Market Neutral Systematic

Strategy Research, 18 Jun 2020

Index Research Funds

Sub Index - Market Neutral Systematic

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2021 1.3 -0.4 2.0 1.1 0.6 0.4 1.7 0.0 -1.7 0.7 0.4 1.8 8.1
2020 -0.5 -1.6 -4.3 0.8 -0.6 -0.3 0.8 -0.7 0.2 -0.4 -2.5 0.6 -8.3
2019 0.5 -1.6 -0.4 -1.7 0.5 -0.1 -0.5 -0.7 -0.7 -0.7 -0.5 -0.6 -6.4
2018 0.7 -1.2 0.3 0.2 0.2 -1.1 -0.1 0.1 -0.3 -1.1 -2.2 0.9 -3.6
2017 0.2 1.0 0.0 0.1 -0.9 -0.3 0.8 1.0 -0.6 1.1 -0.1 -0.4 2.0
2016 -0.3 -0.1 0.8 -1.4 -0.7 -1.0 0.6 -1.2 0.6 0.0 -0.3 0.1 -2.8
2015 0.8 -0.3 0.4 -1.4 0.8 0.2 0.8 0.2 1.6 -0.7 0.5 1.7 4.7
2014 1.1 0.4 0.2 -0.4 0.3 0.0 0.1 0.0 0.9 0.8 0.8 1.3 5.7
2013 1.2 1.7 1.3 1.6 -0.1 1.0 0.3 -0.6 0.3 1.0 0.6 0.4 9.2
2012 -0.1 0.7 0.9 0.2 0.1 0.5 0.6 0.1 0.5 0.9 0.0 -0.6 4.0
2011 0.5 0.7 0.6 0.6 0.8 0.2 1.2 0.8 -0.6 -0.3 0.5 1.2 6.5
2010 0.5 0.2 0.5 -0.1 -0.8 -0.8 -0.5 0.0 1.0 0.6 0.9 -0.1 1.5
Download Index Return Series

Top Funds YTD

YTD
AXA World Funds - Chorus Equity Market Neu... Systematic 2.1
Fidelity Absolute Return Global Equity Systematic 1.8
Schroder GAIA Two Sigma Diversified Systematic 0.9
RAM (LUX) Systematic Funds - Global Equiti... Systematic 0.5
Marshall Wace - Systematic Alpha UCITS Fund Systematic 0.5
Merian Global Equity Absolute Return Systematic 0.3
BlackRock Americas Diversified Equity Abso... Systematic 0.2
RAM (LUX) Systematic Funds Long/Short Glob... Systematic -0.3
Osmosis Resource Efficient Equity Market N... Systematic -1.4
Oyster Equity Premia Global Systematic -1.9

Bottom Funds YTD

YTD
BNP THEAM Quant - Equity World DEFI Market... Systematic -4.9
Seven Fortress Fund Systematic -4.7
RAM (LUX) Systematic Funds Long/Short Euro... Systematic -2.0
Oyster Equity Premia Global Systematic -1.9
Osmosis Resource Efficient Equity Market N... Systematic -1.4
RAM (LUX) Systematic Funds Long/Short Glob... Systematic -0.3
BlackRock Americas Diversified Equity Abso... Systematic 0.2
Merian Global Equity Absolute Return Systematic 0.3
Marshall Wace - Systematic Alpha UCITS Fund Systematic 0.5
RAM (LUX) Systematic Funds - Global Equiti... Systematic 0.5

Largest Systematic Funds

AUM
Marshall Wace - Systematic Alpha... £1.2b
Merian Global Equity Absolute Re... £1.1b
Lumyna - Marshall Wace TOPS (Mkt... £886m
Schroder GAIA Two Sigma Diversified £627m
BlackRock Americas Diversified E... £590m

Largest Inflows (Q3'21 - Q3'20)

Change AUM
Marshall Wace - Systematic Alpha... £247m £1.2b
Lumyna - Marshall Wace TOPS (Mkt... £194m £886m
Marshall Wace - Systematic Alpha... £177m £1.2b
Merian Global Equity Absolute Re... £93m £1.1b
AXA World Funds - Chorus Equity ... £80m £115m

Largest Outflows (Q3'21 - Q3'20)

Change AUM
Schroder GAIA Two Sigma Diversified £-438m £627m
RAM (LUX) Systematic Funds Long/... £-410m £165m
RAM (LUX) Systematic Funds Long/... £-297m £165m
Schroder GAIA Two Sigma Diversified £-294m £627m
BlackRock Americas Diversified E... £-155m £590m

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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.