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 0.2
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
Seven Diversified Fund 5.2
Carmignac Portfolio - Patrimoine 5.0
Carmignac Patrimoine 4.7
Man AHL TargetRisk 4.6
JK Global Opportunities Fund 4.5
TMI Diversified Assets 4.0
Trojan Fund 3.7
AQR Global Risk Parity UCITS 3.3
Tideway Real Return 3.1
Lyxor ARMA 8 2.9

Bottom Funds YTD

YTD
Invesco Global Absolute Return -2.0
Ruffer Total Return -1.1
M&G Global Target Return Fund -0.6
M&G Dynamic Allocation Fund -0.2
Invesco Balanced Risk 8 -0.1
Latitude Horizon Fund 0.0
SVS Church House Tenax Absolute Return Str... 0.6
Newton Multi-Asset Diversified Return 0.8
Odey Portfolio 0.9
Lazard Diversified Return Fund 0.9

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.