Sub Index - Trend
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -1.2 | 1.6 | 0.4 | |||||||||||
| 2022 | -0.5 | 1.2 | 5.7 | 4.9 | -0.9 | 2.6 | -3.6 | 3.3 | 6.0 | -0.7 | -5.0 | -0.8 | 12.1 | |
| 2021 | -1.1 | 2.0 | 0.8 | 1.1 | 1.3 | -1.5 | 0.7 | -0.1 | -1.9 | 2.2 | -3.4 | 0.2 | 0.0 | |
| 2020 | 0.7 | -0.7 | 1.6 | -0.1 | -1.4 | -1.1 | 2.1 | -0.6 | -2.2 | -0.8 | 1.1 | 4.0 | 2.5 | |
| 2019 | -2.2 | 0.1 | 5.5 | 2.2 | 0.2 | 2.8 | 3.7 | 4.4 | -2.8 | -3.5 | 0.9 | -1.0 | 10.4 | |
| 2018 | 5.5 | -6.8 | -1.2 | -0.3 | -2.1 | 0.2 | -0.5 | 2.3 | -1.7 | -3.0 | -1.9 | 1.2 | -8.4 | |
| 2017 | -0.4 | 3.1 | -1.2 | -0.1 | 1.3 | -2.5 | 2.1 | 1.3 | -1.9 | 4.0 | 1.1 | 0.5 | 7.3 | |
| 2016 | 4.2 | 1.9 | -2.2 | -2.8 | -1.3 | 4.0 | 1.0 | -1.8 | -1.1 | -3.3 | -0.6 | 1.3 | -1.0 | |
| 2015 | 5.2 | 0.9 | 1.6 | -3.6 | 0.2 | -3.7 | 2.3 | -0.8 | 1.7 | -2.0 | 2.3 | -2.5 | 1.2 | |
| 2014 | -2.5 | 0.7 | -1.8 | 1.4 | 2.2 | 1.9 | 0.0 | 4.6 | 1.3 | 1.0 | 6.1 | 3.1 | 19.1 | |
| 2013 | 1.8 | 1.1 | 1.9 | 3.3 | -3.1 | -2.9 | -0.7 | -2.8 | -0.9 | 2.9 | 3.7 | 0.4 | 4.2 | |
| 2012 | 0.0 | 0.9 | -1.7 | 0.2 | 2.8 | -5.0 | 3.0 | -2.4 | -2.0 | -3.8 | 0.6 | 0.9 | -6.7 | |
| 2011 | -2.3 | 1.2 | -3.4 | 3.6 | -2.6 | -2.7 | 4.2 | 1.3 | -0.1 | -4.5 | 0.3 | 1.5 | -3.8 | |
| 2010 | -2.1 | -0.5 | 2.8 | 0.0 | 0.3 | 0.4 | -0.9 | 3.3 | 0.4 | 2.4 | -3.7 | 2.8 | 5.1 | |
| 2009 | -0.5 | 0.2 | -3.9 | -4.1 |
Top Funds YTD
Bottom Funds YTD
Largest Trend Funds
| AUM | |
|---|---|
| Man AHL Trend Alternative | £916m |
| SEB Asset Selection | £558m |
| Lyxor Epsilon Global Trend | £532m |
| Schroder GAIA BlueTrend | £373m |
| MontLake DUNN WMA Institutional ... | £364m |
Largest Inflows (Q4'22 - Q4'21)
| Change | AUM | |
|---|---|---|
| Man AHL Trend Alternative | £315m | £916m |
| SEB Asset Selection | £294m | £558m |
| Pimco TRENDS Managed Futures Str... | £288m | £363m |
| Winton Trend Fund (UCITS) | £248m | £294m |
| Schroder GAIA BlueTrend | £208m | £373m |
Largest Outflows (Q4'22 - Q4'21)
| Change | AUM | |
|---|---|---|
| AQR Managed Futures UCITS | £-69m | £231m |
| Goldman Sachs Alternative Trend ... | £-39m | £349m |
| Cyril Systematic UCITS | £-29m | £5m |
| Man AHL Alpha Core Alternative | £-21m | £118m |
| Quantica Managed Futures Focus | £-20m | £86m |
