Multi Asset

Strategy Research, 25 Aug 2017

Index Research Funds

AH Multi Asset UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2021 -0.1 0.1 1.2 1.7 1.1 0.3 0.8 0.7 -1.8 1.2 -0.7 1.1 5.4
2020 0.2 -2.9 -6.1 4.0 1.4 1.0 2.1 1.5 -1.1 -0.9 4.7 1.9 5.5
2019 2.9 0.5 1.5 1.0 -1.3 2.5 1.0 0.2 0.1 0.1 0.7 1.3 10.8
2018 1.1 -2.1 -0.8 1.0 0.3 -0.6 0.5 -0.1 -0.3 -3.4 -0.2 -1.8 -6.3
2017 0.6 1.6 0.0 0.4 0.9 -0.9 0.6 0.7 -0.1 1.6 0.0 0.6 6.2
2016 -0.9 0.4 0.8 -0.1 0.2 2.0 1.7 0.0 0.2 -1.1 -1.3 0.7 2.7
2015 3.1 0.6 0.0 -0.2 -0.1 -2.9 0.2 -2.3 -0.9 1.7 0.0 -1.4 -2.3
2014 -0.4 1.4 -0.4 0.6 2.0 0.5 0.2 1.4 -1.5 -0.4 1.9 -0.7 4.5
2013 1.7 0.6 1.0 0.5 -0.3 -3.4 1.6 -1.1 0.6 1.9 -0.2 -0.2 2.3
2012 1.5 0.7 -0.9 -0.4 -0.6 0.4 1.8 0.5 0.7 -1.3 0.6 0.0 2.9
2011 -0.9 1.0 -0.3 1.4 0.2 -0.9 1.1 -1.3 -0.7 1.3 -0.8 0.7 0.9
2010 0.0 1.2 1.4 0.4 -0.8 0.1 0.3 1.2 1.8 0.5 -0.5 1.9 7.7
Download Index Return Series

Top Funds YTD

YTD
Ruffer Total Return 1.7
M&G Global Target Return Fund 0.8
M&G Dynamic Allocation Fund 0.6
Quadriga Igneo 0.4
7IM Absolute Return Portfolio -0.2
Newton Multi-Asset Diversified Return -0.4
Odey Portfolio -0.5
SVS Church House Tenax Absolute Return Str... -0.7
AZ StrategicTrend -1.0
Pictet Emerging Markets Multi Asset -1.2

Bottom Funds YTD

YTD
New Capital Strategic Portfolio -7.2
JK Global Opportunities Fund -4.9
Berenberg Variato -4.0
Seven Diversified Fund -3.5
Man AHL TargetRisk -3.5
Trojan Fund -3.1
Lyxor ARMA 8 -3.1
AQR Global Risk Parity UCITS Fund -3.0
BNY Mellon Global Real Return -2.9
Newton Real Return -2.7

Largest New Launches (12M)

AUM
Lyxor / Bridgewater All Weather Sustainability £162m
Pictet Emerging Markets Multi Asset £145m

Strategy AUM

30 September 2021
£50.3b 3% YOY

Largest Multi Asset Funds

AUM
DWS Concept Kaldemorgen £10.7b
Carmignac Patrimoine £8.6b
Trojan Fund £6.2b
Newton Real Return £5.8b
Man AHL TargetRisk £4.3b

Largest Inflows (Q3'21 - Q3'20)

Change AUM
Man AHL TargetRisk £1.3b £4.3b
Man AHL TargetRisk £1.1b £4.3b
DWS Concept Kaldemorgen £1.0b £10.7b
Trojan Fund £804m £6.2b
Trojan Fund £747m £6.2b

Largest Outflows (Q3'21 - Q3'20)

Change AUM
Carmignac Patrimoine £-1,458m £8.6b
M&G Dynamic Allocation Fund £-1,040m £2.1b
AQR Global Risk Parity UCITS Fund £-851m £692m
M&G Dynamic Allocation Fund £-840m £2.1b
AQR Global Risk Parity UCITS Fund £-635m £692m

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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.