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
2020 0.2 -2.9 -6.1 -8.6
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
TMI Diversified Assets 2.8
Nordea 1 - Multi-Asset 2.3
Ruffer Total Return 1.3
Trojan Fund -0.1
Seven Diversified Fund -2.6
SVS Church House Tenax Absolute Return Str... -4.1
Man AHL TargetRisk -4.8
M&G Global Target Return Fund -5.1
Invesco Global Absolute Return -5.7
Carmignac Portfolio - Patrimoine -6.0

Bottom Funds YTD

YTD
M&G Dynamic Allocation Fund -17.0
Tideway Real Return -15.8
Green Ash Multi Asset UCITS -14.2
Odey Portfolio -13.8
Kestrel Global Portfolio -13.5
New Capital Strategic Portfolio -13.4
Newton Multi-Asset Diversified Return -13.3
Odey Opportunity -12.7
Invesco Balanced Risk 8 -12.3
Fulcrum Diversified Liquid Alternatives -11.5

Strategy AUM

31 December 2019
£41.3b -12% YOY

Largest Multi Asset Funds

AUM
Carmignac Patrimoine £9.8b
Newton Real Return £6.4b
M&G Dynamic Allocation Fund £5.0b
Trojan Fund £4.4b
Ruffer Total Return £3.2b

Largest Inflows (Q4'19 - Q4'18)

Change AUM
Man AHL TargetRisk £676m £1.2b
Tikehau Income Cross Assets £493m £639m
Trojan Fund £329m £4.4b
Nordea 1 - Multi-Asset £312m £2.3b
SVS Church House Tenax Absolute ... £167m £437m

Largest Outflows (Q4'19 - Q4'18)

Change AUM
Carmignac Patrimoine £-3,206m £9.8b
M&G Dynamic Allocation Fund £-1,674m £5.0b
Newton Real Return £-1,182m £6.4b
GMO Global Real Return UCITS £-255m £0m
Carmignac Portfolio - Patrimoine £-135m £1.1b

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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.