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
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
InRIS Perdurance Market Neutral Discretionary 4.2
Lumyna - Sandbar Global Equity Market Neut... Discretionary 3.9
Pictet Agora Discretionary 2.4
Janus Henderson Global Equity Market Neutral Discretionary 2.3
Exane Overdrive Discretionary 2.2
Man GLG Alpha Select Alternative Discretionary 2.1
Kames UK Equity Absolute Return Discretionary 2.1
Man GLG European Equity Alternative Discretionary 1.9
BMO Real Estate Equity Market Neutral Fund Discretionary 1.8
Man GLG Innovation Equity Alternative Discretionary 1.7

Bottom Funds YTD

YTD
LO Funds - TerreNeuve Discretionary -4.3
Schroder GAIA Nuveen US Equity Market Neutral Discretionary -4.2
H2O Fidelio Discretionary -4.0
Memnon Market Neutral Discretionary -3.0
DNCA Invest - Miuri Discretionary -2.1
Osmosis MoRE World Sustainable Market Neutral Discretionary -1.7
CZ Absolute Alpha UCITS Discretionary -1.5
Nomura Permal Alpha Japan Neutral Discretionary -0.9
Absolute Insight Equity Market Neutral Fund Discretionary -0.3
Melchior European Absolute Return Discretionary -0.3

Largest New Launches (12M)

AUM
Lumyna - Sandbar Global Equity Market Neutral U... £400m
Globersel Anavon Absolute Alpha £71m
Coeli SICAV I - Energy Transition £40m
Schroder GAIA Nuveen US Equity Market Neutral £16m

Largest Discretionary Funds

AUM
Pictet Agora £1.1b
Man GLG Alpha Select Alternative £1.0b
Exane Ceres £585m
Lumyna - Sandbar Global Equity M... £400m
BNY Mellon Absolute Return Equity £372m

Largest Inflows (Q4'19 - Q4'18)

Change AUM
Man GLG Alpha Select Alternative £216m £1.0b
Man GLG Innovation Equity Altern... £83m £364m
LGT Sustainable Equity Market Ne... £66m £93m
BMO Real Estate Equity Market Ne... £50m £299m
Pictet TR Akari £49m £177m

Largest Outflows (Q4'19 - Q4'18)

Change AUM
BNY Mellon Absolute Return Equity £-1,265m £372m
Man GLG European Equity Alternative £-421m £323m
DNCA Invest - Miuri £-381m £372m
Velox Fund £-194m £300m
H2O Fidelio £-186m £284m

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