AH Equity Long / Short UCITS Index

Equity Long/Short is an investing strategy that seeks to profit from stock specific fundamentals by taking long positions in stocks that are expected to appreciate, and short positions in stocks that are expected to decline. By having both long and short equity positions, funds can benefit from the spread in performance between the longs and shorts, while reducing, but not totally neutralising, the overall level of exposure to the market (the universe in aggregate remains positively correlated to equities). This is a very heterogenous sector with variety of investment styles, investment philosophies, and overarching approach to portfolio construction (leverage, concentration, level of directionality, etc.) being employed, leading to a broader range of potential outcomes.

Strategy AUM
31 March 2023
£33.9b
-12.6% YoY

Performance

Monthly Returns

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2023 2.9 -0.9 0.3 0.0 -0.8 1.5
2022 -2.0 -1.1 -0.1 -1.2 -0.4 -2.3 1.1 -0.3 -2.4 0.8 2.7 -0.3 -5.4
2021 -1.1 2.6 0.9 1.6 0.4 -0.1 -0.5 0.7 -0.5 1.0 -1.4 1.0 4.8
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 6.8
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
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
Albemarle Long Short Fund Oct 2020 Directional Global £5m 1.50% 15% Daily 0.0 IE00BL641G52 Daily Ireland Albemarle Asset Management Ltd Massimo Massimilla
Alger SICAV - Alger Dynamic Opportunities Fund Aug 2014 Directional US £59m 0.85% 100,000 Daily 1.0 3.2 -14.3 0.2 2.2 2.7 1.3 4.5 -13.6 12.5 LU1083693371 Daily Luxembourg Fred Alger Management, LLC Dan Chung, CFA; Greg Adams,... Yes Yes Article 6 No Yes N/A 13 85 22 7 10
Alken Fund Absolute Return Europe Jan 2011 Directional Europe £111m 1.50% 20% Yes 0 Daily 0.5 -4.0 7.7 -0.9 -2.5 -8.5 -5.0 -6.6 4.1 6.1 LU0572586674 Daily Luxembourg Alken Asset Management Nicolas Walewski Yes Article 8 86 70 65 34 36
Alkeon UCITS Jul 2011 Directional Global £57m 2.00% 20% 1,000,000 Weekly 2.3 17.0 -40.6 1.2 6.3 3.5 12.2 1.0 -35.5 IE00BGB6B277 Weekly Ireland Alkeon Capital Management, LLC Takis Sparaggis Article 6 1 2 19 0 1
Alliance Bernstein Select Absolute Alpha Portfolio Mar 2012 Directional US £570m 1.00% 20% 500,000 Daily 1.6 3.5 -9.9 1.0 1.7 4.0 0.7 -1.7 -1.5 16.6 LU0736560284 Daily Luxembourg Alliance Bernstein Kurt Feuerman, Anthony Nappo Article 8 58 78 7 11 48
Allspring (Lux) Worldwide - Global Long/Short Equity Oct 2017 Directional Global £104m 0.75% 20% 1,000,000 Daily 0.5 -4.7 -5.2 -1.3 -2.9 -1.9 -5.5 -9.8 -6.4 13.6 LU1699723380 Daily Luxembourg Allspring Global Investments David Krider, Dennis Bein, ... Article 6 54 77 19 10 22
Alpha UCITS - Amber Equity Oct 2013 Directional Europe £35m 1.50% 20% None 500,000 Weekly 0.0 LU0968832344 Weekly Luxembourg Amber Capital Giorgio Martorelli 40 81 76 48 55
Alquant Convexus May 2022 Directional US £8m 0.75% 0% No 0 Daily 0.0 LU2220388479 Daily Luxembourg Alquant S.A. Alquant S.A. No No Article 6 No N/A N/A
Ambienta X Alpha May 2020 Conservative Global £357m 1.50% 20% 500,000 Weekly 0.0 IE00BKM62655 Weekly Ireland Ambienta SGR Fabio Pecce
Amundi Absolute Return European Equity Jun 2011 Conservative Europe £11m 0.80% 15% 5,000,000 Daily -0.1 1.4 -1.8 -0.1 0.1 0.4 0.6 2.2 -1.4 -9.5 LU1882436733 Daily Luxembourg Amundi Asset Management Fabio Di Giansante Article 8 5 5 66 57 54
Anima Star High Potential Europe Nov 2009 Conservative Europe £1.3b 0.60% 15% 15,000 Daily -0.1 -0.8 1.7 -0.4 -0.9 -0.3 -0.7 -1.5 2.2 13.7 IE0032464921 Daily Ireland Anima Sgr Lars Schickentanz 91 69 59 57 90
Anima Star High Potential Italy Mar 2014 Conservative Europe £16m 0.60% 15% None 500 Daily -0.1 0.4 -3.3 -0.4 -0.3 1.6 -1.0 -0.1 -0.3 13.5 IE00BJBQBS44 Daily Ireland Anima Sgr Samuele Chiodetto 46 61 50 35 63
Antipodes Global Fund Jul 2017 Directional Global £159m 1.10% 20% Yes 1,000,000 Daily 0.9 7.0 -9.2 -0.5 -1.7 0.0 7.2 0.5 -6.7 26.1 IE00BYPF2Y51 Daily Ireland Antipodes Global Investment... Jacob Mitchell Yes Yes Article 8 Yes Yes N/A 28 94 11 10 17
Aperture European Innovation Fund Dec 2019 Directional Europe £369m 0.30% 30% Yes 100,000 Daily 0.7 14.0 -16.2 -0.6 2.6 3.7 8.8 4.3 9.9 46.5 LU2077746936 Daily Luxembourg Aperture Investors Anis Lahlou Yes Yes Article 8 Yes Yes N/A 51 95 11 3 12
AQR Sustainable Delphi Long-Short Equity UCITS Fund Oct 2018 Directional Global £123m 1.40% 0% No 100,000 Daily 0.8 5.1 -6.6 -0.7 -1.6 4.3 2.9 6.1 17.4 23.0 LU1842777788 Daily Luxembourg AQR Capital Management Andrea Frazzini, Michele Ag... Yes Yes Article 8 Yes Yes Yes 72 89 42 18 32
Ardevora Global Equity Fund Feb 2011 Directional Global £232m 0.50% 25% No 5,000 Daily 0.2 0.2 -15.3 -1.5 -0.4 -3.2 -3.4 -4.2 -6.8 4.7 IE00B3QBT006 Daily Ireland Ardevora Asset Management LLP Ben Fitchew, Jeremy Lang, W... Yes No Article 8 No Yes N/A 38 79 18 2 10
Argonaut Absolute Return Feb 2009 Directional Europe £98m 0.75% 20% Yes 0 Daily 0.0 3.4 11.1 -0.4 1.9 8.1 7.6 -6.3 17.5 20.7 GB00B7MC0R90 Daily UK Argonaut Capital Partners Barry Norris No No Article 6 No N/A N/A 50 60 60 91 5
Artemis US Absolute Return Oct 2014 Conservative US £14m 0.75% 20% 10,000,000 Daily 0.3 1.6 -0.1 0.1 0.6 1.4 2.2 2.1 1.0 0.3 GB00BMMV5N27 Daily UK Artemis Fund Managers Stephen Moore Article 6 16 12 60 67 75
BANOR SICAV Greater China Equity Jan 2013 Directional Asia £111m 1.40% 17.5% 500,000 Daily 0.9 -13.0 -31.9 -1.4 -8.1 -16.1 -11.6 -22.8 -65.9 -55.6 LU1082251577 Daily Luxembourg Banor Capital Ltd 1 0 44 7 0
BANOR SICAV Mistral Long Short Equity Jun 2010 Directional Europe £87m 1.40% 17.5% 500,000 Daily 0.3 -0.2 15.5 -0.5 -1.7 -2.3 1.5 0.2 13.1 23.5 LU0510654501 Daily Luxembourg Banor Capital Ltd 60 79 98 87 30
Banor SICAV Volta Long Short Equity Fund Jul 2011 Directional US £29m 1.40% 17.5% 1,000 Daily 1.0 -3.9 2.7 0.0 0.7 -5.3 -5.3 -6.2 6.2 30.5 LU1082251734 Daily Luxembourg Westbeck LLP Will Smith Article 8 67 92 55 25 25
BDLCM Funds - Rempart Sep 2005 Directional Europe £37m 1.50% 20% 10,000,000 Weekly -4.9 15.4 -3.9 -4.8 -7.5 -3.4 3.6 7.9 43.4 LU1321110816 Weekly Luxembourg BDL Capital Management Hughes Beuzelin, Bastien Be... 82 97 94 86 35
Belgravia Lynx Oct 2011 Directional Europe £19m 1.00% 9% None 10 Daily 0.0 LU0691314768 Daily Luxembourg Auriga Asset Management Carlos Cerezo 23 79 59 26 50
Bestinver Tordesillas SICAV - Iberia Long‐Short Jun 2016 Directional Europe £47m 1.00% 10% No 1,000,000 Daily 0.0 LU1375654982 Daily Luxembourg Bestinver Ricardo Seixas Yes Yes Article 6 Yes N/A N/A 19 45 70 29 47
BlackRock Emerging Companies Absolute Return Oct 2018 Conservative UK £352m 1.00% 20% No 10,000,000 Daily 0.6 7.1 -21.2 1.1 3.2 4.7 5.7 6.7 -9.8 1.0 LU1861218136 Daily Luxembourg BlackRock Investment Manage... Dan Whitestone Yes Yes Article 6 Yes Yes Yes 11 28 19 6 5
BlackRock European Absolute Alpha Fund Mar 2009 Conservative Europe £450m 0.75% 20% No 100,000 Daily -0.5 2.8 -3.4 -0.3 0.7 3.0 3.1 5.9 8.5 10.9 GB00B4Y62T40 Daily UK BlackRock Investment Manage... Stefan Gries, Stephanie Bot... Yes Yes Article 6 Yes Yes Yes 88 48 79 61 49
BlackRock European Absolute Return Fund Feb 2009 Conservative Europe £1.2b 1.00% 20% No 5,000 Daily -0.5 2.2 -4.8 -0.5 0.6 2.4 2.3 3.5 6.5 8.2 LU0411704413 Daily Luxembourg BlackRock Investment Manage... Stefan Gries, Stephanie Bot... Yes Yes Article 6 Yes Yes Yes 77 39 80 58 44
BlackRock Global Equity Absolute Return Fund Dec 2018 Conservative Global £41m 1.00% 20% No 10,000,000 Daily 0.7 3.4 -10.8 0.4 2.0 2.5 3.8 6.2 -17.0 -2.8 LU1908247643 Daily Luxembourg BlackRock Investment Manage... James Bristow, Gareth Williams Yes Yes Article 6 Yes Yes Yes 29 24 32 21 17
BlackRock Global Long/Short Equity (Lux) Jun 2014 Conservative Global £31m 1.20% 0% No 100,000 Daily 0.8 1.1 0.7 0.0 -0.9 0.2 3.5 3.6 -1.1 2.2 LU1153525040 Daily Luxembourg BlackRock Investment Manage... Kevin Franklin, Gearoid Nel... Yes Yes Article 6 Yes Yes Yes 41 40 59 77 73
BlackRock UK Absolute Alpha Apr 2005 Conservative UK £139m 0.75% 20% No 100,000 Daily -0.1 3.2 6.3 0.0 1.4 3.0 3.8 4.9 11.5 10.4 GB00B11V7T69 Daily UK BlackRock Investment Manage... Nigel Ridge, Richard Wingfield Yes Yes Article 6 Yes Yes Yes 87 44 71 63 91
BlackRock UK Equity Absolute Return Aug 2016 Conservative UK £203m 0.75% 20% No 0 Daily 0.0 3.6 7.5 0.0 1.5 3.1 4.1 5.4 13.3 13.6 LU1430596426 Daily Luxembourg BlackRock Investment Manage... Nigel Ridge Yes Yes Article 6 Yes Yes Yes 95 53 65 62 93
BNP Paribas Environmental Absolute Return Thematic Equity (EARTH) Jul 2020 Directional Global £38m 0.75% 20% Daily 0.5 1.2 -24.9 3.5 3.5 -3.2 -8.3 -12.5 -33.6 LU2066067898 Daily Luxembourg BNP Paribas Asset Management Edward Lees, Ulrik Fugmann Article 8
Boston Partners Global Long/Short Nov 2017 Directional Global £39m 1.00% 15% 500,000 Daily 1.0 -0.2 16.2 0.7 1.4 0.2 1.1 2.5 17.5 55.4 LU1683353343 Daily Luxembourg Boston Partners Global Inve... Christopher K. Hart, CFA an... Article 6 91 98 61 71 54
Brilliance China Core Long Short Fund Apr 2018 Directional Asia £62m 2.00% 20% Weekly 0.0 IE00BDFK4D67 Weekly Ireland Brilliance Capital Management Brilliance Capital 1 6 56 96 1
Brook European Focus Absolute Return Jan 2016 Directional Europe £106m 0.75% 20% No 1,000,000 Daily 0.5 3.5 17.8 -1.0 -1.6 -3.1 4.8 9.0 18.8 52.9 IE00BZ1J0335 Daily Ireland Odey Asset Management Oliver Kelton Yes Yes Article 6 No N/A N/A 73 96 97 85 44
Carmignac Portfolio Long Short European Equities Nov 2013 Conservative Europe £707m 0.85% 20% Daily -0.4 -1.0 -4.4 -0.5 0.8 0.0 -1.1 -2.9 3.4 14.8 LU0992627454 Daily Luxembourg Carmignac Gestion Malte Heininger Article 8 47 62 91 78 49
ChinaAMC China Growth Fund Apr 2011 Directional Asia £5m 1.00% 20% None 500,000 Weekly 0.6 -2.5 -7.0 0.1 -0.4 -1.8 -2.2 -5.3 -9.6 11.4 LU0573366928 Weekly Luxembourg China Asset Management Ltd. Tian Gan 50 92 97 92 81
Coeli Renewable Opportunities Feb 2023 Directional Global 1.00% 20% Daily 0.0 LU2437561033 Daily Luxembourg Coeli Asset Management AB Joel Etzler, Vidar Kalvoy
Credit Suisse Small and Mid Cap Alpha Long/Short Jul 2010 Directional Europe £202m 1.80% 20% 3,000,000 Weekly 0.3 4.1 -8.9 0.7 -0.1 -0.8 3.4 1.8 -6.8 -3.6 LU0525285937 Weekly Luxembourg Credit Suisse Asset Managem... Felix Mayer, Jan Berg, Gian... Article 8 23 27 7 11 24
CRM Long/Short Opportunities UCITS Dec 2015 Directional US £62m 0.75% 15% 50,000,000 Daily 0.3 2.9 -5.1 -0.4 -0.5 1.4 0.7 0.1 0.1 20.1 IE00BD4DSN47 Daily Ireland Cramer Rosenthal McGlynn, LLC Jay Abramson Article 8 66 85 27 14 42
Cygnus Utilities Infrastructure & Renewables UCITS Fund Jul 2013 Conservative Europe £62m 1.50% 15% 1,000 Daily 0.0 IE00BWH63500 Daily Luxembourg Cygnus Asset Management Juan Cruz 16 11 81 85 64
Dalton Asia Pacific UCITS Jul 2013 Directional Asia £117m 1.50% 15% No 1,000,000 Daily -0.4 5.7 -4.1 -0.1 4.8 2.7 2.3 8.9 9.8 39.2 IE00BFXZM553 Daily Ireland Dalton Investments James B. Rosenwald III Yes Yes Article 8 Yes Yes N/A 62 92 44 39 57
DECALIA Muse Dec 2015 Directional Global £22m 0.90% 10% Daily 1.3 10.4 -29.2 0.2 2.3 6.3 5.3 4.3 -17.8 7.4 LU1328694218 Daily Luxembourg DECALIA Asset Management Sandro Occhilupo, Damien We... 21 79 4 1 4
DNCA Invest - Venasquo May 2015 Directional Europe £123m 1.00% 20% 200,000 Daily 0.5 10.6 -7.7 0.9 0.4 -3.3 7.6 10.5 5.8 34.0 LU1526313249 Daily Luxembourg DNCA Finance Luxembourg Mathieu Picard, Alexis Albert
E.I. Sturdza Funds plc - Strategic Long Short Fund Jan 2022 Directional Global £42m 1.00% 15% 1,000,000 Daily 0.0 IE0009O2NRD1 Daily Ireland Crawford Fund Management LLC Christopher L. Crawford Article 8
Eleva Absolute Return Europe Dec 2015 Conservative Europe £3.3b 1.00% 20% Yes 1,000,000 Daily 0.1 4.0 -0.8 -0.2 0.5 0.5 3.9 6.8 9.0 16.5 LU1331974276 Daily Luxembourg Eleva Capital LLP Eric Bendahan Article 8 Yes Yes 94 74 26 46 91
Ennismore European Smaller Companies Jan 1999 Directional Europe £311m 2.00% 20% 5,000 Daily -0.7 -4.1 3.7 -0.9 -4.1 -1.7 -1.9 -0.8 4.3 25.2 IE0004515239 Daily Ireland Ennismore Fund Management Goeff Oldfield, Tom Hearn, ... 57 77 95 76 39
Ennismore Global Equity Fund Oct 2016 Directional Global £50m 2.00% 20% 100,000 Daily -0.4 2.9 5.3 -1.5 -2.7 0.2 9.7 13.4 13.3 7.9 IE00BDB52S65 Daily Ireland Ennismore Fund Management 39 45 69 80 9
Fidelity Absolute Return Asian Equity Dec 2019 Conservative Asia £7m 0.80% 15% 2,500 Daily 1.2 3.0 -5.8 1.0 -0.6 -0.3 2.5 1.8 -8.5 -15.8 LU1968584588 Daily Luxembourg Fidelity International Suranjan Mukherjee Article 6 9 3 95 85 38
Fiera OAKS Emerging and Frontier Opportunities Sep 2013 Directional Emerging Markets £136m 1.50% 20% 500,000 Weekly 0.5 8.0 -11.0 0.0 3.3 3.5 6.8 -1.7 7.4 69.0 IE00B95L3899 Weekly Ireland Fiera Capital Stefan Bottcher, Dominic Bo... Article 8 65 99 48 21 23
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