Market Neutral Discretionary

Strategy Research, 26 Oct 2016

Index Research Funds

Sub Index - Market Neutral Discretionary

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 0.1 -0.1 -1.2 1.0 0.0 -0.4
2019 1.3 0.3 -0.8 0.1 -0.2 0.1 0.3 0.4 0.1 0.1 0.0 0.9 2.5
2018 0.6 -0.5 0.3 -0.1 0.4 -0.3 0.0 -0.8 0.0 -0.8 -1.0 -0.6 -2.8
2017 0.7 -0.2 0.1 0.4 -0.1 -0.2 0.3 0.1 0.1 0.0 -0.3 0.1 1.0
2016 -1.2 -0.9 -0.2 -0.6 0.5 -2.0 0.4 0.2 0.4 -0.1 0.1 -0.1 -3.4
2015 0.8 0.1 0.3 0.7 0.6 -0.6 0.3 0.1 -0.3 0.2 0.8 0.8 3.8
2014 0.6 0.4 -0.5 -1.1 -0.6 -0.2 -0.1 0.1 0.0 0.3 0.5 0.4 -0.1
2013 1.5 0.8 0.2 0.6 0.7 0.8 0.4 -0.1 0.4 0.2 0.7 0.2 6.3
2012 0.7 1.0 0.4 -0.5 -1.1 -0.1 -0.1 -0.2 0.2 0.6 0.6 0.3 1.9
2011 0.1 -0.2 0.2 -0.1 -0.5 0.2 -0.3 -1.2 -0.1 0.9 -0.2 -0.2 -1.3
2010 0.4 -0.2 0.9 0.2 -0.2 -0.5 0.8 -0.2 0.7 0.8 0.3 0.4 3.8
Download Index Return Series

Top Funds YTD

YTD
Man GLG Innovation Equity Alternative Discretionary 8.8
Exane Overdrive Discretionary 7.6
LO Funds - TerreNeuve Discretionary 5.9
Lumyna - Sandbar Global Equity Market Neut... Discretionary 5.8
Janus Henderson Global Equity Market Neutral Discretionary 4.5
Pictet Agora Discretionary 4.3
BMO Real Estate Equity Market Neutral Fund Discretionary 3.9
Trium ESG Emissions Impact Fund Discretionary 3.4
Kames UK Equity Absolute Return Discretionary 2.8
Man GLG Alpha Select Alternative Discretionary 2.8

Bottom Funds YTD

YTD
H2O Fidelio Discretionary -12.3
Schroder GAIA Nuveen US Equity Market Neutral Discretionary -8.5
CZ Absolute Alpha UCITS Discretionary -6.4
Memnon Market Neutral Discretionary -6.2
Nomura Permal Alpha Japan Neutral Discretionary -5.9
InRIS Perdurance Market Neutral Discretionary -5.8
Trium European Equity Market Neutral Fund Discretionary -5.0
Pictet TR Akari Discretionary -4.5
Man GLG European Alpha Alternative Discretionary -3.0
GAM Multistock - Absolute Return Europe Eq... Discretionary -2.2

Largest New Launches (12M)

AUM
Lumyna - Sandbar Global Equity Market Neutral U... £649m
AB Arya European Alpha £106m
Globersel Anavon Absolute Alpha £65m
Coeli SICAV I - Energy Transition £40m
Trium ESG Emissions Impact Fund £20m

Largest Discretionary Funds

AUM
Pictet Agora £1.2b
Man GLG Alpha Select Alternative £1.1b
Lumyna - Sandbar Global Equity M... £649m
Exane Ceres £549m
Exane Pleiade £484m

Largest Inflows (Q1'20 - Q1'19)

Change AUM
Exane Pleiade £375m £484m
Man GLG Alpha Select Alternative £295m £1.1b
LGT Sustainable Equity Market Ne... £60m £93m
Janus Henderson Global Equity Ma... £49m £80m
BMO Real Estate Equity Market Ne... £45m £284m

Largest Outflows (Q1'20 - Q1'19)

Change AUM
BNY Mellon Absolute Return Equity £-820m £327m
H2O Fidelio £-368m £167m
DNCA Invest - Miuri £-219m £335m
Man GLG European Equity Alternative £-207m £293m
Velox Fund £-174m £249m

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