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
2021 -0.3 0.7 -0.5 0.3 0.1
2020 0.1 -0.1 -1.2 1.0 0.0 0.6 0.3 0.4 0.1 -0.5 1.9 0.5 3.0
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
DNCA Invest - Miuri Discretionary 4.8
BNY Mellon Absolute Return Equity Discretionary 4.7
BPI Alternative Iberian Equities Long/Short Discretionary 4.6
Man GLG Japan Equity Alternative Discretionary 4.0
InRIS Perdurance Market Neutral Discretionary 2.8
Memnon Market Neutral Discretionary 2.6
Zest North America Pairs Relative Discretionary 2.5
Velox Fund Discretionary 2.4
U Access – Long/Short Japan Corporate Gove... Discretionary 2.3
Globersel Anavon Absolute Alpha Discretionary 2.2

Bottom Funds YTD

YTD
H2O Fidelio Discretionary -7.9
Schroder ISF Sustainable European Market N... Discretionary -6.3
Lumyna - Sandbar Global Equity Market Neut... Discretionary -5.4
Trium ESG Emissions Impact Fund Discretionary -4.7
Fulcrum Thematic Equity Market Neutral Discretionary -3.8
Pictet TR Aquila Discretionary -3.7
UBAM - Europe Market Neutral Discretionary -2.9
Schroder ISF European Equity Absolute Return Discretionary -2.0
GAM Multistock - Absolute Return Europe Eq... Discretionary -1.7
HI European Market Neutral Fund Discretionary -1.6

Largest New Launches (12M)

AUM
Fulcrum Thematic Equity Market Neutral £232m
Pictet TR Aquila £160m
AB Arya European Alpha £111m
U Access – Long/Short Japan Corporate Governance £64m
Nordea 1 - Global Equity Market Neutral Fund £24m

Largest Discretionary Funds

AUM
Lumyna - Sandbar Global Equity M... £1.3b
Pictet Agora £1.2b
Exane Pleiade £1.1b
Man GLG Alpha Select Alternative £973m
Exane Ceres £487m

Largest Inflows (Q1'21 - Q1'20)

Change AUM
Lumyna - Sandbar Global Equity M... £636m £1.3b
Exane Pleiade £578m £1.1b
Janus Henderson Global Equity Ma... £250m £330m
Marble Bar - Chelodina UCITS £97m £138m
Candriam Absolute Return Equity ... £75m £170m

Largest Outflows (Q1'21 - Q1'20)

Change AUM
BNY Mellon Absolute Return Equity £-152m £175m
H2O Fidelio £-144m £23m
Man GLG Alpha Select Alternative £-131m £973m
Man GLG European Equity Alternative £-120m £173m
Memnon Market Neutral £-107m £114m

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