Multi Strategy

Index Research Funds

AH Multi Strategy UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
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
FORT Global UCITS Diversified 3.6
Fulcrum Alternative Beta Plus Daily 3.2
Gateway Target Beta UCITS Fund 2.5
InRIS CFM Diversified 2.2
GAM Star Alpha Spectrum 2.2
Serviced Platform Lampe GRIP 2.1
SEI Liquid Alternative 2.0
Nordea 1 - Alpha 15 1.9
Winton Diversified Fund (UCITS) 1.7
Goldman Sachs Global Multi-Manager Alterna... 1.6

Bottom Funds YTD

YTD
ERAAM Premia -2.6
Robeco QI Multi Factor Absolute Return -2.1
ERAAM Premia Low Vol -0.6
Lumyna - AQR Global Relative Value UCITS -0.5
Aberdeen Alternative Risk Premia Enhanced ... -0.3
Kairos International SICAV - Algo -0.2
LO Funds - Alternative Risk Premia 0.0
JPM Systematic Alpha 0.0
Premier Multi-Asset Absolute Return 0.2
Schroder GAIA Wellington Pagosa 0.2

Largest New Launches (12M)

AUM
ASI HFRI-I Liquid Alternatives UCITS Fund £398m

Strategy AUM

30 September 2019
£23.2b 0% YOY

Largest Multi Strategy Funds

AUM
BlackRock Style Advantage £2.5b
Pictet Diversified Alpha £2.4b
LFIS Vision UCITS - Premia £1.9b
Blackstone Diversified Multi-Str... £1.7b
Franklin K2 Alternative Strategies £1.7b

Largest Inflows (Q3'19 - Q3'18)

Change AUM
Nordea 1 - Alpha 15 £570m £1.6b
Nordea 1 - Alpha 15 £554m £1.6b
Blackstone Diversified Multi-Str... £308m £1.7b
Blackstone Diversified Multi-Str... £301m £1.7b
LFIS Vision UCITS - Premia £300m £1.9b

Largest Outflows (Q3'19 - Q3'18)

Change AUM
Lumyna - AQR Global Relative Val... £-726m £128m
AQR Style Premia UCITS £-613m £1.7b
Pictet Diversified Alpha £-519m £2.4b
Lumyna - AQR Global Relative Val... £-493m £128m
AQR Style Premia UCITS £-491m £1.7b

or Register for Free

  • Access the full universe of UCITS Hedge Funds and Absolute Return Funds.
  • Build and curate a watchlist.
  • View the latest research.
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.