Macro

Strategy Research, 12 Oct 2020

Index Research Funds

AH Macro UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
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
H2O MultiReturns Opportunistic 9.2
U Access (IRL) Trend Macro Opportunistic 5.8
BlueBay Global Sovereign Opportunities Opportunistic 3.2
Artemis Strategic Assets Opportunistic 2.6
Graham Macro UCITS Opportunistic 2.4
Aspect Systematic Global Macro Fund Systematic 2.2
Two Trees Systematic Global Macro Fund Systematic 2.2
M&G (Lux) Episode Macro Fund Opportunistic 2.1
Brevan Howard Absolute Return Government B... Opportunistic 2.1
Lemanik SICAV Global Strategy Opportunistic 1.2

Bottom Funds YTD

YTD
PrivilEdge - Graham Quant Macro Systematic -6.1
KLS Arete Macro Opportunistic -4.1
JPM Global Macro Opportunities Opportunistic -3.8
JPM Global Macro Sustainable Opportunistic -3.7
Legg Mason Western Asset Macro Opportunit... Opportunistic -3.6
Invesco Macro Allocation Strategy Systematic -3.2
ASI Global Focused Strategies Diversified Multi Asset -3.2
JPM Global Macro Opportunistic -2.9
Bellevue Funds (LUX) BB Global Macro Opportunistic -2.9
Anima Global Macro Diversified Multi Asset -2.7

Largest New Launches (12M)

AUM
Acadian Systematic Macro £709m
Alma Platinum IV CQS Asian Macro £34m
Uni-Global – Global Macro Fund £21m

Strategy AUM

30 September 2021
£37.2b -17% YOY

Largest Funds

AUM
JPM Global Macro Opportunities (... £5.3b
Legg Mason Western Asset Macro ... £3.8b
Aviva Investors Multi-Strategy T... £3.8b
ASI Global Absolute Return Strat... £2.4b
JPM Global Macro Opportunities £2.3b

Largest Inflows (Q3'21 - Q3'20)

Change AUM
JPM Global Macro Opportunities (... £1.2b £5.3b
Brevan Howard Absolute Return Go... £975m £1.0b
JPM Global Macro Opportunities (... £947m £5.3b
Brevan Howard Absolute Return Go... £737m £1.0b
JPM Global Macro Opportunities £638m £2.3b

Largest Outflows (Q3'21 - Q3'20)

Change AUM
Invesco Global Targeted Returns £-5,331m £1.2b
Invesco Global Targeted Returns £-4,988m £1.2b
H2O Adagio £-2,152m £695m
Legg Mason Western Asset Macro ... £-1,594m £3.8b
H2O Adagio £-1,472m £695m

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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.