Market Neutral Systematic
Sub Index - Market Neutral Systematic
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | -0.5 | -1.6 | -4.3 | -6.3 | ||||||||||
| 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 New Launches (12M)
| AUM | |
|---|---|
| Algebris Quant Arbitrage | £30m |
| Plato Global Market Neutral Fund | £21m |
Largest Systematic Funds
Largest Inflows (Q4'19 - Q4'18)
| Change | AUM | |
|---|---|---|
| ERAAM Long/Short Equity Market N... | £51m | £69m |
| Algebris Quant Arbitrage | £19m | £30m |
| Osmosis MoRE World Sustainable M... | £14m | £45m |
| Oyster Equity Premia Global | £1m | £25m |
Largest Outflows (Q4'19 - Q4'18)
| Change | AUM | |
|---|---|---|
| Merian Global Equity Absolute Re... | £-7,344m | £2.9b |
| Lumyna - Marshall Wace TOPS (Mkt... | £-879m | £1.5b |
| BMO Global Equity Market Neutral... | £-592m | £20m |
| RAM Long/Short European Equities | £-326m | £725m |
| AQR Style Premia: Equity Market ... | £-314m | £161m |
