Market Neutral Systematic
Sub Index - Market Neutral Systematic
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | -0.7 | 0.8 | 0.1 | |||||||||||
2022 | -0.5 | -0.4 | 1.7 | 0.2 | -0.7 | -0.3 | 0.6 | -0.3 | 0.8 | 0.1 | -0.2 | 0.0 | 1.1 | |
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 |
Top Funds YTD
Bottom Funds YTD
Largest Systematic Funds
Largest Inflows (Q4'22 - Q4'21)
Change | AUM | |
---|---|---|
GMO Equity Dislocation Investmen... | £859m | £1.0b |
Lumyna - MW ESG (Market Neutral)... | £675m | £1.2b |
Lumyna - MW TOPS (Market Neutral... | £408m | £1.3b |
Jupiter Merian Global Equity Abs... | £194m | £1.3b |
BlackRock Americas Diversified E... | £46m | £636m |
Largest Outflows (Q4'22 - Q4'21)
Change | AUM | |
---|---|---|
Schroder GAIA Two Sigma Diversified | £-144m | £482m |
Lumyna - MW Systematic Alpha UCI... | £-68m | £1.1b |
BNP THEAM Quant - Equity World D... | £-21m | £33m |
Osmosis Resource Efficient Equit... | £-13m | £33m |
Seven Fortress Fund | £0m | £2m |