Market Neutral Systematic
Sub Index - Market Neutral Systematic
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2019 | 0.5 | -1.6 | -0.4 | -1.7 | 0.5 | -0.1 | -0.5 | -0.7 | -0.7 | -0.7 | -0.4 | -5.8 | ||
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 New Launches (12M)
AUM | |
---|---|
Lyxor / Academy Quantitative Global UCITS | £49m |
Algebris Quant Arbitrage | £24m |
FORT Global UCITS Equity Market Neutral | £23m |
Largest Systematic Funds
Largest Inflows (Q3'19 - Q3'18)
Change | AUM | |
---|---|---|
Blackrock Americas Diversified E... | £123m | £1.1b |
Schroder GAIA Two Sigma Diversified | £83m | £1.5b |
ERAAM Long/Short Equity Market N... | £41m | £46m |
AQC Algert Global Equity Market ... | £19m | £32m |
Largest Outflows (Q3'19 - Q3'18)
Change | AUM | |
---|---|---|
Merian Global Equity Absolute Re... | £-7,329m | £4.8b |
Lumyna - Marshall Wace TOPS (Mkt... | £-1,002m | £1.8b |
BMO Global Equity Market Neutral... | £-349m | £363m |
RAM Long/Short Global Equities | £-215m | £24m |
RAM Long/Short European Equities | £-198m | £858m |