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 4.0 1.7 1.0 -2.4
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 6.8
Ruffer Total Return 5.7
JK Global Opportunities Fund 5.6
Trojan Fund 5.4
Nordea 1 - Multi-Asset 4.8
Carmignac Portfolio - Patrimoine 3.5
Carmignac Patrimoine 2.9
Lyxor ARMA 8 2.1
M&G Global Target Return Fund 1.0
SVS Church House Tenax Absolute Return Str... -0.4

Bottom Funds YTD

YTD
Odey Opportunity -12.7
Invesco Global Absolute Return -9.8
Uni-Global - Cross Asset Navigator -9.0
Odey Portfolio -8.6
M&G Dynamic Allocation Fund -8.3
Tideway Real Return -8.2
AZ StrategicTrend -6.7
AQR Global Risk Parity UCITS -5.7
Tungsten PARITON UI -5.6
Fulcrum Diversified Liquid Alternatives -5.2

Strategy AUM

31 March 2020
£37.1b -19% YOY

Largest Multi Asset Funds

AUM
Carmignac Patrimoine £8.9b
Newton Real Return £5.2b
Trojan Fund £4.4b
M&G Dynamic Allocation Fund £3.5b
Ruffer Total Return £3.1b

Largest Inflows (Q1'20 - Q1'19)

Change AUM
Man AHL TargetRisk £963m £1.7b
Tikehau Income Cross Assets £534m £639m
Nordea 1 - Multi-Asset £415m £2.4b
Trojan Fund £247m £4.4b
SVS Church House Tenax Absolute ... £105m £435m

Largest Outflows (Q1'20 - Q1'19)

Change AUM
M&G Dynamic Allocation Fund £-2,817m £3.5b
Carmignac Patrimoine £-2,766m £8.9b
Newton Real Return £-1,870m £5.2b
GMO Global Real Return UCITS £-943m £0m
Ruffer Total Return £-379m £3.1b

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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.