -0.1 -1.5 -0.7 1.5 2.4 6.5 9.3 LU2000544150 Daily Luxembourg Allspring Global Investments Eddie Cheng, Monisha Jayaku... Article 6 76 55 93 90 92
Alma Platinum IV UBS Multi Strategy Alternatives Aug 2019 Multi Manager Global £117m 1.78% 10% 10,000 Daily 0.8 1.8 -7.1 0.0 1.2 2.7 3.3 0.3 -5.0 -5.4 LU1960255708 Daily Luxembourg UBS Asset Management UBS Hedge Fund Solutions 13 9 60 55 29
Amundi Absolute Return Multi-Strategy Dec 2008 Discretionary Global £1.0b 0.55% 15% 5,000,000 Daily -0.9 -5.5 -8.2 -0.6 0.1 -1.5 -3.2 -6.8 -13.9 -8.5 LU1882439323 Daily Luxembourg Amundi Asset Management Davide Cataldo, Francesco D... Yes Article 8 21 13 30 40 38
Amundi Multi-Strategy Growth Jul 2008 Discretionary Global £861m 0.60% 15% 5,000,000 Daily -1.9 -9.0 -10.9 -1.1 0.0 -3.1 -5.9 -10.9 -19.3 -10.8 LU1883335835 Daily Luxembourg Amundi Asset Management Davide Cataldo, Federica Ma... Article 8 11 13 26 33 19
AQR Style Premia UCITS Oct 2014 Systematic Global £343m 0.60% 10% Yes 100,000 Daily 7.6 17.9 24.2 3.2 8.5 11.4 20.0 28.6 53.1 60.1 LU1103258866 Daily Luxembourg AQR Capital Management Andrea Frazzini, Yao Hua Oo... Yes Yes Article 6 Yes Yes Yes 62 94 99 94 39
AQR Systematic Total Return UCITS Fund Feb 2017 Systematic Global £229m 1.25% 0% No 100,000 Daily 4.4 13.5 30.2 1.4 4.6 11.0 16.0 20.9 54.6 73.4 LU1532680888 Daily Luxembourg AQR Capital Management John Huss, Andrea Frazzini,... Yes Yes Article 6 Yes Yes Yes 77 98 99 97 58
Assenagon Balanced EquiVol Nov 2020 Systematic Global £92m 0.60% 0% No 125,000 Daily -0.7 6.0 -5.7 -0.8 -0.3 0.8 1.2 2.1 3.0 LU2249891487 Daily Luxembourg Assenagon Asset Management ... Daniel Jakubowski, Dorian R... Yes Yes Article 8 Yes Yes N/A
Barclays Wealth Liquid Alternative Strategies Aug 2012 Multi Manager Global £244m 0.50% 1,000 Weekly 1.0 4.6 -1.2 0.2 1.2 2.1 3.9 3.7 3.9 11.1 LU1396374701 Weekly Luxembourg Barclays Wealth Management Barclays Alternatives Portf... Article 6 93 56 58 70 97
BlackRock Style Advantage Feb 2016 Systematic Global £97m 0.66% 0% No 0 Daily 2.5 15.8 1.0 1.4 3.0 4.7 8.2 13.6 22.4 26.0 LU1352906538 Daily Luxembourg BlackRock Investment Manage... Ked Hogan, Philip Hodges Yes Yes Article 6 Yes Yes Yes 66 76 59 94 68
BlackRock Systematic Multi-Strategy ESG Screened Fund Jun 2021 Systematic Global £63m 0.90% Daily 0.4 1.8 -2.2 0.1 0.5 2.1 2.2 4.3 2.0 IE00BKPSQG65 Daily Ireland BlackRock Investment Manage... BlackRock IM Article 8
Blackstone Diversified Multi-Strategy Sep 2014 Multi Manager Global £286m 1.40% 15% 5,000,000 Daily 0.3 5.3 -5.1 0.0 0.5 2.6 4.2 6.4 -0.2 10.1 IE00BN8SY379 Daily Ireland Blackstone Alternative Inve... 63 55 26 37 76
BNPP Flexi I Lyra Jun 2017 Multi Manager Global £63m 0.50% 10% 3,000,000 Daily 0.6 0.2 -2.6 0.2 0.7 1.1 0.8 0.6 -3.1 0.6 LU2020655978 Daily Luxembourg BNP Paribas Asset Management Thierry De Rycke Article 6 48 27 53 59 69
BNP THEAM - Absolute Alpha Aug 2015 Systematic Global £14m 0.54% 1,000,000 Daily 2.3 1.8 -7.9 0.2 2.3 4.1 6.7 0.5 -6.2 1.4 LU1120439341 Daily Luxembourg BNP Paribas Asset Management Marie Barberot 47 20 78 53 32
Boussard & Gavaudan Absolute Return Nov 2014 Discretionary Europe £100m 1.00% 10% 1,000,000 Daily 0.7 -1.8 -3.2 0.1 0.8 1.5 3.2 -2.0 -1.5 6.9 LU1063708934 Daily Luxembourg Boussard & Gavaudan Emmanuel Gavaudan, Francois... 44 47 98 75 66
Brummer Multi-Strategy UCITS Nov 2020 Multi Manager Global £338m 1.50% 20% No 5,000,000 Weekly 1.5 2.4 10.9 1.8 1.2 3.8 5.0 11.9 IE00BMXZ3F19 Weekly Ireland Brummer & Partners Patrik Brummer, Kerim Celebi No No Article 8 No N/A N/A
C-QUADRAT ARTS Total Return Garant Dec 2011 Discretionary Global £70m 3.10% 20% Daily -0.5 -0.6 -4.3 -0.7 0.0 -0.1 0.6 -2.0 -4.5 3.6 AT0000A03K55 Daily Austria C-QUADRAT Kapitalanlage Leo Willert Article 6 54 37 56 51 74
CS (Lux) Liquid Alternative Beta Jul 2016 Systematic Global £489m 0.85% 500,000 Daily -0.3 1.9 -5.0 -0.5 0.3 -0.9 2.2 4.3 -2.8 16.8 LU1394301409 Daily Luxembourg Credit Suisse Asset Managem... Credit Suisse Asset Managem... Article 6 67 80 27 26 74
Diversified Systematic Fund Apr 2022 Systematic Global 0.00% 0% No 0 Daily 0.0 IE00001AGYX7 Daily Ireland Santander Asset Management Santander Asset Management Yes Yes Article 6 No N/A N/A
Fidelity Absolute Return Multi Strategy Nov 2019 Discretionary Global £39m 0.55% 10% 10,000,000 Daily 1.8 3.2 3.3 0.5 1.6 2.1 2.2 7.4 5.4 10.6 LU1989786477 Daily Luxembourg Fidelity International Matthew Quaife Article 6 66 44 40 71 89
First Private Systematic Flows Jul 2022 Systematic Global £24m 0.95% 20% No 1,000,000 Daily 0.7 1.2 0.4 2.8 0.4 0.1 -0.9 DE000A0Q95R0 Daily Germany First Private Investment Ma... Yes Yes Article 8 Yes Yes Yes
First Private Wealth Nov 2008 Systematic Global £78m 0.50% 10% Yes 1,000,000 Daily 0.2 5.0 -4.0 -0.1 1.4 2.1 4.2 3.7 5.0 29.7 DE000A0KFUX6 Daily Germany First Private Investment Ma... Yes Yes Article 8 Yes Yes Yes
Fortem Capital Alternative Growth Fund May 2019 Systematic Global £43m 0.60% 0% No 1 Daily -0.2 -1.7 1.0 0.4 -0.4 0.1 -3.2 -1.9 -0.8 -1.9 IE00BJ116W86 Daily Ireland Fortem Capital No Yes Article 6 No N/A N/A 28 17 54 87 72
Franklin K2 Alternative Strategies Sep 2014 Multi Manager Global £726m 1.20% 15% Yes 1,000,000 Daily -0.2 2.1 -7.4 -0.3 0.0 0.5 2.1 2.7 -5.6 3.2 LU1093756838 Daily Luxembourg K2 Advisors Rob Christian, Brooks Ritch... Article 8 41 45 18 29 57
Franklin K2 Athena Risk Premia UCITS Fund Jun 2021 Systematic Global £71m 0.60% 5,000,000 Daily 2.7 4.4 9.9 1.1 2.9 3.3 4.1 7.1 13.9 LU2303826205 Daily Luxembourg K2 Advisors Paul Fraynt Article 6
Fulcrum Alternative Managers Fund Jun 2007 Multi Manager Global £14m 0.75% 0% No 1,000,000 Weekly 0.3 2.9 3.2 0.7 1.1 2.7 3.5 7.8 14.0 LU0302397335 Weekly Luxembourg Fulcrum Asset Management LLP Yes Yes Article 6 Yes N/A N/A 98 68 52 67 100
Fulcrum Risk Premia Nov 2007 Systematic Global £31m 0.80% 0% No 1,000,000 Daily -0.3 4.1 0.0 1.9 1.1 4.4 10.2 LU0442866967 Daily Luxembourg Fulcrum Asset Management LLP Fulcrum Investment Committee Yes Yes Article 6 Yes N/A N/A 98 59 73 76 94
GAM Star Alpha Spectrum Sep 2011 Multi Manager Global £58m 0.85% 7.5% 10,000 Daily -1.1 9.2 -13.6 -1.3 0.5 1.4 6.8 6.1 -0.5 19.9 IE00B5KMD450 Daily Ireland GAM Investments Julian Howard No No Article 6 No N/A N/A 53 84 24 9 35
GAM Star Flexible Global Portfolio Nov 2009 Multi Manager Global £86m 0.70% 0% No 10,000 Weekly -0.6 5.3 -9.6 -0.6 0.3 0.9 3.9 3.4 -2.3 9.7 IE00B582R233 Weekly Ireland GAM Investments Julian Howard/MACS Yes Yes Article 6 Yes N/A N/A 55 60 16 21 54
Goldman Sachs Absolute Return Tracker Portfolio Jan 2015 Systematic Global £728m 0.65% 1,000,000 Daily -0.8 6.3 -6.6 -0.7 -0.1 0.2 3.6 9.7 0.0 13.4 LU1103307580 Daily Luxembourg Goldman Sachs Asset Managem... Article 6 52 73 9 16 59
Goldman Sachs Global Multi-Manager Alternatives Portfolio Jan 2016 Multi Manager Global £221m 1.40% 10% 1,000,000 Daily -0.1 -1.8 -4.8 0.4 0.1 -0.9 -0.3 -1.5 -6.2 3.2 LU1254821397 Daily Luxembourg Goldman Sachs Asset Managem... Article 6 39 46 53 46 78
HSBC UCITS AdvantEdge Oct 2009 Multi Manager Global £228m 1.00% 10% 1,000,000 Weekly 0.2 0.2 -4.5 -0.1 0.5 0.1 1.6 0.4 -4.5 1.5 IE00B55H4F31 Weekly Ireland HSBC Alternative Investment... Article 6 37 36 49 39 69
iMGP Stable Return Dec 2017 Systematic Global £28m 0.75% 10% 1,000,000 Daily 0.0 1.8 1.7 -0.1 0.1 0.4 3.3 1.1 4.8 17.0 LU1726319590 Daily Luxembourg Dynamic Beta Investments Andrew Beer Article 8 94 76 53 56 94
Janus Henderson Diversified Alternatives Fund Feb 2013 Multi Manager Global £47m 0.50% 0% No 3,000,000 Daily 1.3 -2.1 -2.7 0.5 3.1 2.5 0.7 -2.7 -1.5 17.1 GB00B92MRV68 Daily UK Janus Henderson Investors James de Bunsen, Pete Webster Yes Yes Article 6 Yes Yes No 69 75 24 23 62
Janus Henderson Global Multi-Strategy Fund Jun 2020 Discretionary Global £662m 1.00% 20% Yes 1,000,000 Daily 1.3 2.1 0.0 0.3 1.1 3.7 2.6 0.8 2.3 6.6 LU2114516706 Daily Luxembourg Janus Henderson Investors David Elms, Steve Cain Yes Yes Article 6 Yes Yes N/A 65 28 96 79 71
Janus Henderson Multi-Asset Absolute Return Fund Oct 2008 Multi Manager Global £101m 0.50% 0% No 3,000,000 Daily 0.3 1.3 0.7 -0.2 1.5 2.2 0.7 0.9 5.4 14.0 GB00B8113P38 Daily UK Janus Henderson Investors James de Bunsen, CFA, Pete... Yes Yes Article 6 Yes Yes N/A 89 65 34 44 88
JPM Multi-Manager Alternatives Fund Jan 2016 Multi Manager Global £1.2b 0.60% 10,000,000 Daily -0.4 2.7 -5.0 -0.2 0.1 0.3 2.3 3.3 -2.2 3.9 LU1303367103 Daily Luxembourg J.P.Morgan Asset Management Paul A Zummo, Randy P Wacht... Article 8 35 55 43 35 72
Jupiter Merlin Real Return Jan 2013 Multi Manager Global £12m 0.75% 10,000,000 Daily 0.8 3.8 -9.2 1.3 1.6 2.3 3.8 -4.0 4.4 LU0859119967 Daily Luxembourg Jupiter Investment Manageme... Algy Smith-Maxwell, John Ch... Article 6 38 40 10 19 40
KLS Ionic Relative Value Arbitrage Fund Jul 2020 Discretionary Global £87m 0.95% 15% Yes 1,000,000 Daily -0.1 1.6 -7.7 0.5 -0.1 0.3 1.0 -0.4 -7.1 6.0 IE00BLR66984 Daily Ireland Ionic Capital Management Bart Baum, Daniel Stone, Do... No Yes Article 6 No N/A Yes 11 46 82 46 33
Lampe AIR² Dec 2017 Multi Manager Global £75m 0.25% 10% No 1 Daily 0.0 -0.4 0.3 0.9 2.7 3.1 -1.1 12.0 LU1737648631 Daily Luxembourg Lampe Asset Management Frank Neidig No No Article 6 No N/A N/A 67 63 29 38 83
Lemanik - Flex Quantitative HR6 Nov 2014 Multi Manager Global £14m 0.90% 30% 500,000 Daily -0.1 4.2 -15.8 0.0 0.3 4.1 5.6 3.0 -11.2 -0.1 LU1112683559 Daily Luxembourg Lemanik SA 10 18 31 15 11
LFIS Vision UCITS - Perspective Strategy Jul 2015 Systematic Europe £39m 0.60% 15% Yes 0 Daily -1.4 2.2 -2.1 -0.4 -0.4 -0.9 1.4 5.1 1.4 11.3 LU1966095553 Daily Luxembourg LFIS Capital Edouard Laurent-Bellue, Ach... No Yes Article 8 No No Yes 86 65 28 36 85
LFIS Vision UCITS - Premia May 2014 Systematic Global £65m 1.25% 15% Yes 0 Daily 1.5 4.9 3.6 0.7 1.1 2.7 3.4 6.6 10.0 10.9 LU1162198839 Daily Luxembourg LFIS Capital Guillaume Dupin No Yes Article 6 No No No 88 58 94 78 97
LGT Dynamic Protection UCITS Jan 2017 Systematic Global £77m 0.75% 0% No 1,000,000 Daily 0.4 -2.5 -4.5 -0.4 0.4 1.9 0.2 -6.6 -11.3 -23.3 IE00BD365334 Daily Ireland LGT Capital Partners LGT Capital Partners Yes Yes Article 6 No N/A N/A 8 1 56 83 6
LLB Alternative Strategy Global May 2015 Multi Manager Global £53m 0.85% 10% 10,000 Weekly 0.6 -0.3 -4.1 -0.1 0.8 0.7 0.4 -1.5 -5.0 -3.7 LI0279550169 Weekly Liechtenstein LLB Asset Management AG Bernhard Schmitt, Timo Gruber Article 8 28 16 37 41 55
Longchamp Absolute Return Sep 2014 Multi Manager Global £21m 0.00% 10% 100,000 Weekly 0.0 FR0012034783 Weekly France Longchamp Asset Management David Armstrong, Pierre Gro... 73 86 34 19 67
Lumyna - Weiss Multi-Strategy UCITS Fund Jun 2021 Discretionary Global £52m 0.95% 12% No 1,000,000 Daily -2.3 3.9 -18.6 -1.4 -0.6 -0.7 1.5 7.2 -14.5 LU2315785951 Daily Luxembourg Weiss Multi Stategy Advisers Weiss Multi Stategy Advisers No No Article 6 No N/A N/A
Man AHL Multi Strategy Alternative Mar 2017 Systematic Global £23m 1.00% 20% Yes 1,000,000 Daily 1.2 -0.3 11.8 -0.3 0.6 -0.7 4.7 -0.4 9.6 8.0 IE00BRJT8355 Daily Ireland Man Group Plc Tom Bowles, Russell Korgaonkar No Yes Article 6 No N/A N/A 56 57 86 79 35
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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.