Equity Long / Short

Strategy Research, 13 Nov 2020

Index Research Funds

AH Equity Long / Short UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 -0.2 -2.5 -5.2 3.6 1.1 1.5 1.3 1.9 -0.6 -0.6 4.2 2.5 6.7
2019 2.1 0.7 0.2 0.9 -1.3 1.2 0.4 -0.5 -0.2 0.3 0.8 1.3 6.1
2018 1.7 -0.9 -0.5 0.4 0.6 -0.4 0.3 -0.3 -0.4 -3.0 -0.6 -1.9 -4.9
2017 1.0 0.3 0.8 0.6 0.9 0.0 0.9 0.5 0.4 0.9 -0.1 0.5 6.9
2016 -2.6 -0.9 0.4 -0.5 0.8 -1.3 1.6 0.3 0.4 -0.4 -0.3 0.7 -1.8
2015 0.9 1.7 0.7 0.7 1.2 -1.2 0.6 -1.4 -1.0 1.4 0.3 0.0 3.8
2014 -0.2 2.1 -1.0 -1.5 0.4 0.3 -0.8 0.9 -0.2 -0.3 1.0 0.0 0.6
2013 2.6 0.8 0.7 0.2 1.3 -1.1 2.4 -0.6 1.2 2.0 1.0 1.3 12.3
2012 2.3 2.2 -0.6 -0.3 -2.9 0.4 0.9 0.6 1.3 0.7 0.6 0.8 6.2
2011 -0.4 -0.1 0.5 0.8 -0.9 -0.4 -0.3 -3.7 -2.4 2.2 -1.7 -0.6 -6.8
2010 -1.2 0.3 1.9 0.2 -3.1 -1.4 1.4 -0.5 3.3 1.4 -0.1 2.4 4.4
Download Index Return Series

Top Funds YTD

YTD
BANOR SICAV Greater China Equity Directional 11.0
Janus Henderson Horizon China Fund Directional 10.4
Veritas China Directional 10.2
Platinum World Portfolios - Asia Fund Directional 8.6
BNP Paribas Environmental Absolute Return ... Conservative 8.6
Summit Sustainable Opportunities L/S Equit... Directional 7.6
Pictet Mandarin Directional 7.5
Dalton Asia Pacific L/S UCITS Directional 7.4
Franklin K2 Electron Global UCITS Fund Directional 7.0
Finlabo Dynamic Emerging Markets Directional 6.6

Bottom Funds YTD

YTD
LO Funds - Fundamental Equity Long Short Conservative -10.7
Odey Absolute Return Directional -6.2
Carmignac Portfolio Long-Short Global Equi... Conservative -2.9
VT - Clear Peak Capital UK Long/Short Equity Directional -2.9
Wellington Disruptive Technology and Innov... Directional -2.3
Kairos International SICAV - Key Directional -2.3
H2O Global L/S Opportunities Directional -2.2
Incline Global Long/Short Equity UCITS Directional -2.0
Ennismore European Smaller Companies Directional -1.8
Franklin K2 Chilton Equity Long Short UCIT... Directional -1.8

Largest New Launches (12M)

AUM
BNP Paribas Environmental Absolute Return Thema... £71m
MontLake Virtuoso £5m

Strategy AUM

30 September 2020
£33.1b -14% YOY

Largest Equity Long / Short Funds

AUM
Janus Henderson United Kingdom A... £2.4b
BlackRock European Absolute Return £2.0b
Eleva Absolute Return Europe £2.0b
Janus Henderson UK Absolute Return £1.4b
Marshall Wace - MW TOPS UCITS £1.3b

Largest Inflows (Q3'20 - Q3'19)

Change AUM
Eleva Absolute Return Europe £910m £2.0b
BlackRock European Absolute Return £602m £2.0b
BlackRock Emerging Companies Abs... £437m £773m
Lyxor / Sandler US Equity £407m £995m
BlackRock European Absolute Alpha £300m £504m

Largest Outflows (Q3'20 - Q3'19)

Change AUM
Jupiter Absolute Return (UK) £-1,045m £218m
Majedie Tortoise £-388m £365m
Janus Henderson UK Absolute Return £-375m £1.4b
Marshall Wace - MW TOPS UCITS £-346m £1.3b
Kairos Pegasus UCITS £-345m £228m

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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.