Opportunistic Macro

Strategy Research, 31 Aug 2022

Index Research Funds

Sub Index - Opportunistic Macro

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2023 2.3 -0.9 1.5
2022 1.0 -2.1 0.3 0.0 1.0 -1.5 -0.5 1.3 -1.5 0.5 2.1 1.8 2.4
2021 -0.2 2.0 0.7 0.3 0.5 -0.4 -1.3 0.6 0.8 -0.5 -1.7 0.9 1.6
2020 -0.5 -1.6 -8.1 2.3 2.9 1.2 0.7 1.3 -0.8 0.4 3.1 1.1 1.5
2019 1.7 0.1 -0.1 0.4 -0.5 1.3 0.2 0.0 1.0 0.7 -0.3 1.4 6.0
2018 1.6 -0.7 -0.8 -0.3 -1.7 -0.6 0.5 -1.7 0.3 -0.9 -0.1 -0.6 -4.9
2017 0.2 0.1 0.3 -0.4 0.0 0.5 0.0 -0.2 0.4 -0.1 -0.1 -0.3 0.4
2016 -1.2 -1.3 0.8 0.9 -0.1 -0.8 0.5 -0.1 -0.1 1.1 -0.7 0.6 -0.3
2015 0.9 0.8 0.4 -0.8 0.9 -0.6 0.3 -0.8 -0.9 0.2 0.2 -0.5 0.0
2014 -0.2 0.1 0.2 0.0 0.5 -0.3 0.4 -0.2 1.2 -0.8 0.4 -0.9 0.6
2013 0.6 0.3 0.3 1.0 0.4 -1.5 -0.1 0.0 -0.1 0.6 -0.1 0.3 1.6
2012 1.9 1.1 0.3 -0.3 -0.7 0.8 1.2 0.5 0.5 0.6 0.6 0.7 7.7
2011 -0.3 0.3 0.3 0.2 0.0 -0.7 0.0 -0.3 -1.2 1.5 -0.5 0.6 -0.2
2010 0.4 0.6 1.3 0.3 -1.1 0.1 0.6 1.0 0.5 0.0 -0.2 0.6 4.3
Download Index Return Series

Top Funds YTD

YTD
JPM Global Macro Opportunities Opportunistic 9.4
Allianz Fixed Income Macro Opportunistic 8.6
JPM Global Macro Sustainable Opportunistic 7.0
JPM Global Macro Opportunistic 6.3
Pacific G10 Macro Rates Opportunistic 4.1
Manulife Asian Bond Absolute Return Fund Opportunistic 2.3
GAM Star Global Rates Opportunistic 1.9
GAM Star Emerging Market Rates Opportunistic 1.8
M&G (Lux) Episode Macro Fund Opportunistic 1.7
FTGF Legg Mason Western Asset Macro Oppor... Opportunistic 1.6

Bottom Funds YTD

YTD
Lemanik SICAV Global Strategy Opportunistic -5.5
Brevan Howard Absolute Return Government B... Opportunistic -4.6
UBS Currency Allocation Return Strategy Opportunistic -2.9
Alma Platinum IV CQS Asian Macro Opportunistic -2.5
Tages Kirkoswald Global Macro UCITS Fund Opportunistic -2.2
Graham Macro UCITS Opportunistic -1.4
KLS Arete Macro Opportunistic -1.2
Jupiter Flexible Macro Fund Opportunistic -1.0
RV Capital Asia Opportunity UCITS Opportunistic -0.8
Amundi Absolute Return Forex Opportunistic 0.3

Largest New Launches (12M)

AUM
Trium Epynt Macro Fund £18m

Largest Opportunistic Funds

AUM
JPM Global Macro Opportunities (... £3.6b
Brevan Howard Absolute Return Go... £2.5b
FTGF Legg Mason Western Asset M... £1.8b
JPM Global Macro Opportunities £1.4b
KLS Arete Macro £1.1b

Largest Inflows (Q4'22 - Q4'21)

Change AUM
Brevan Howard Absolute Return Go... £1.5b £2.5b
Graham Macro UCITS £498m £999m
GAM Star Global Rates £103m £220m
BlueBay Global Sovereign Opportu... £100m £363m
M&G (Lux) Episode Macro Fund £92m £321m

Largest Outflows (Q4'22 - Q4'21)

Change AUM
FTGF Legg Mason Western Asset M... £-1,967m £1.8b
JPM Global Macro Opportunities (... £-1,711m £3.6b
JPM Global Macro Opportunities £-895m £1.4b
UBS Currency Allocation Return S... £-278m £521m
Allianz Fixed Income Macro £-201m £114m

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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.