Diversified Multi Asset Macro

Strategy Research, 12 Oct 2020

Index Research Funds

Sub Index - Diversified Macro

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2021 -0.4 -0.1 0.4 0.5 -0.1 0.6 -0.4 0.5 -0.7 0.1
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
Ninety One Global Macro Allocation Diversified Multi Asset 6.2
Insight Global Absolute Return Diversified Multi Asset 4.7
Prosper Global Macro Diversified Multi Asset 4.2
UBS Dynamic Alpha Diversified Multi Asset 3.2
TM Fulcrum Diversified Absolute Return Diversified Multi Asset 3.0
Eaton Vance Global Macro Diversified Multi Asset 2.5
Fulcrum Diversified Absolute Return Fund (... Diversified Multi Asset 2.5
TM Fulcrum Diversified Core Absolute Return Diversified Multi Asset 2.2
ASI Global Focused Strategies Diversified Multi Asset 1.5
Anima Global Macro Diversified Multi Asset 1.3

Bottom Funds YTD

YTD
Aberdeen Standard SICAV II - Global Absolu... Diversified Multi Asset -3.8
ASI Global Absolute Return Strategies Fund Diversified Multi Asset -3.6
Amundi Global Macro Bonds & Currencies Diversified Multi Asset -3.2
Manulife Absolute Return Opportunities Fund Diversified Multi Asset -2.1
Amundi Global Macro Bonds & Currencies Low... Diversified Multi Asset -1.4
Aviva Investors Multi-Strategy Target Income Diversified Multi Asset -1.4
Invesco Global Targeted Returns (Lux) Diversified Multi Asset -1.4
Invesco Global Targeted Income Diversified Multi Asset -1.4
Invesco Global Targeted Returns Diversified Multi Asset -0.8
Aviva Investors Multi-Strategy Target Return Diversified Multi Asset 0.4

Largest Diversified Multi Asset Funds

AUM
Aviva Investors Multi-Strategy T... £3.9b
ASI Global Absolute Return Strat... £2.8b
Invesco Global Targeted Returns £2.5b
Aberdeen Standard SICAV II - Glo... £1.9b
Invesco Global Targeted Returns ... £1.1b

Largest Inflows (Q2'21 - Q2'20)

Change AUM
Aviva Investors Multi-Strategy T... £289m £3.9b
Insight Global Absolute Return £288m £682m
Ninety One Global Macro Allocation £103m £478m
TM Fulcrum Diversified Core Abso... £36m £211m
Fulcrum Diversified Absolute Ret... £31m £221m

Largest Outflows (Q2'21 - Q2'20)

Change AUM
Invesco Global Targeted Returns £-5,007m £2.5b
ASI Global Absolute Return Strat... £-996m £2.8b
Invesco Global Targeted Returns ... £-693m £1.1b
Aviva Investors Multi-Strategy T... £-603m £422m
TM Fulcrum Diversified Absolute ... £-118m £825m

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