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
2022 -3.0 -0.5 0.3 -2.1 -0.8 -3.7 2.3 -1.6 -3.8 1.0 2.9 -8.9
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
Download Index Return Series

Top Funds YTD

YTD
M&G Global Target Return Fund 5.5
Ruffer Total Return International 4.9
LF Ruffer Total Return 3.7
M&G Dynamic Allocation Fund 0.7
AZ Allocation - Global Balanced -0.3
Newton Multi-Asset Diversified Return -0.9
Latitude Horizon Fund -1.9
DWS Concept Kaldemorgen -2.1
Trojan Fund -2.9
GMO Global Real Return UCITS -3.7

Bottom Funds YTD

YTD
New Capital Strategic Portfolio -26.1
JK Global Opportunities Fund -20.0
Man AHL Active Balanced -18.8
Pictet Emerging Markets Multi Asset -15.4
Tungsten PARITON UI -14.7
Lyxor ARMA 8 -14.5
AQR Global Risk Parity UCITS Fund -14.3
TMI Diversified Assets -14.2
Lyxor / Bridgewater All Weather Sustainabi... -13.6
Man AHL TargetRisk -13.1

Strategy AUM

30 September 2022
£51.5b -6% YOY

Largest Multi Asset Funds

AUM
DWS Concept Kaldemorgen £12.0b
Carmignac Patrimoine £6.7b
Trojan Fund £6.4b
Ruffer Total Return International £5.7b
Newton Real Return £4.4b

Largest Inflows (Q3'22 - Q3'21)

Change AUM
Ruffer Total Return International £2.0b £5.7b
DWS Concept Kaldemorgen £1.6b £12.0b
Trojan Fund £507m £6.4b
Newton Multi-Asset Diversified R... £116m £528m
Latitude Horizon Fund £69m £307m

Largest Outflows (Q3'22 - Q3'21)

Change AUM
Carmignac Patrimoine £-2,734m £6.7b
Newton Real Return £-1,292m £4.4b
M&G Dynamic Allocation Fund £-589m £1.9b
GMO Global Real Return UCITS £-561m £723m
Man AHL TargetRisk £-359m £3.3b

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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.