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 1.3
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
Artemis Strategic Assets Opportunistic 11.3
H2O MultiReturns Opportunistic 8.7
Ninety One Global Macro Allocation Diversified 6.4
U Access (IRL) Trend Macro Opportunistic 6.2
PGIM QMAW Keynes Systematic Absolute Return Systematic 5.5
GAM Systematic Core Macro Systematic 5.2
KLS Arete Macro Opportunistic 5.1
Graham Macro UCITS Opportunistic 4.9
ADG Systematic Macro Systematic 4.9
BH Absolute Return Government Bond Fund Opportunistic 4.9

Bottom Funds YTD

YTD
IPM Systematic Macro UCITS Systematic -7.6
Lemanik SICAV Global Strategy Opportunistic -5.3
Legg Mason Western Asset Macro Opportunit... Opportunistic -4.8
Aspect Systematic Global Macro Systematic -4.1
AXA World Funds - Chorus Systematic Macro Systematic -2.9
DMS P/E FX Strategy Fund Systematic -2.8
Quantitative Fixed Income Macro UCITS Systematic -2.6
Manulife Macro Currency Fund Opportunistic -2.6
ASI Global Absolute Return Strategies (Lux) Diversified -2.3
ASI Global Absolute Return Strategies (UK) Diversified -2.1

Largest New Launches (12M)

AUM
PrivilEdge - Graham Quant Macro £50m

Strategy AUM

31 March 2021
£39.0b -11% YOY

Largest Funds

AUM
JPM Global Macro Opportunities (... £4.6b
Legg Mason Western Asset Macro ... £4.6b
Invesco Global Targeted Returns £4.2b
Aviva Investors Multi-Strategy T... £3.8b
ASI Global Absolute Return Strat... £3.0b

Largest Inflows (Q1'21 - Q1'20)

Change AUM
JPM Global Macro Opportunities (... £1.1b £4.6b
Allianz Fixed Income Macro £441m £446m
JPM Global Macro Opportunities £434m £1.8b
Graham Macro UCITS £353m £536m
KLS Arete Macro £308m £675m

Largest Outflows (Q1'21 - Q1'20)

Change AUM
Invesco Global Targeted Returns £-4,493m £4.2b
H2O Adagio £-1,815m £1.5b
ASI Global Absolute Return Strat... £-1,011m £3.0b
Invesco Global Targeted Returns ... £-515m £1.3b
Aviva Investors Multi-Strategy T... £-506m £522m

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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.