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
2019 2.9 0.5 1.5 1.0 -1.3 2.5 1.0 0.2 0.1 0.1 0.7 9.4
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
Man AHL TargetRisk 25.4
AC Risk Parity 12 19.2
AQR Global Risk Parity UCITS 15.8
Green Ash Multi Asset UCITS 12.8
Tideway Real Return 11.8
TMI Diversified Assets 11.7
Invesco Balanced Risk 8 11.4
Uni-Global - Cross Asset Navigator 11.3
Kestrel Global Portfolio 11.3
AC Risk Parity 7 11.2

Bottom Funds YTD

YTD
Invesco Global Absolute Return -11.1
M&G Global Target Return Fund 2.5
SVS Church House Tenax Absolute Return Strategies 3.2
Seven Diversified Fund 3.2
Odey Portfolio 3.8
JK Global Opportunities Fund 4.8
Ruffer Total Return 6.2
Nordea 1 - Multi-Asset 6.2
Lazard Diversified Return Fund 6.3
Fulcrum Diversified Liquid Alternatives 8.3

Strategy AUM

30 September 2019
£45.2b -12% YOY

Largest Multi Asset Funds

AUM
Carmignac Patrimoine £10.6b
Newton Real Return £6.5b
M&G Dynamic Allocation Fund £5.4b
Trojan Fund £4.3b
Ruffer Total Return £3.3b

Largest Inflows (Q3'19 - Q3'18)

Change AUM
Man AHL TargetRisk £611m £1.1b
Tikehau Income Cross Assets £302m £639m
Nordea 1 - Multi-Asset £260m £2.4b
SVS Church House Tenax Absolute ... £164m £410m
Trojan Fund £156m £4.3b

Largest Outflows (Q3'19 - Q3'18)

Change AUM
Carmignac Patrimoine £-5,467m £10.6b
Newton Real Return £-2,019m £6.5b
Carmignac Portfolio - Patrimoine £-868m £1.1b
Lazard Diversified Return Fund £-29m £23m
Seven Diversified Fund £-28m £53m

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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.