Updated 3 days ago

Absolute Hedge Virtual Week

Taking into account recent developments regarding the spread of the Coronavirus, we are happy to announce that we will be hosting our first Absolute Hedge Virtual Week between 20th – 22nd April 2020. The new format will allow investors to join small video meetings with 30+ managers over the 3 days. 

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Updated 4 days ago

Monthly Fund Performance Report - March 2020

Our monthly performance report highlights the ten best and worst performing funds in each strategy, both for the prior month and the year to date. March saw significant moves in asset prices and a wide dispersion in performance across the alternative UCITS sector.

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Updated 9 days ago

Strategy Update - Merger Arbitrage

March 2020 saw the universe of funds trading merger arbitrage suffer a significant mark to-market drawdown, with the AH Merger Arbitrage down 16.4% peak to trough. However, since the peak of drawdown returns have also recovered somewhat, with the index currently down 7.0% at the time of writing.

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Top Funds Last 30 Days

1M
Odey Swan Equity Long / Short 14.2
MontLake Cooper Creek Partners North Ameri... Equity Long / Short 10.6
Next AM - Tendance Finance Managed Futures 10.4
Jupiter Global Absolute Return (Lux) Equity Long / Short 7.5
Jupiter Absolute Return (UK) Equity Long / Short 7.0
Globersel Anavon Absolute Alpha Market Neutral 6.9
FERI OptoFlex Volatility Arbitrage 6.9
InRIS Parus Equity Long / Short 6.8
Prosper Stars & Stripes Equity Long / Short 6.4
BlackRock Emerging Markets Absolute Return Equity Long / Short 6.3

Top Funds Year to Date

YTD
Amundi Absolute Volatility World Equities Volatility Arbitrage 22.4
Odey Odyssey Macro 21.7
LGT Dynamic Protection UCITS Volatility Arbitrage 21.0
Assenagon Alpha Volatility Volatility Arbitrage 19.3
Next AM - Tendance Finance Managed Futures 18.9
MontLake Crabel Advanced Trend Managed Futures 17.0
Amundi Absolute Volatility Euro Equities Volatility Arbitrage 15.7
Argonaut Absolute Return Equity Long / Short 15.5
Salus Alpha Directional Markets Managed Futures 14.5
DWS Gold Plus Commodities 12.8

Largest New Launches (12M)

AUM
Lyxor / Bridgewater Core Global Macro Macro £853m
JPM Global Macro Sustainable Macro £448m
Lumyna - Sandbar Global Equity Market Neutral U... Market Neutral £400m
AXA World Funds - Chorus Systematic Macro Macro £156m
Franklin K2 Bardin Hill Arbitrage UCITS Fund Event Driven £98m
U Access (IRL) Shannon River Equity Long / Short £93m
Franklin K2 Ellington Structured Credit UCITS Fund Credit £82m
Man GLG Event Driven Alternative Event Driven £77m

New Fund Profiles
SEB Sissener Canopus
Uploaded 14 days
Man GLG Credit Multi-Strategy Alternative
Uploaded 26 Mar 2020
Schroder ISF European Equity Absolute Return
Uploaded 24 Mar 2020
New Capital All Weather
Uploaded 10 Mar 2020
New Capital Strategic Portfolio
Uploaded 10 Mar 2020
Bramshill UCITS Income Performance Fund
Uploaded 09 Mar 2020
Portland Hill ESG European Long Short (UCITS)
Uploaded 09 Mar 2020
Trium ESG Emissions Impact Fund
Uploaded 17 Feb 2020

UCITS Universe AUM

31 December 2019
£219.9b -15% YOY

Strategy

Funds AUM
Equity Long / Short 181 31%
Credit 77 13%
Macro 72 12%
Market Neutral 70 12%
Multi Strategy 65 11%
Managed Futures 46 8%
Event Driven 38 7%
Multi Asset 36 6%
Volatility Arbitrage 16 3%
FX 7 1%
Commodities 5 1%
Macro £50.9b 24%
Multi Asset £38.7b 18%
Equity Long / Short £33.6b 16%
Credit £29.5b 14%
Multi Strategy £22.4b 10%
Market Neutral £17.4b 8%
Event Driven £11.3b 5%
Managed Futures £6.3b 3%
Volatility Arbitrage £4.3b 2%
FX £900m 0%
Commodities £325m 0%

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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.