AH Multi Asset UCITS Index
Multi Asset funds aim to provide capital growth and income by investing in a diversified range of assets and markets worldwide. Generally, this is more of an investing than a trading strategy, with managers dynamically allocating capital to the most attractive risk-adjusted opportunities depending on the prevailing market environment.
Strategy AUM
31 March 2023
£50.0b
-7.1% YoY
Performance
Monthly Returns
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 3.0 | -1.7 | 0.6 | 0.3 | -1.2 | 1.0 | ||||||||
2022 | -3.0 | -0.5 | 0.3 | -2.1 | -0.8 | -3.7 | 2.3 | -1.6 | -3.8 | 1.0 | 2.9 | -1.4 | -10.2 | |
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 | |
Show all |
Index Constituents
Name | Inception Date | Sub-Strategy | Geography | AUM | AMC | Perf. Fee | Hurdle | Min Inv. | Liquidity | MTD | YTD | 2022 | 1W | 1M | 3M | 6M | 1Y | 2Y | 3Y | ISIN | Liquidity | Domicile | Inv. Adviser | Portfolio Manager | UN PRI Signatory | Companywide ESG Policy | SFDR | ESG Data Integration | Active Ownership | ESG Exclusion List | Return Consistency Percentile Rank |
Performance Percentile Rank |
Diversifier Percentile Rank |
Downside Protection Percentile Rank |
Low Risk Percentile Rank |
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AERA Fund SICAV Global Asset Strategy | Oct 2016 | Global | £14m | 0.50% | 10% | 1,000,000 | Daily | 0.0 | LU1454978419 | Daily | Luxembourg | Per4m Asset Management | Article 6 | 18 | 5 | 13 | 13 | 27 | |||||||||||||||||||
AQR Global Risk Parity UCITS Fund | Sep 2012 | Global | £458m | 0.40% | 0% | No | 100,000 | Daily | 1.0 | 1.0 | -17.3 | 1.6 | -0.9 | 1.4 | -2.5 | -8.4 | -11.8 | 3.6 | LU0995952727 | Daily | Luxembourg | AQR Capital Management | Ari Levine, Michael Mendels... | Yes | Yes | Article 6 | No | N/A | Yes | 55 | 40 | 0 | 5 | 20 | |||
AZ Allocation - Global Balanced | Sep 2006 | Global | £341m | 1.50% | 1,500 | Daily | 0.0 | 0.0 | -3.2 | 0.0 | 0.2 | 1.6 | -2.9 | -2.5 | 1.3 | 2.2 | LU0262757841 | Daily | Luxembourg | Azimut Capital Management | Andrea Aliberti, Gherardo S... | 73 | 32 | 52 | 32 | 57 | |||||||||||
Berenberg Variato | Dec 2018 | Global | £276m | 0.65% | 20% | 100,000 | Daily | 0.0 | 2.4 | -14.3 | 0.4 | 0.8 | -0.4 | -0.4 | -1.5 | -9.1 | 10.7 | LU1878856126 | Daily | Luxembourg | Joh. Berenberg, Gossler & C... | Prof. Dr. Bernd Meyer, Ulri... | Article 8 | 22 | 67 | 9 | 6 | 23 | |||||||||
BNY Mellon Global Real Return | Jun 2009 | Global | £281m | 1.00% | 0% | 500,000 | Daily | 0.9 | -1.8 | -9.2 | 0.9 | -1.3 | -1.2 | -1.3 | -4.6 | -9.2 | 5.1 | IE00B504KD93 | Daily | Ireland | Newton, a BNY Mellon Company | Suzanne Hutchins, James Harris | Article 6 | 40 | 53 | 16 | 23 | 43 | |||||||||
Carmignac Patrimoine | Nov 1990 | Global | £6.6b | 0.85% | 10% | 50,000,000 | Daily | 0.9 | -0.2 | -9.4 | 1.1 | 0.0 | 0.5 | -1.0 | 1.0 | -12.7 | -0.1 | FR0010135103 | Daily | France | Carmignac Gestion | Rose Ouahba, David Older | Article 8 | Yes | 20 | 38 | 22 | 27 | 42 | ||||||||
Carmignac Portfolio - Patrimoine | Nov 2013 | Global | £1.3b | 0.85% | 10% | 1 | Daily | 0.9 | 0.6 | -7.9 | 1.1 | 0.1 | 1.0 | -0.4 | 2.7 | -10.0 | 4.0 | LU0992627967 | Daily | Luxembourg | Carmignac Gestion | Rose Ouahba, David Older | Article 8 | 24 | 50 | 23 | 29 | 44 | |||||||||
DWS Concept Kaldemorgen | May 2011 | Global | £12.2b | 0.75% | 0% | 2,000,000 | Daily | 0.2 | 5.0 | -4.1 | 0.5 | 0.8 | 2.5 | 3.0 | 1.7 | 5.0 | 15.9 | LU1663838461 | Daily | Luxembourg | DWS Investment GmbH | Klaus Kaldemorgen | Article 8 | 74 | 64 | 30 | 30 | 73 | |||||||||
GMO Global Real Return UCITS | Nov 2011 | Global | £566m | 0.80% | 0% | 5,000,000 | Daily | 1.7 | 2.3 | -3.9 | 0.6 | -0.5 | -0.5 | 2.1 | -1.0 | -7.0 | 7.8 | IE00B6WXZ693 | Daily | Ireland | Grantham, Mayo, Van Otterlo... | Ben Inker | 28 | 64 | 22 | 28 | 32 | ||||||||||
JK Global Opportunities Fund | Apr 2009 | Global | £75m | 1.25% | 15% | None | 100,000 | Weekly | -1.6 | -21.9 | 1.0 | 1.1 | -1.8 | -4.0 | -10.7 | -26.3 | -0.5 | IE00BBCR2K90 | Weekly | Ireland | JK Investment Management LLP | Simon Jones, Francis Kirkpa... | 10 | 35 | 27 | 7 | 14 | ||||||||||
Kestrel Global Portfolio | Apr 2010 | Global | £70m | 1.00% | n/a | 10,000,000 | Daily | IE00B774VM27 | Daily | Ireland | Kestrel Partners LLP | John Ricciardi, Gustaf Hagerud | |||||||||||||||||||||||||
Latitude Horizon Fund | Nov 2016 | Global | £323m | 0.75% | n/a | 20,000,000 | Daily | 0.0 | 0.8 | -4.6 | -1.4 | -2.1 | -1.6 | -2.0 | -2.3 | 3.1 | 17.8 | IE00BDC7CZ89 | Daily | Ireland | Latitude Investment Managem... | Freddie Lait | 74 | 85 | 17 | 16 | 46 | ||||||||||
LF Ruffer Total Return | Sep 2000 | Global | £3.4b | 1.00% | 30,000,000 | Weekly | -6.0 | 4.5 | -0.8 | -3.4 | -5.0 | -5.3 | -4.8 | -2.8 | 14.0 | GB00B03JB001 | Weekly | UK | Ruffer LLP | Steve Russell, Alexander Ch... | 97 | 83 | 48 | 52 | 60 | ||||||||||||
Lyxor ARMA 8 | Aug 2012 | Global | £79m | 0.50% | 10% | EONIA | 500,000 | Daily | 0.7 | 3.1 | -16.8 | 0.2 | -0.2 | 1.0 | 0.3 | -4.8 | -11.9 | 3.7 | LU1009070381 | Daily | Luxembourg | Lyxor Asset Management | Cédric Baron, Florence Barjou | 40 | 49 | 0 | 6 | 31 | |||||||||
Lyxor / Bridgewater All Weather Sustainability | Jun 2021 | Global | £88m | 0.75% | 0% | No | 1,000,000 | Daily | 0.4 | 2.3 | -17.4 | 1.3 | -1.8 | 1.5 | -2.2 | -6.3 | IE00BMBSC882 | Daily | Ireland | Bridgewater Associates LP | No | No | Article 8 | No | N/A | N/A | |||||||||||
Man AHL Active Balanced | Nov 2018 | Global | £389m | 0.75% | 0% | No | 1,000,000 | Daily | 1.0 | 8.3 | -22.7 | 1.0 | -0.4 | 5.1 | 3.1 | -1.7 | -9.8 | -3.1 | IE00BGGLHL89 | Daily | Ireland | Man Group Plc | No | Yes | Article 6 | No | N/A | N/A | 24 | 13 | 4 | 4 | 13 | ||||
Man AHL Target Growth Alternative | Jan 2021 | Global | £34m | 0.60% | 0% | No | 1,000,000 | Daily | 0.6 | 4.7 | -11.6 | 0.4 | 0.3 | 2.5 | 1.8 | 0.7 | -5.0 | IE00BNDVWZ94 | Daily | Ireland | Man Group Plc | Russell Korgaonkar, Otto va... | No | Yes | Article 6 | No | N/A | N/A | |||||||||
Man AHL TargetRisk | Dec 2014 | Global | £3.1b | 0.75% | 0% | No | 1,000,000 | Daily | 0.9 | 4.6 | -16.7 | 0.5 | -0.4 | 2.8 | 0.3 | -3.9 | -3.6 | 8.4 | IE00BRJT7H22 | Daily | Ireland | Man Group Plc | Russell Korgaonkar, Otto va... | No | Yes | Article 6 | No | N/A | N/A | 37 | 49 | 2 | 5 | 20 | |||
Mariana Principal Asset Allocation Fund | Dec 2014 | Global | £6m | 0.65% | 1,000 | Daily | 0.2 | -2.5 | -6.8 | -0.4 | -2.2 | -2.5 | -0.7 | -2.6 | -7.4 | 0.4 | IE00BMMV1N47 | Daily | Ireland | Mariana Investment Partners | David Blake | Article 6 | 51 | 20 | 41 | 43 | 58 | ||||||||||
M&G Dynamic Allocation Fund | Dec 2009 | Global | £2.0b | 0.75% | 500,000 | Daily | 1.0 | 4.1 | -0.8 | 1.3 | 0.5 | 0.8 | 3.0 | 3.5 | 7.0 | 23.4 | LU1582989965 | Daily | Luxembourg | M&G Investments | Juan Nevado, Tony Finding | Article 6 | 61 | 91 | 23 | 22 | 53 | ||||||||||
M&G Global Target Return Fund | Dec 2016 | Global | £88m | 0.50% | 500,000 | Daily | 0.2 | 1.2 | 6.2 | 0.2 | -0.2 | 0.3 | 2.0 | 5.3 | 8.8 | 14.0 | GB00BYM55C75 | Daily | UK | M&G Investments | Tristan Hanson | 95 | 73 | 33 | 62 | 97 | |||||||||||
MontLake SHARP UCITS Fund | Jul 2020 | Global | £168m | 0.65% | 12% | 100,000 | Daily | 0.0 | IE00BKSBDJ48 | Daily | Ireland | Banque Pâris Bertrand SA | Jerome Chagneau, Matthias J... | ||||||||||||||||||||||||
New Capital Strategic Portfolio | Dec 2014 | Global | £408m | 1.21% | 1,000,000 | Daily | 1.0 | 11.5 | -29.7 | 0.9 | 3.0 | 4.5 | 6.1 | 0.1 | -22.0 | 9.0 | IE00BTJRKG04 | Daily | Ireland | EFG Asset Management | Moz Afzal, Sailesh Bhundia,... | Article 8 | 13 | 84 | 3 | 0 | 5 | ||||||||||
Newton Multi-Asset Diversified Return | Apr 2003 | Global | £553m | 1.00% | None | 250,000 | Daily | 0.4 | 0.1 | -2.1 | 0.2 | -1.7 | -2.6 | -0.9 | -1.7 | 0.0 | 18.5 | GB00B1GJ9N38 | Daily | UK | Newton, a BNY Mellon Company | Paul Flood | 67 | 90 | 24 | 18 | 43 | ||||||||||
Newton Real Return | Sep 1993 | Global | £3.7b | 1.00% | 0% | 250,000 | Daily | 0.6 | -2.4 | -7.8 | 0.6 | -1.6 | -2.1 | -1.5 | -4.2 | -7.9 | 5.0 | GB0001642635 | Daily | UK | Newton, a BNY Mellon Company | Suzanne Hutchins, Aron Pata... | 33 | 36 | 21 | 22 | 36 | ||||||||||
Oyster Multi-Asset Absolute Return | Dec 2014 | Global | £58m | 0.50% | 1,000,000 | Daily | 0.2 | 1.9 | -13.1 | 0.7 | 0.4 | 1.7 | 0.5 | -2.4 | -12.1 | -3.6 | LU1130167288 | Daily | Luxembourg | Bank SYZ & Co | Adrien Pichoud, Fabrice Gorin | Article 8 | 35 | 16 | 1 | 25 | 65 | ||||||||||
Pictet Emerging Markets Multi Asset | Feb 2021 | Emerging Markets | £110m | 0.90% | 1,000,000 | Daily | 0.8 | 1.4 | -16.5 | -0.2 | -0.2 | 0.3 | 0.1 | -6.8 | -19.9 | LU2272220778 | Daily | Luxembourg | Pictet Funds (Europe) S.A. | Marco Piersimoni, Shaniel R... | Yes | Yes | Article 6 | Yes | Yes | Yes | |||||||||||
Ruffer Total Return International | Jul 2011 | Global | £5.8b | 1.10% | 0% | No | 10,000,000 | Weekly | 0.1 | -7.4 | 4.6 | -0.3 | -3.0 | -5.7 | -7.7 | -7.7 | -4.2 | 12.9 | LU0638558394 | Weekly | Luxembourg | Ruffer LLP | Jacques Hirsch and Alex Le... | Yes | Yes | Article 6 | No | Yes | N/A | 93 | 84 | 67 | 73 | 75 | |||
Seven Diversified Fund | Jan 2007 | Global | £58m | 1.00% | 10% | EONIA | 100,000 | Daily | 0.2 | -2.6 | -15.1 | -0.3 | -0.8 | -3.2 | -5.6 | -7.2 | -15.2 | -11.2 | LU1229132441 | Daily | Luxembourg | Seven Capital Management | Seven Capital Management | 20 | 5 | 11 | 9 | 28 | |||||||||
SVS Church House Tenax Absolute Return Strategies | Nov 2007 | Global | £303m | 0.88% | n/a | 100,000 | Daily | 0.3 | 1.4 | -7.2 | 0.5 | -1.2 | -1.2 | 0.8 | -2.4 | -5.1 | 0.7 | GB00BNGY2T93 | Daily | UK | Church House Investment Man... | James Mahon, Jeremy Wharton | 18 | 21 | 1 | 23 | 40 | ||||||||||
Tikehau International Cross Assets | Aug 2001 | Global | £460m | 1.00% | 10% | 1,000,000 | Daily | 0.2 | 2.8 | -8.6 | -0.1 | -0.3 | 1.7 | 1.9 | -1.7 | -3.7 | LU2147879626 | Daily | France | Tikehau Capital | Romain Friedman, Vincent Me... | Article 8 | 39 | 28 | 41 | 49 | 66 | ||||||||||
TMI Diversified Assets | Sep 2013 | Global | £61m | 0.75% | 1,000 | Daily | 0.4 | -4.7 | -15.5 | 0.6 | -0.9 | -4.1 | -6.1 | -14.2 | -12.9 | -5.9 | IE00BVDPT905 | Daily | Ireland | Thomas Miller Investment | Mark McKenzie, Abi Oladimeji | 47 | 46 | 15 | 8 | 7 | |||||||||||
Trojan Fund | May 2001 | Global | £6.4b | 1.00% | 250,000 | Daily | -0.1 | 1.3 | -3.8 | -0.2 | -1.1 | 1.1 | 0.4 | 0.1 | 4.5 | 12.7 | GB0034243732 | Daily | UK | Troy Asset Management | Sebastian Lyon | Yes | 89 | 71 | 29 | 35 | 77 | ||||||||||
Tungsten PARITON UI | Jun 2014 | Global | £34m | 1.25% | 15% | 250,000 | Daily | 0.8 | 6.2 | -21.2 | 1.3 | 0.2 | 1.5 | -1.8 | -6.5 | -14.7 | -9.3 | DE000A1W8945 | Daily | Germany | Tungsten Capital Management... | Lutz Klaus, Dominik Poiger,... | Article 8 | 18 | 7 | 3 | 2 | 7 | |||||||||
Unigestion Classic Strategic | Mar 2021 | Global | £24m | 0.45% | No | 2,500,000 | Daily | 0.0 | KYG9348Z1072 | Daily | Unigestion SA | Jérôme Teïletche | Yes | Yes | Article 6 | Yes | Yes | N/A | |||||||||||||||||||
Uni-Global - Cross Asset Navigator | Dec 2014 | Global | £25m | 0.60% | 0% | No | 250 | Daily | 0.5 | 3.3 | -12.9 | 0.4 | 0.2 | 1.9 | 0.7 | -1.0 | -5.7 | 3.9 | LU1132139657 | Daily | Luxembourg | Unigestion SA | Jérome Teiletche | Yes | Yes | Article 8 | Yes | Yes | N/A | 45 | 33 | 1 | 11 | 41 |
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