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
30 September 2023
£47.9b
-9.7% 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 -1.1 1.1 1.4 -1.3 -1.5 -1.5 2.9 2.0
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
  • Region Global
  • Currency Local Currency
  • Frequency Monthly Rebalancing
  • Methodology Equally Weighted
  • Download Index Return Series

Index Constituents

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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
Allianz Multi Asset Risk Premia Jun 2018 Systematic Global £63m 0.75% Daily -0.2 -1.0 -0.1 -0.7 -0.2 -1.8 -1.3 -2.6 -0.7 5.4 LU1794549805 Daily Luxembourg Allianz GI Claudio Marsala, Makato Kus... Article 6 37 12 81 38 7
Allspring (Lux) Worldwide - Alternative Risk Premia Dec 2019 Systematic Global £17m 0.60% 1,000,000 Daily -0.8 0.7 4.9 -0.7 -1.8 -1.5 -2.1 2.4 6.3 9.3 LU2000544150 Daily Luxembourg Allspring Global Investments Eddie Cheng, Monisha Jayaku... Article 6 76 55 93 90 92
Amundi Bridgewater All Weather Sustainability Jun 2021 Systematic Global £70m 0.75% 0% No 1,000,000 Daily 0.9 1.9 -17.4 0.8 3.8 2.0 -0.9 -2.2 -15.2 IE00BMBSC882 Daily Ireland Bridgewater Associates LP No No Article 8 No N/A N/A
AQR Global Risk Parity UCITS Fund Sep 2012 Systematic Global £425m 0.40% 0% No 100,000 Daily 0.5 0.9 -17.3 0.2 2.6 -0.6 0.2 -2.2 -15.4 -5.0 LU0995952727 Daily Luxembourg AQR Capital Management Ari Levine, Michael Mendels... Yes Yes Article 6 No N/A Yes 40 34 1 6 15
AQR Style Premia UCITS Oct 2014 Systematic Global £410m 0.60% 10% Yes 100,000 Daily -1.7 12.1 24.2 -1.4 -2.2 2.1 12.9 12.6 42.8 65.1 LU1103258866 Daily Luxembourg AQR Capital Management Andrea Frazzini, Yao Hua Oo... Yes Yes Article 6 Yes Yes Yes 62 94 99 94 39
AZ Allocation - Global Balanced Sep 2006 Global £311m 1.50% 1,500 Daily 1.1 1.7 -3.2 1.9 2.5 2.0 1.1 -0.3 -1.2 5.8 LU0262757841 Daily Luxembourg Azimut Capital Management Andrea Aliberti, Gherardo S... 72 38 54 32 67
Berenberg Variato Dec 2018 Discretionary Global £241m 0.65% 20% 100,000 Daily -1.5 1.0 -14.3 0.8 -1.3 -1.0 -1.9 -3.8 -12.9 2.3 LU1878856126 Daily Luxembourg Joh. Berenberg, Gossler & C... Prof. Dr. Bernd Meyer, Ulri... Article 8 16 39 8 7 15
BlackRock Style Advantage Feb 2016 Systematic Global £119m 0.66% 0% No 0 Daily 0.0 16.3 1.0 0.1 0.8 1.9 7.6 17.3 19.5 34.0 LU1352906538 Daily Luxembourg BlackRock Investment Manage... Ked Hogan, Philip Hodges Yes Yes Article 6 Yes Yes Yes 66 76 59 94 68
BNY Mellon Global Real Return Jun 2009 Discretionary Global £226m 1.00% 0% 500,000 Daily 0.3 -1.3 -9.2 0.2 2.2 1.7 0.6 -1.2 -8.5 -3.3 IE00B504KD93 Daily Ireland Newton, a BNY Mellon Company Suzanne Hutchins, James Harris Article 6 32 37 19 22 33
BNY Mellon Multi-Asset Diversified Return Apr 2003 Global £514m 1.00% 250,000 Daily 0.4 -1.6 -2.1 0.4 2.1 0.0 -2.1 -2.1 -2.3 3.0 GB00B1GJ9N38 Daily UK Newton, a BNY Mellon Company Paul Flood 55 73 25 18 64
BNY Mellon Real Return Sep 1993 Discretionary Global £3.1b 1.00% 0% 250,000 Daily 0.4 -1.6 -7.8 0.3 1.9 2.0 0.7 -1.1 -7.3 -2.0 GB0001642635 Daily UK Newton, a BNY Mellon Company Suzanne Hutchins, Aron Pata... 25 19 22 21 22
Carmignac Patrimoine Nov 1990 Discretionary Global £5.8b 0.85% 10% 50,000,000 Daily 0.1 -0.7 -9.4 0.2 1.3 -0.9 -1.0 -0.6 -10.0 -9.7 FR0010135103 Daily France Carmignac Gestion Rose Ouahba, David Older Article 8 Yes 16 24 25 27 25
Carmignac Portfolio - Patrimoine Nov 2013 Discretionary Global £1.1b 0.85% 10% 1 Daily 0.1 0.9 -7.9 0.2 1.3 -0.5 -0.3 0.8 -6.9 -5.7 LU0992627967 Daily Luxembourg Carmignac Gestion Rose Ouahba, David Older Article 8 27 35 25 29 29
DWS Concept Kaldemorgen May 2011 Discretionary Global £12.3b 0.75% 0% 2,000,000 Daily 0.5 5.6 -4.1 0.6 1.6 0.4 -0.1 4.0 3.1 12.9 LU1663838461 Daily Luxembourg DWS Investment GmbH Klaus Kaldemorgen Article 8 72 59 39 31 82
Franklin K2 Athena Risk Premia UCITS Fund Jun 2021 Systematic Global £68m 0.60% 5,000,000 Daily 0.1 3.2 9.9 -0.1 -1.2 1.4 2.6 4.0 15.4 LU2303826205 Daily Luxembourg K2 Advisors Paul Fraynt Article 6
GMO Global Real Return UCITS Nov 2011 Discretionary Global £541m 0.80% 0% 5,000,000 Daily 0.0 7.4 -3.9 0.3 1.9 1.6 4.5 7.5 4.2 6.1 IE00B6WXZ693 Daily Ireland Grantham, Mayo, Van Otterlo... Ben Inker 32 60 16 27 28
JK Global Opportunities Fund Apr 2009 Discretionary Global £77m 1.25% 15% 100,000 Weekly 2.0 -21.9 -0.1 2.8 -1.5 3.7 -0.5 -20.7 -15.5 IE00BBCR2K90 Weekly Ireland JK Investment Management LLP Simon Jones, Francis Kirkpa... 9 23 29 8 9
Latitude Horizon Fund Nov 2016 Discretionary Global £341m 0.75% 20,000,000 Daily 0.5 2.9 -4.6 0.7 1.3 1.5 1.6 1.3 -1.5 13.2 IE00BDC7CZ89 Daily Ireland Latitude Investment Managem... Freddie Lait 68 77 18 16 66
Lyxor Flexible Allocation Aug 2012 Global £77m 0.50% 10% 500,000 Daily 0.4 5.3 -16.8 0.2 2.8 1.6 1.6 3.5 -10.8 -2.7 LU1009070381 Daily Luxembourg Lyxor Asset Management Cédric Baron, Florence Barjou 33 36 0 7 18
Man AHL Active Balanced Nov 2018 Systematic Global £305m 0.75% 0% No 1,000,000 Daily 1.3 11.2 -22.7 1.2 4.9 3.1 1.6 6.2 -13.3 -5.7 IE00BGGLHL89 Daily Ireland Man Group Plc No Yes Article 6 No N/A N/A 23 21 5 4 7
Man AHL TargetRisk Dec 2014 Systematic Global £2.9b 0.75% 0% No 1,000,000 Daily 0.3 8.9 -16.7 0.0 2.7 1.5 2.8 5.5 -7.9 5.1 IE00BRJT7H22 Daily Ireland Man Group Plc Russell Korgaonkar, Otto va... No Yes Article 6 No N/A N/A 32 58 3 5 21
Man Alternative Style Risk Premia Oct 2017 Systematic Global £252m 1.00% 0% No 1,000,000 Daily 0.1 5.8 11.4 0.2 1.9 2.8 4.7 6.4 20.5 33.7 IE00BF52FK00 Daily Ireland Man Group Plc Jens Foehrenbach No Yes Article 6 No N/A N/A 93 83 87 84 73
Mariana Principal Asset Allocation Fund Dec 2014 Discretionary Global £3m 0.65% 1,000 Daily -0.1 -0.2 -6.8 -0.4 0.2 1.4 2.2 1.3 -6.2 -0.1 IE00BMMV1N47 Daily Ireland Mariana Investment Partners David Blake Article 6 51 28 40 43 51
M&G Dynamic Allocation Fund Dec 2009 Discretionary Global £1.9b 0.75% 500,000 Daily 1.1 7.3 -0.8 1.3 3.1 2.7 2.6 6.1 8.5 13.5 LU1582989965 Daily Luxembourg M&G Investments Juan Nevado, Tony Finding Article 6 58 84 24 22 71
M&G Global Target Return Fund Dec 2016 Discretionary Global £125m 0.50% 500,000 Daily 0.6 5.5 6.2 0.7 2.3 3.9 4.1 6.3 13.0 14.4 GB00BYM55C75 Daily UK M&G Investments Tristan Hanson 95 67 36 62 99
MontLake SHARP UCITS Fund Jul 2020 Systematic Global £168m 0.65% 12% 100,000 Daily 0.0 IE00BKSBDJ48 Daily Ireland Banque Pâris Bertrand SA Jerome Chagneau, Matthias J... 40 21 3 11 25
Natixis - Loomis Sayles Alternative Risk Premia Oct 2020 Systematic Global £21m 1.00% 100,000 Daily -0.3 9.7 -3.5 -0.2 1.6 2.8 7.3 7.8 9.4 10.9 IE00BM9BYW79 Daily Ireland Loomis, Sayles & Company Loomis Sayles Article 6
New Capital Strategic Portfolio Dec 2014 Discretionary Global £381m 1.21% 1,000,000 Daily 0.3 16.2 -29.7 0.3 6.8 2.6 2.4 12.7 -17.4 -11.3 IE00BTJRKG04 Daily Ireland EFG Asset Management Moz Afzal, Sailesh Bhundia,... Article 8 10 59 4 0 3
Oyster Multi-Asset Absolute Return Dec 2014 Discretionary Global £49m 0.50% 1,000,000 Daily 0.8 -13.1 -1.5 -1.1 -0.6 -12.1 -10.2 LU1130167288 Daily Luxembourg Bank SYZ & Co Adrien Pichoud, Fabrice Gorin Article 8 38 15 1 26 36
Pictet Emerging Markets Multi Asset Feb 2021 Discretionary Emerging Markets £96m 0.90% 1,000,000 Daily -3.2 2.4 -16.5 -3.6 -0.4 -1.1 -1.0 2.2 -13.1 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 Discretionary Global £5.3b 1.10% 0% No 10,000,000 Weekly 0.1 -9.8 4.6 -0.4 0.2 -0.1 -3.4 -9.7 -6.8 3.7 LU0638558394 Weekly Luxembourg Ruffer LLP Jacques Hirsch and Alex Le... Yes Yes Article 6 No Yes N/A 85 63 63 69 59
Seven Diversified Fund Jan 2007 Discretionary Global £53m 1.00% 10% 100,000 Daily 0.9 0.3 -15.1 0.8 2.7 1.1 2.0 -1.9 -13.5 -8.1 LU1229132441 Daily Luxembourg Seven Capital Management Seven Capital Management 19 8 12 9 13
SVS Church House Tenax Absolute Return Strategies Nov 2007 Discretionary Global £237m 0.88% 100,000 Daily 0.5 3.5 -7.2 0.6 2.8 3.1 2.0 2.9 -3.8 -2.1 GB00BNGY2T93 Daily UK Church House Investment Man... James Mahon, Jeremy Wharton 7 13 4 22 26
Systematica Alternative Risk Premia Nov 2017 Global £147m 1.00% 0% No 100,000 Daily 5.2 IE00BDGJFD96 Daily Ireland Systematica Investments Lim... Matthias Hagmann No No Article 6 No N/A N/A 40 30 97 78 48
Tikehau International Cross Assets Aug 2001 Discretionary Global £397m 1.00% 10% 1,000,000 Daily 0.4 6.3 -8.6 0.6 1.9 2.3 3.1 5.8 -1.0 LU2147879626 Daily France Tikehau Capital Romain Friedman, Vincent Me... Article 8 33 26 45 50 47
Trojan Fund May 2001 Discretionary Global £5.9b 1.00% 250,000 Daily 0.3 1.3 -3.8 0.5 0.5 0.7 -0.4 0.6 -1.2 9.6 GB0034243732 Daily UK Troy Asset Management Sebastian Lyon Yes 79 58 31 34 82
Tungsten PARITON UI Jun 2014 Discretionary Global £28m 1.25% 15% 250,000 Daily 1.8 10.4 -21.2 1.6 6.0 3.7 3.4 2.7 -11.9 -8.7 DE000A1W8945 Daily Germany Tungsten Capital Management... Lutz Klaus, Dominik Poiger,... Article 8 7 6 5 2 4
Unigestion Classic Strategic Mar 2021 Discretionary 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 £23m 0.60% 0% No 250 Daily 0.4 6.2 -12.9 0.4 3.9 1.8 2.3 4.6 -6.0 4.0 LU1132139657 Daily Luxembourg Unigestion SA Jérome Teiletche Yes Yes Article 8 Yes Yes N/A 41 41 2 11 28
WS Ruffer Diversified Return Fund Sep 2021 Discretionary UK £2.0b 0.90% 0% No 50,000,000 Daily -0.3 -7.3 5.2 -0.2 0.1 0.4 -1.6 -6.9 -3.0 GB00BMWLQW82 Daily UK Ruffer LLP Duncan MacInnes & Ian Rees Yes Yes Yes Yes Yes
WS Ruffer Total Return Sep 2000 Discretionary Global £2.8b 1.00% 30,000,000 Weekly -7.6 4.5 0.1 1.5 0.4 -1.7 -6.9 -3.9 6.9 GB00B03JB001 Weekly UK Ruffer LLP Steve Russell, Alexander Ch... 92 65 38 50 64
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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.