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 -1.3 0.2 0.1 -0.4 0.8 -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
Nomura Fixed Income Risk Premia Systematic 33.1
Quadriga Igneo Discretionary 28.9
AQR Systematic Total Return UCITS Fund Systematic 28.4
AQR Style Premia UCITS Systematic 27.0
U Access (IRL) Campbell Absolute Return UCITS Systematic 24.5
Man AHL Multi Strategy Alternative Systematic 13.1
Winton Diversified Fund (UCITS) Systematic 11.6
Man Alternative Style Risk Premia Systematic 11.3
Franklin K2 Athena Risk Premia UCITS Fund Systematic 9.6
Brummer Multi-Strategy UCITS Multi Manager 8.4

Bottom Funds YTD

YTD
FORT Global UCITS Diversified Systematic -28.3
Lumyna - Weiss Multi-Strategy UCITS Fund Discretionary -17.6
Lemanik - Flex Quantitative HR6 Multi Manager -16.0
New Capital Global Alpha Multi Manager -10.6
GAM Star Alpha Spectrum Multi Manager -10.5
Amundi Multi-Strategy Growth Discretionary -10.2
VT Global Total Return Fund Multi Manager -9.8
Credit Suisse Solutions (Lux) Prima Multi-... Multi Manager -9.7
Metzler Alternative Multi Strategy Systematic -9.4
Jupiter Merlin Real Return Multi Manager -8.7

Strategy AUM

30 September 2022
£31.1b 3% YOY

Largest Multi Strategy Funds

AUM
Nordea 1 - Alpha 10 £4.1b
Nordea 1 - Alpha 15 £3.9b
Neuberger Berman Uncorrelated St... £2.6b
Pictet TR Diversified Alpha £2.2b
Amundi Absolute Return Multi-Str... £1.5b

Largest Inflows (Q3'22 - Q3'21)

Change AUM
Neuberger Berman Uncorrelated St... £903m £2.6b
Janus Henderson Global Multi-Str... £466m £759m
Schroder ISF Cross Asset Momentu... £304m £686m
Amundi Multi-Strategy Growth £269m £1.1b
Schroder GAIA Wellington Pagosa £246m £552m

Largest Outflows (Q3'22 - Q3'21)

Change AUM
Pictet TR Diversified Alpha £-627m £2.2b
Blackstone Diversified Multi-Str... £-332m £404m
LGT Dynamic Protection UCITS £-207m £142m
LFIS Vision UCITS - Premia £-159m £108m
Man Alternative Style Risk Premia £-130m £307m

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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.