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
2022 -0.5 -0.4 1.7 0.2 -0.7 -0.2 0.1
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
Download Index Return Series

Top Funds YTD

YTD
Fidelity Absolute Return Global Equity Systematic 4.3
Lumyna - MW Systematic Alpha UCITS Fund Systematic 4.2
Lumyna - MW ESG (Market Neutral) TOPS UCIT... Systematic 3.4
Schroder GAIA Two Sigma Diversified Systematic 3.3
Jupiter Merian Global Equity Absolute Retu... Systematic 3.1
Osmosis Resource Efficient Equity Market N... Systematic 1.4
RAM (LUX) Systematic Funds Long/Short Glob... Systematic 1.0
RAM (LUX) Systematic Funds Long/Short Euro... Systematic 1.0
BlackRock Americas Diversified Equity Abso... Systematic 0.4
Oyster Equity Premia Global Systematic 0.1

Bottom Funds YTD

YTD
Seven Fortress Fund Systematic -15.1
BNP THEAM Quant - Equity World DEFI Market... Systematic -2.8
AXA World Funds - Chorus Equity Market Neu... Systematic -0.6
RAM (LUX) Systematic Funds - Global Equiti... Systematic 0.0
Oyster Equity Premia Global Systematic 0.1
BlackRock Americas Diversified Equity Abso... Systematic 0.4
RAM (LUX) Systematic Funds Long/Short Euro... Systematic 1.0
RAM (LUX) Systematic Funds Long/Short Glob... Systematic 1.0
Osmosis Resource Efficient Equity Market N... Systematic 1.4
Jupiter Merian Global Equity Absolute Retu... Systematic 3.1

Largest Systematic Funds

AUM
Lumyna - MW TOPS (Market Neutral... £1.3b
Lumyna - MW Systematic Alpha UCI... £1.2b
Jupiter Merian Global Equity Abs... £1.1b
Lumyna - MW ESG (Market Neutral)... £905m
Schroder GAIA Two Sigma Diversified £640m

Largest Inflows (Q1'22 - Q1'21)

Change AUM
Lumyna - MW TOPS (Market Neutral... £573m £1.3b
BlackRock Americas Diversified E... £114m £609m
BDLCM Funds - Durandal £74m £106m
Lumyna - MW Systematic Alpha UCI... £53m £1.2b
RAM (LUX) Systematic Funds Long/... £29m £182m

Largest Outflows (Q1'22 - Q1'21)

Change AUM
Schroder GAIA Two Sigma Diversified £-141m £640m
Jupiter Merian Global Equity Abs... £-80m £1.1b
Osmosis Resource Efficient Equit... £-10m £35m

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