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 5.8
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
Man AHL TargetRisk 12.7
TMI Diversified Assets 10.6
Invesco Balanced Risk 8 10.5
Odey Portfolio 10.4
Berenberg Variato 10.3
AQR Global Risk Parity UCITS Fund 9.9
Latitude Horizon Fund 9.5
Trojan Fund 9.2
Green Ash Multi Asset UCITS 8.3
Uni-Global - Cross Asset Navigator 8.2

Bottom Funds YTD

YTD
Quadriga Igneo -31.0
7IM Absolute Return Portfolio -10.8
Carmignac Patrimoine 1.5
M&G Global Target Return Fund 1.5
SVS Church House Tenax Absolute Return Str... 1.7
Lazard Diversified Return Fund 1.8
Carmignac Portfolio - Patrimoine 2.2
Oyster Multi-Asset Absolute Return 2.4
BNY Mellon Global Real Return 3.1
Tungsten PARITON UI 3.3

Strategy AUM

30 June 2021
£40.3b 6% YOY

Largest Multi Asset Funds

AUM
Carmignac Patrimoine £10.0b
Newton Real Return £5.8b
Trojan Fund £5.7b
Ruffer Total Return £4.0b
Man AHL TargetRisk £3.6b

Largest Inflows (Q2'21 - Q2'20)

Change AUM
Man AHL TargetRisk £1.4b £3.6b
Trojan Fund £794m £5.7b
Ruffer Total Return £765m £4.0b
Carmignac Portfolio - Patrimoine £369m £1.6b
New Capital Strategic Portfolio £357m £537m

Largest Outflows (Q2'21 - Q2'20)

Change AUM
M&G Dynamic Allocation Fund £-983m £2.6b
GMO Global Real Return UCITS £-401m £1.5b
AQR Global Risk Parity UCITS Fund £-393m £747m
Tikehau Income Cross Assets £-264m £734m
AZ StrategicTrend £-199m £357m

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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.