Macro

Strategy Research, 31 Aug 2022

Index Research Funds

AH Macro UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2022 -0.1 -1.5 0.6 0.4 0.1 -1.3 0.0 0.7 -1.0 0.3 1.2 -0.5
2021 -0.4 0.8 0.6 0.3 0.3 0.0 -0.6 0.5 0.0 -0.7 -0.8 1.1 0.9
2020 -0.2 -1.4 -5.8 1.5 2.0 0.6 0.8 1.0 -0.7 0.0 2.4 1.1 1.0
2019 1.5 0.1 0.4 0.7 -0.4 1.0 0.3 0.3 0.9 0.5 -0.1 1.1 6.3
2018 1.3 -0.8 -0.7 0.4 -1.3 -0.6 0.4 -1.6 0.3 -0.6 -0.2 -0.3 -3.8
2017 -0.2 0.1 0.5 0.2 0.3 0.3 0.1 0.0 0.4 0.4 -0.3 -0.3 1.7
2016 -0.7 -0.7 0.3 0.5 0.0 -1.0 0.8 0.1 -0.4 1.1 -1.0 1.0 0.0
2015 0.9 0.7 0.2 0.1 0.4 -1.1 0.1 -1.2 -1.3 0.7 -0.1 -0.8 -1.4
2014 -0.8 0.4 0.1 -0.3 0.7 -0.5 0.1 0.0 0.7 -0.4 0.5 -0.7 -0.3
2013 1.2 0.0 0.1 0.5 0.8 -1.4 0.1 -0.7 0.2 0.8 0.1 0.5 2.3
2012 1.3 1.0 -0.3 -0.9 -1.1 -0.2 0.9 0.3 0.4 -0.2 0.1 0.4 1.7
2011 -0.5 0.6 -0.1 0.4 -0.7 -1.5 -0.2 -1.7 -1.5 1.1 -0.3 0.2 -4.1
2010 -0.2 0.8 1.9 0.4 -2.5 -1.0 0.4 1.1 1.3 0.0 0.1 1.4 3.7
Download Index Return Series

Top Funds YTD

YTD
Graham Macro UCITS Opportunistic 24.8
DMS P/E FX Strategy Fund Systematic 19.6
BlueBay Global Sovereign Opportunities Opportunistic 15.2
Alma Platinum IV CQS Asian Macro Opportunistic 14.5
M&G (Lux) Episode Macro Fund Opportunistic 14.3
GAM Star Global Rates Opportunistic 13.7
PGIM Wadhwani Keynes Systematic Absolute R... Systematic 10.8
Artemis Strategic Assets Opportunistic 10.8
PrivilEdge - Graham Quant Macro Systematic 10.2
TM Fulcrum Diversified Core Absolute Return Diversified Multi Asset 8.7

Bottom Funds YTD

YTD
Jupiter Flexible Macro Fund Opportunistic -20.1
Legg Mason Western Asset Macro Opportunit... Opportunistic -19.3
Invesco Macro Allocation Strategy Systematic -13.0
Aberdeen Standard SICAV II - Global Absolu... Diversified Multi Asset -12.7
ASI Global Absolute Return Strategies Fund Diversified Multi Asset -12.3
Anima Global Macro Diversified Multi Asset -12.2
ASI Global Focused Strategies Diversified Multi Asset -10.9
Manulife Macro Currency Fund Systematic -10.4
Manulife Asian Bond Absolute Return Fund Opportunistic -10.0
JPM Global Macro Opportunities Opportunistic -9.5

Largest New Launches (12M)

AUM
Tages Kirkoswald Global Macro UCITS Fund £0m

Strategy AUM

30 September 2022
£29.6b -21% YOY

Largest Funds

AUM
JPM Global Macro Opportunities (... £3.9b
Aviva Investors Multi-Strategy T... £2.5b
Brevan Howard Absolute Return Go... £2.2b
Legg Mason Western Asset Macro ... £2.0b
JPM Global Macro Opportunities £1.6b

Largest Inflows (Q3'22 - Q3'21)

Change AUM
Brevan Howard Absolute Return Go... £1.4b £2.2b
Graham Macro UCITS £316m £856m
KLS Arete Macro £315m £1.2b
JPM Global Macro Sustainable £167m £911m
Fulcrum Diversified Absolute Ret... £148m £372m

Largest Outflows (Q3'22 - Q3'21)

Change AUM
Legg Mason Western Asset Macro ... £-2,360m £2.0b
Aviva Investors Multi-Strategy T... £-1,407m £2.5b
JPM Global Macro Opportunities (... £-1,103m £3.9b
ASI Global Absolute Return Strat... £-1,028m £1.6b
Invesco Global Targeted Returns £-1,002m £641m

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Close Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.