Diversified Multi Asset Macro
Sub Index - Diversified Macro
A multi-asset class approach to global macro investing. Generally, this is more of an investing than a trading strategy, with managers aiming to profit from the identification of longer-term macro themes. As such, it is predominantly asset allocation across multiple asset classes which drives returns for these funds, and their portfolios will typically have some explicit beta exposures alongside more opportunistic and relative value trades. A number of products were born in UCITS as the natural extension to long-only multi asset/balanced portfolio investing, just with the added freedom of a more flexible mandate.
Strategy AUM
30 June 2023
£8.7b
-23.2% YoY
Performance
Monthly Returns
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 0.8 | -1.1 | -0.1 | 0.0 | -0.2 | -0.3 | 0.8 | -0.2 | -0.2 | -0.5 | ||||
2022 | -1.4 | -0.8 | 0.9 | -0.4 | -0.6 | -1.8 | 0.6 | -0.2 | -0.9 | 0.1 | 0.9 | 0.5 | -3.1 | |
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 | |
Show all |
Index Constituents
Name | Inception Date | 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 |
||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Amundi Global Macro Bonds & Currencies | Dec 2013 | Global | £44m | 0.40% | 15% | 500,000 | Daily | -5.4 | -8.0 | 0.2 | -0.6 | 0.3 | -3.6 | -2.8 | -11.4 | -11.6 | LU0996171368 | Daily | Luxembourg | Amundi Asset Management | Ryan Myerberg | Article 6 | 6 | 5 | 18 | 28 | 21 | |||||||||
Amundi Global Macro Bonds & Currencies Low Vol | Apr 2005 | Global | £21m | 0.30% | 15% | 500,000 | Daily | 0.1 | -6.1 | -0.2 | -0.3 | 0.6 | -0.7 | 0.9 | -5.8 | -6.3 | LU0210817879 | Daily | Luxembourg | Amundi Asset Management | Ryan Myerberg | Article 6 | 3 | 11 | 11 | 34 | 38 | |||||||||
Anima Global Macro | Feb 2018 | Global | £81m | 0.60% | 20% | Daily | -3.7 | -15.6 | -0.5 | -1.9 | -3.0 | -4.3 | -4.7 | -18.2 | -14.6 | IE00BD97PK72 | Daily | Ireland | Anima Sgr | Gianni Pola | 15 | 6 | 4 | 16 | 15 | |||||||||||
Aviva Investors Multi-Strategy Target Return | Jul 2014 | Global | £2.5b | 0.75% | 500,000 | Daily | -0.5 | 5.2 | -0.2 | 0.2 | 1.5 | 1.1 | 4.5 | 6.6 | 12.1 | GB00BMTRW090 | Daily | UK | Aviva Investors | Multi Asset Team | 83 | 60 | 46 | 45 | 81 | |||||||||||
BlueBalance Global Opportunities Fund | Nov 2019 | Global | £163m | 0.70% | 10% | 125,000 | Daily | 6.5 | -0.3 | -0.1 | 0.7 | 1.3 | 4.0 | 9.0 | 2.0 | 9.2 | LU2022233972 | Daily | Luxembourg | BlueBalance Capital | Dr. Lukas Goetz, Markus Sch... | 41 | 54 | 93 | 72 | 59 | ||||||||||
Eaton Vance Global Macro | May 2010 | Global | £100m | 0.80% | 5,000,000 | Daily | 6.0 | -0.3 | -0.1 | 3.8 | 11.9 | 6.3 | 10.1 | IE00B5724T02 | Daily | Ireland | Eaton Vance | John Baur, Michael Cirami, ... | Article 6 | 56 | 66 | 64 | 72 | 80 | ||||||||||||
Fulcrum Diversified Absolute Return Fund (Lux) | Feb 2017 | Global | £556m | 0.75% | 0% | No | 10,000,000 | Daily | -0.6 | -2.0 | 6.9 | -0.7 | -0.5 | 0.6 | 0.4 | -2.9 | 5.9 | 9.2 | LU1551069302 | Daily | Luxembourg | Fulcrum Asset Management LLP | Yes | Yes | Article 6 | No | No | N/A | 77 | 61 | 92 | 62 | 89 | |||
HESPER - Global Solutions | Jun 2019 | Global | £62m | 0.60% | 10% | Yes | 100 | Daily | -0.4 | -3.9 | -3.8 | 1.1 | 1.6 | 0.6 | -0.4 | -9.9 | -2.8 | 4.9 | LU1931806399 | Daily | Luxembourg | ETHENEA Independent Investo... | Federico Frischknecht, Andr... | Yes | Yes | Article 8 | Yes | Yes | Yes | 63 | 45 | 84 | 67 | 46 | ||
Insight Global Absolute Return | Feb 2013 | Global | £585m | 0.75% | 250,000 | Daily | -0.2 | 0.9 | -8.4 | -0.9 | -1.7 | -1.2 | -0.1 | 1.5 | -4.9 | 3.5 | GB00B83VQG35 | Daily | UK | BNY Mellon Asset Management | Steve Waddington | 52 | 48 | 7 | 22 | 58 | ||||||||||
Invesco Global Targeted Income | Nov 2016 | Global | £6m | 0.87% | Daily | 0.2 | 0.5 | -2.6 | -0.2 | 0.6 | 0.7 | -0.4 | 2.0 | -2.7 | -4.1 | GB00BZB27L97 | Daily | UK | Invesco Asset Management | Sebastian Mackay, Gwilym Sa... | Article 6 | 4 | 14 | 69 | 69 | 26 | ||||||||||
Invesco Global Targeted Returns | Sep 2013 | Global | £406m | 0.87% | Daily | 0.3 | 2.7 | -1.1 | -0.4 | 0.1 | 0.3 | 0.8 | 7.7 | 1.4 | 1.4 | GB00B8CHD613 | Daily | UK | Invesco Asset Management | David Millar, Richard Batty... | Article 6 | 21 | 27 | 55 | 57 | 53 | ||||||||||
Invesco Global Targeted Returns (Lux) | Dec 2013 | Global | £263m | 0.70% | Daily | 0.3 | 2.5 | -2.0 | -0.3 | 0.1 | 0.2 | 0.6 | 7.1 | 0.3 | -0.4 | LU1004133531 | Daily | Luxembourg | Invesco Asset Management | David Millar, Dave Jubb, Ri... | Article 6 | 12 | 23 | 54 | 53 | 44 | ||||||||||
L&G Multi-Asset Target Return Fund | Mar 2015 | Global | £383m | 0.65% | 1,000,000 | Daily | -0.6 | 3.9 | -5.0 | 0.0 | 2.5 | 3.3 | 0.9 | 10.9 | -0.1 | 7.9 | GB00BD97XY71 | Daily | UK | Legal & General Investment ... | Emiel van den Heiligenberg,... | 42 | 52 | 19 | 31 | 38 | ||||||||||
Ninety One Global Macro Allocation | Feb 2018 | Global | £532m | 0.75% | 1,000,000 | Daily | 0.7 | 3.2 | 1.9 | 0.4 | 2.3 | -1.7 | 12.0 | 7.0 | 6.4 | 41.0 | LU1745457744 | Daily | Luxembourg | Ninety One | Iain Cunningham, James Elliot | 50 | 82 | 27 | 44 | 51 | ||||||||||
Ninety One Global Macro Alternative | Oct 2022 | Global | £70m | 0.75% | 0% | No | 1,000,000 | Daily | -0.2 | -14.0 | -1.4 | -4.8 | -4.3 | -12.0 | GB00BP2B5993 | Daily | UK | Ninety One | James Elliot & Alex Holroyd... | Yes | Yes | Article 6 | Yes | Yes | Yes | |||||||||||
Prosper Global Macro | Jun 2014 | Global | £55m | 1.20% | 15% | none | 15,000 | Daily | 2.1 | 2.4 | -0.2 | -0.5 | 1.6 | 2.1 | 1.5 | 10.5 | 22.0 | LU0927891365 | Daily | Luxembourg | Plurimi Investment Managers | Patrick Armstrong, Eugen Fo... | 81 | 77 | 48 | 42 | 86 | |||||||||
TM Fulcrum Diversified Absolute Return | Mar 2012 | Global | £548m | 1.00% | 0% | No | 500,000 | Daily | -0.5 | -2.5 | 6.0 | -0.6 | -0.3 | 0.4 | 0.0 | -3.9 | 4.8 | 9.2 | GB00B7N2VD17 | Daily | UK | Fulcrum Asset Management LLP | Suhail Shaikh | Yes | Yes | Article 6 | No | N/A | N/A | 68 | 61 | 92 | 60 | 86 | ||
TM Fulcrum Diversified Core Absolute Return | Nov 2014 | Global | £712m | 0.80% | 0% | No | 5,000,000 | Daily | -0.6 | -2.4 | 8.3 | -0.6 | -0.3 | 0.5 | 0.2 | -3.6 | 6.9 | 10.0 | GB00BRTNY847 | Daily | UK | Fulcrum Asset Management LLP | Suhail Shaikh | Yes | Yes | Article 6 | No | N/A | N/A | 74 | 65 | 98 | 66 | 89 | ||
TM Fulcrum Income Fund | Jan 2018 | Global | £114m | 0.75% | 0% | No | 5,000,000 | Daily | -0.7 | -2.0 | 7.1 | -0.7 | -0.3 | 0.3 | 0.2 | -1.5 | 6.5 | 10.4 | GB00BF0GWT58 | Daily | UK | Fulcrum Asset Management LLP | Fulcrum Investment Team | No | No | Article 6 | No | N/A | N/A | 89 | 69 | 53 | 56 | 94 | ||
UBS Dynamic Alpha | Jun 2005 | Global | £44m | 0.92% | Daily | 3.1 | -5.8 | -0.1 | -0.7 | 1.2 | 2.2 | 5.9 | -3.2 | 7.0 | LU0218832805 | Daily | Luxembourg | UBS Asset Management | Andreas Koester, Tom Rivers | Article 6 | 36 | 50 | 14 | 25 | 54 |
Displaying
1
-
20
of 20 funds.
View all