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 0.9 3.8
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
RAM (LUX) Systematic Funds Long/Short Glob... Systematic 19.1
Merian Global Equity Absolute Return Systematic 14.0
RAM (LUX) Systematic Funds - Global Equiti... Systematic 12.8
RAM (LUX) Systematic Funds Long/Short Euro... Systematic 10.4
BNP THEAM Quant - Equity World DEFI Market... Systematic 6.9
JL Equity Market Neutral Systematic 6.4
Schroder ISF QEP Global Equity Market Neutral Systematic 4.9
Lumyna - Marshall Wace TOPS (Mkt Neutral) Systematic 4.3
Oyster Equity Premia Global Systematic 4.3
AXA World Funds - Chorus Equity Market Neu... Systematic 3.9

Bottom Funds YTD

YTD
Osmosis Resource Efficient Equity Market N... Systematic -7.5
Seven Fortress Fund Systematic -3.7
Quantology Absolute Return Systematic -0.7
Schroder GAIA Two Sigma Diversified Systematic 0.8
Marshall Wace - Systematic Alpha UCITS Fund Systematic 1.9
Fidelity Absolute Return Global Equity Systematic 2.5
ERAAM Long/Short Equity Market Neutral Systematic 2.6
BlackRock Americas Diversified Equity Abso... Systematic 3.8
AXA World Funds - Chorus Equity Market Neu... Systematic 3.9
Oyster Equity Premia Global Systematic 4.3

Largest New Launches (12M)

AUM
Fidelity Absolute Return Global Equity £5m

Largest Systematic Funds

AUM
Marshall Wace - Systematic Alpha... £1.2b
Merian Global Equity Absolute Re... £1.2b
Schroder GAIA Two Sigma Diversified £781m
Lumyna - Marshall Wace TOPS (Mkt... £692m
BlackRock Americas Diversified E... £495m

Largest Inflows (Q1'21 - Q1'20)

Change AUM
Marshall Wace - Systematic Alpha... £247m £1.2b
AXA World Funds - Chorus Equity ... £34m £109m
Quantology Absolute Return £4m £8m
RAM (LUX) Systematic Funds Long/... £3m £14m
Oyster Equity Premia Global £2m £24m

Largest Outflows (Q1'21 - Q1'20)

Change AUM
RAM (LUX) Systematic Funds Long/... £-519m £153m
Schroder GAIA Two Sigma Diversified £-453m £781m
Merian Global Equity Absolute Re... £-341m £1.2b
Lumyna - Marshall Wace TOPS (Mkt... £-208m £692m
BlackRock Americas Diversified E... £-202m £495m

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