Diversified Multi Asset Macro

Strategy Research, 31 Aug 2022

Index Research Funds

Sub Index - Diversified Macro

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2022 -1.4 -0.8 0.9 -0.4 -0.6 -1.8 0.6 -0.2 -3.6
2021 -0.4 -0.1 0.4 0.5 -0.1 0.6 -0.4 0.5 -0.7 -0.3 -0.3 1.6 1.0
2020 0.9 -1.5 -4.1 1.4 1.4 0.1 0.8 0.8 -0.5 -0.1 2.0 1.0 2.2
2019 1.8 0.2 0.7 0.8 -0.4 1.3 0.6 0.2 1.3 0.5 0.2 1.0 8.3
2018 0.9 -0.7 -0.8 1.0 -1.0 -0.4 0.7 -1.3 0.3 -0.6 -0.1 -0.9 -2.9
2017 -0.4 0.4 0.6 0.4 0.8 -0.1 0.0 0.1 0.2 0.7 -0.4 -0.2 2.2
2016 -1.2 -0.2 0.5 0.1 0.5 -0.5 1.6 0.5 -0.5 0.7 -1.0 1.4 1.6
2015 2.4 1.0 0.6 -0.1 0.6 -1.9 0.5 -1.3 -1.5 1.8 0.0 -1.1 0.9
2014 -0.6 1.3 0.1 -0.3 0.7 -0.1 0.4 0.3 0.6 -1.0 1.6 -0.8 2.4
2013 3.6 0.9 1.5 0.9 0.9 -2.6 1.9 -1.2 0.5 2.0 0.3 0.7 9.5
2012 2.2 2.2 -0.4 -1.7 -1.7 0.9 1.6 1.0 1.9 0.0 0.4 1.1 7.6
2011 -0.7 0.7 0.4 1.1 0.4 -1.5 -0.1 -3.4 -1.2 3.5 -1.6 1.2 -1.4
2010 -1.1 1.7 2.6 0.0 -1.3 -1.0 1.3 0.5 2.6 1.3 -0.5 2.6 9.0
Download Index Return Series

Top Funds YTD

YTD
TM Fulcrum Diversified Core Absolute Return Diversified Multi Asset 9.9
Fulcrum Diversified Absolute Return Fund (... Diversified Multi Asset 8.1
TM Fulcrum Diversified Absolute Return Diversified Multi Asset 8.0
TM Fulcrum Income Fund Diversified Multi Asset 6.9
Prosper Global Macro Diversified Multi Asset 4.1
Aviva Investors Multi-Strategy Target Return Diversified Multi Asset 0.6
HESPER - Global Solutions Diversified Multi Asset 0.6
Uni-Global - Global Macro Fund Diversified Multi Asset -1.6
BlueBalance Global Opportunities Fund Diversified Multi Asset -2.6
Invesco Global Targeted Income Diversified Multi Asset -3.3

Bottom Funds YTD

YTD
Anima Global Macro Diversified Multi Asset -13.8
ASI Global Focused Strategies Diversified Multi Asset -10.1
Aberdeen Standard SICAV II - Global Absolu... Diversified Multi Asset -9.5
L&G Multi-Asset Target Return Fund Diversified Multi Asset -9.1
ASI Global Absolute Return Strategies Fund Diversified Multi Asset -9.0
Amundi Global Macro Bonds & Currencies Diversified Multi Asset -8.5
Insight Global Absolute Return Diversified Multi Asset -7.7
UBS Dynamic Alpha Diversified Multi Asset -6.5
Invesco Global Targeted Returns (Lux) Diversified Multi Asset -5.8
Amundi Global Macro Bonds & Currencies Low... Diversified Multi Asset -5.7

Largest Diversified Multi Asset Funds

AUM
Aviva Investors Multi-Strategy T... £2.9b
ASI Global Absolute Return Strat... £1.9b
Aberdeen Standard SICAV II - Glo... £1.3b
Invesco Global Targeted Returns £848m
TM Fulcrum Diversified Absolute ... £725m

Largest Inflows (Q2'22 - Q2'21)

Change AUM
Fulcrum Diversified Absolute Ret... £68m £289m
Ninety One Global Macro Allocation £47m £525m
TM Fulcrum Diversified Core Abso... £33m £244m
Prosper Global Macro £29m £41m
Eaton Vance Global Macro £7m £83m

Largest Outflows (Q2'22 - Q2'21)

Change AUM
Invesco Global Targeted Returns £-1,624m £848m
Aviva Investors Multi-Strategy T... £-1,008m £2.9b
ASI Global Absolute Return Strat... £-939m £1.9b
Invesco Global Targeted Returns ... £-609m £508m
Aberdeen Standard SICAV II - Glo... £-597m £1.3b

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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.