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
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
New Capital Strategic Portfolio 4.3
Odey Portfolio 4.2
Ruffer Total Return 4.0
Green Ash Multi Asset UCITS 2.6
Invesco Balanced Risk 8 2.2
Tideway Real Return 1.8
Berenberg Variato 1.7
Newton Multi-Asset Diversified Return 1.4
Mariana Principal Asset Allocation Fund 1.3
Lyxor ARMA 8 0.9

Bottom Funds YTD

YTD
Quadriga Igneo -17.0
Trojan Fund -2.4
Seven Diversified Fund -2.1
Man AHL TargetRisk -1.4
AZ StrategicTrend -1.1
Tungsten PARITON UI -0.9
SVS Church House Tenax Absolute Return Str... -0.9
M&G Global Target Return Fund -0.8
Newton Real Return -0.8
7IM Absolute Return Portfolio -0.7

Largest New Launches (12M)

AUM
MontLake SHARP UCITS Fund £125m

Strategy AUM

31 December 2020
£43.7b 6% YOY

Largest Multi Asset Funds

AUM
Carmignac Patrimoine £10.1b
Newton Real Return £5.5b
Trojan Fund £5.4b
Ruffer Total Return £3.5b
M&G Dynamic Allocation Fund £3.2b

Largest Inflows (Q4'20 - Q4'19)

Change AUM
Man AHL TargetRisk £1.9b £3.0b
Trojan Fund £1.0b £5.4b
AQR Global Risk Parity UCITS £351m £1.5b
Ruffer Total Return £329m £3.5b
Carmignac Portfolio - Patrimoine £323m £1.4b

Largest Outflows (Q4'20 - Q4'19)

Change AUM
M&G Dynamic Allocation Fund £-1,825m £3.2b
Newton Real Return £-863m £5.5b
GMO Global Real Return UCITS £-799m £0m
Uni-Global - Cross Asset Navigator £-176m £131m
AZ StrategicTrend £-113m £464m

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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.