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 2.8
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
Odey Portfolio 9.5
Green Ash Multi Asset UCITS 8.5
Ruffer Total Return 7.6
Latitude Horizon Fund 7.5
Invesco Balanced Risk 8 7.1
Lyxor ARMA 8 5.7
TMI Diversified Assets 5.2
Berenberg Variato 4.9
AQR Global Risk Parity UCITS 4.9
Uni-Global - Cross Asset Navigator 4.7

Bottom Funds YTD

YTD
Quadriga Igneo -17.9
7IM Absolute Return Portfolio -2.1
M&G Global Target Return Fund 0.2
SVS Church House Tenax Absolute Return Str... 0.8
Lazard Diversified Return Fund 1.0
Oyster Multi-Asset Absolute Return 1.9
Carmignac Patrimoine 2.0
Tungsten PARITON UI 2.1
Man AHL TargetRisk 2.2
M&G Dynamic Allocation Fund 2.2

Largest New Launches (12M)

AUM
MontLake SHARP UCITS Fund £125m

Strategy AUM

31 March 2021
£39.0b 5% YOY

Largest Multi Asset Funds

AUM
Carmignac Patrimoine £9.8b
Newton Real Return £5.5b
Trojan Fund £5.3b
Ruffer Total Return £3.7b
Man AHL TargetRisk £3.2b

Largest Inflows (Q1'21 - Q1'20)

Change AUM
Man AHL TargetRisk £1.5b £3.2b
Trojan Fund £956m £5.3b
Carmignac Patrimoine £908m £9.8b
Ruffer Total Return £592m £3.7b
Carmignac Portfolio - Patrimoine £380m £1.4b

Largest Outflows (Q1'21 - Q1'20)

Change AUM
M&G Dynamic Allocation Fund £-733m £2.7b
AQR Global Risk Parity UCITS £-346m £720m
Tikehau Income Cross Assets £-176m £639m
AZ StrategicTrend £-157m £379m
Uni-Global - Cross Asset Navigator £-132m £123m

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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.