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
2022 -3.0 -0.5 0.3 -2.1 -0.8 -3.5 -9.3
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 International 1.4
M&G Global Target Return Fund 0.6
LF Ruffer Total Return -0.9
AZ Allocation - Global Balanced -1.5
DWS Concept Kaldemorgen -3.4
M&G Dynamic Allocation Fund -3.9
Latitude Horizon Fund -4.0
Trojan Fund -4.0
Newton Multi-Asset Diversified Return -4.8
SVS Church House Tenax Absolute Return Str... -6.2

Bottom Funds YTD

YTD
New Capital Strategic Portfolio -28.5
Man AHL Active Balanced -18.8
JK Global Opportunities Fund -17.1
Tungsten PARITON UI -16.4
Lyxor / Bridgewater All Weather Sustainabi... -15.3
Man AHL TargetRisk -14.5
Berenberg Variato -14.3
Seven Diversified Fund -13.8
AQR Global Risk Parity UCITS Fund -13.3
Lyxor ARMA 8 -13.1

Strategy AUM

31 March 2022
£53.9b 4% YOY

Largest Multi Asset Funds

AUM
DWS Concept Kaldemorgen £11.0b
Carmignac Patrimoine £7.5b
Trojan Fund £6.4b
Newton Real Return £5.2b
Ruffer Total Return International £4.9b

Largest Inflows (Q1'22 - Q1'21)

Change AUM
Ruffer Total Return International £2.2b £4.9b
DWS Concept Kaldemorgen £1.6b £11.0b
Trojan Fund £1.1b £6.4b
Man AHL TargetRisk £958m £4.2b
New Capital Strategic Portfolio £177m £586m

Largest Outflows (Q1'22 - Q1'21)

Change AUM
Carmignac Patrimoine £-2,332m £7.5b
M&G Dynamic Allocation Fund £-721m £2.0b
GMO Global Real Return UCITS £-439m £1.1b
Man AHL Active Balanced £-423m £560m
Newton Real Return £-249m £5.2b

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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.