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 0.6 0.3 0.4 0.9
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 13.3
Zest North America Pairs Relative Discretionary 12.0
Trium ESG Emissions Impact Fund Discretionary 8.7
Lumyna - Sandbar Global Equity Market Neut... Discretionary 8.5
LO Funds - TerreNeuve Discretionary 7.6
Janus Henderson Global Equity Market Neutral Discretionary 6.6
HI European Market Neutral Fund Discretionary 5.9
Exane Overdrive Discretionary 5.8
BMO Real Estate Equity Market Neutral Fund Discretionary 5.7
Man GLG Alpha Select Alternative Discretionary 4.3

Bottom Funds YTD

YTD
H2O Fidelio Discretionary -15.9
Schroder GAIA Nuveen US Equity Market Neutral Discretionary -12.3
InRIS Perdurance Market Neutral Discretionary -9.9
CZ Absolute Alpha UCITS Discretionary -7.4
Trium European Equity Market Neutral Fund Discretionary -6.6
Nomura Permal Alpha Japan Neutral Discretionary -4.6
Globersel Anavon Absolute Alpha Discretionary -4.6
Pictet TR Akari Discretionary -3.4
Man GLG European Alpha Alternative Discretionary -3.2
Memnon Market Neutral Discretionary -3.0

Largest New Launches (12M)

AUM
Lumyna - Sandbar Global Equity Market Neutral U... £973m
AB Arya European Alpha £106m
Trium ESG Emissions Impact Fund £24m
Schroder GAIA Nuveen US Equity Market Neutral £15m

Largest Discretionary Funds

AUM
Pictet Agora £1.2b
Man GLG Alpha Select Alternative £1.1b
Lumyna - Sandbar Global Equity M... £973m
Exane Ceres £614m
Exane Pleiade £484m

Largest Inflows (Q2'20 - Q2'19)

Change AUM
Man GLG Alpha Select Alternative £118m £1.1b
Janus Henderson Global Equity Ma... £84m £128m
Pictet Agora £67m £1.2b
LGT Sustainable Equity Market Ne... £61m £107m
Exane Ceres £42m £614m

Largest Outflows (Q2'20 - Q2'19)

Change AUM
BNY Mellon Absolute Return Equity £-526m £272m
H2O Fidelio £-348m £126m
Velox Fund £-218m £225m
Man GLG European Equity Alternative £-196m £259m
CZ Absolute Alpha UCITS £-148m £192m

or Register for Free

  • Access the full universe of UCITS Hedge Funds and Absolute Return Funds.
  • Build and curate a watchlist.
  • View the latest research.
Close Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.