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
2019 1.3 0.3 -0.8 0.1 -0.2 0.1 0.3 0.4 0.1 0.1 -0.2 1.4
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
Nomura Permal Alpha Japan Neutral Discretionary 8.0
Janus Henderson Global Equity Market Neutral Discretionary 7.1
Man GLG Alpha Select Alternative Discretionary 6.4
JPM Europe Equity Absolute Alpha Discretionary 5.9
InRIS Perdurance Market Neutral Discretionary 5.6
Pictet TR Akari Discretionary 4.9
Kames UK Equity Absolute Return Discretionary 4.7
Memnon Market Neutral Discretionary 4.4
Pictet Agora Discretionary 4.1
Melchior European Absolute Return Discretionary 3.8

Bottom Funds YTD

YTD
M17 European Market Neutral UCITS Discretionary -6.8
Man GLG European Equity Alternative Discretionary -3.8
Sycomore Market Neutral Discretionary -3.4
Exane Overdrive Discretionary -3.1
LO Funds - TerreNeuve Discretionary -2.0
Velox Fund Discretionary -1.4
CZ Absolute Alpha UCITS Discretionary -1.4
Absolute Insight Equity Market Neutral Fund Discretionary -1.3
H2O Fidelio Discretionary -1.2
Trium European Equity Market Neutral Discretionary -0.5

Largest Discretionary Funds

AUM
Pictet Agora £1.2b
Man GLG Alpha Select Alternative £1.1b
Exane Ceres £598m
H2O Fidelio £456m
Velox Fund £412m

Largest Inflows (Q3'19 - Q3'18)

Change AUM
Man GLG Alpha Select Alternative £280m £1.1b
H2O Fidelio £162m £456m
Pictet TR Akari £135m £186m
Man GLG Innovation Equity Altern... £114m £367m
LO Funds - TerreNeuve £51m £74m

Largest Outflows (Q3'19 - Q3'18)

Change AUM
Man GLG European Equity Alternative £-549m £389m
GAM Multistock - Absolute Return... £-175m £110m
Absolute Insight Equity Market N... £-150m £34m
Velox Fund £-92m £412m
Pictet Agora £-88m £1.2b

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