Market Neutral Systematic
Sub Index - Market Neutral Systematic
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 1.3 | 1.3 | ||||||||||||
| 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 |
Top Funds YTD
Bottom Funds YTD
Largest Systematic Funds
Largest Inflows (Q4'20 - Q4'19)
| Change | AUM | |
|---|---|---|
| Osmosis Resource Efficient Equit... | £2m | £47m |
Largest Outflows (Q4'20 - Q4'19)
| Change | AUM | |
|---|---|---|
| Merian Global Equity Absolute Re... | £-1,915m | £1.0b |
| Lumyna - Marshall Wace TOPS (Mkt... | £-765m | £692m |
| Schroder GAIA Two Sigma Diversified | £-389m | £921m |
| Marshall Wace - Systematic Alpha... | £-327m | £1.0b |
| RAM (LUX) Systematic Funds Long/... | £-263m | £462m |
