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 0.1 -0.5 0.5
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
Zest North America Pairs Relative Discretionary 19.2
LO Funds - TerreNeuve Discretionary 14.5
Exane Overdrive Discretionary 10.6
MBAM Chelodina UCITS Discretionary 9.4
Candriam Absolute Return Equity Market Neu... Discretionary 9.4
Pictet Agora Discretionary 8.0
Trium ESG Emissions Impact Fund Discretionary 7.9
Janus Henderson Global Equity Market Neutral Discretionary 6.8
DNCA Invest - Miuri Discretionary 5.4
Aegon UK Equity Absolute Return Fund Discretionary 4.9

Bottom Funds YTD

YTD
Trium European Equity Market Neutral Fund Discretionary -8.4
InRIS Perdurance Market Neutral Discretionary -7.0
Memnon Market Neutral Discretionary -6.1
H2O Fidelio Discretionary -5.7
Globersel Anavon Absolute Alpha Discretionary -5.5
Nomura Permal Alpha Japan Neutral Discretionary -3.7
Pictet TR Akari Discretionary -3.5
Melchior European Absolute Return Discretionary -2.6
GAM Multistock - Absolute Return Europe Eq... Discretionary -1.2
Absolute Insight Equity Market Neutral Fund Discretionary -0.2

Largest New Launches (12M)

AUM
AB Arya European Alpha £106m
Fulcrum Thematic Equity Market Neutral £96m

Largest Discretionary Funds

AUM
Pictet Agora £1.2b
Lumyna - Sandbar Global Equity M... £1.2b
Man GLG Alpha Select Alternative £1.1b
Exane Ceres £596m
Exane Pleiade £484m

Largest Inflows (Q3'20 - Q3'19)

Change AUM
Janus Henderson Global Equity Ma... £182m £229m
BMO Real Estate Equity Market Ne... £71m £364m
Pictet Agora £70m £1.2b
LGT Sustainable Equity Market Ne... £48m £122m
Man GLG Alpha Select Alternative £21m £1.1b

Largest Outflows (Q3'20 - Q3'19)

Change AUM
H2O Fidelio £-333m £123m
Velox Fund £-223m £189m
BNY Mellon Absolute Return Equity £-218m £263m
CZ Absolute Alpha UCITS £-173m £169m
Memnon Market Neutral £-141m £158m

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