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
2023 0.4 0.4
2022 -0.3 0.0 0.1 0.1 -0.1 -0.6 0.3 0.0 -0.2 0.1 0.1 0.3 -0.3
2021 -0.3 0.7 -0.5 0.3 -0.1 -0.2 -0.3 0.5 0.0 0.2 -0.5 0.0 -0.3
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
Exane Ceres Discretionary 7.5
Zest North America Pairs Relative Discretionary 7.4
DNCA Invest - Miuri Discretionary 5.4
Portland Hill Fund SICAV - ESG European Lo... Discretionary 4.5
Pictet Agora Discretionary 3.8
Exane Overdrive Discretionary 3.7
InRIS Perdurance Market Neutral Discretionary 3.6
BlackRock Asia Pacific Absolute Return Discretionary 1.9
Man GLG Alpha Select Alternative Discretionary 1.4
U Access – Long/Short Japan Corporate Gove... Discretionary 1.4

Bottom Funds YTD

YTD
Coeli SICAV I - Energy Transition Discretionary -4.2
Janus Henderson Global Equity Market Neutr... Discretionary -3.4
Fulcrum Thematic Equity Market Neutral Discretionary -2.4
Memnon Market Neutral Discretionary -2.0
Protea UCITS II ECO Advisors ESG Absolute ... Discretionary -1.3
Schroder ISF Sustainable European Market N... Discretionary -1.0
HI European Market Neutral Fund Discretionary -0.8
Marble Bar - Chelodina UCITS Discretionary -0.7
BNY Mellon Absolute Return Equity Discretionary -0.5
Trium ESG Emissions Impact Fund Discretionary -0.5

Largest Discretionary Funds

AUM
Exane Pleiade £1.7b
Man GLG Alpha Select Alternative £1.7b
Candriam Absolute Return Equity ... £902m
TM Tellworth UK Select £649m
Lumyna - Sandbar Global Equity M... £574m

Largest Inflows (Q4'22 - Q4'21)

Change AUM
TM Tellworth UK Select £589m £649m
Candriam Absolute Return Equity ... £322m £902m
JPM Europe Equity Absolute Alpha £304m £343m
Man GLG Alpha Select Alternative £272m £1.7b
LandseerAM European Equity Focus... £209m £511m

Largest Outflows (Q4'22 - Q4'21)

Change AUM
Lumyna - Sandbar Global Equity M... £-584m £574m
Exane Ceres £-211m £243m
Janus Henderson Global Equity Ma... £-174m £106m
Pictet Agora £-149m £425m
BMO Real Estate Equity Market Ne... £-87m £362m

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