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
2020 -0.2 -1.4 -5.8 1.5 2.0 0.6 0.8 1.0 -0.7 0.0 -2.4
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
JPM Global Macro Opportunities Opportunistic 10.8
Graham Macro UCITS Opportunistic 10.8
Lemanik SICAV Global Strategy Opportunistic 9.8
Pacific G10 Macro Rates Opportunistic 9.6
Allianz Fixed Income Macro Opportunistic 9.3
KLS Arete Macro Opportunistic 9.1
U Access (IRL) Trend Macro Opportunistic 8.4
GAM Star Emerging Market Rates Opportunistic 7.5
JPM Global Macro Opportunistic 6.5
Fulcrum Diversified Absolute Return Fund (... Diversified 6.2

Bottom Funds YTD

YTD
Artemis Strategic Assets Opportunistic -9.9
H2O MultiReturns Opportunistic -8.4
GAM Systematic Core Macro Systematic -7.6
HI Sibilla Macro Fund Opportunistic -6.8
AQR Global Macro Opportunities UCITS Systematic -5.5
Lyxor / Bridgewater Core Global Macro Systematic -5.4
IPM Systematic Macro UCITS Systematic -5.4
Quantitative Fixed Income Macro UCITS Systematic -5.3
ADG Systematic Macro Systematic -4.1
Insight Global Absolute Return Diversified -4.1

Strategy AUM

30 September 2020
£43.3b -21% YOY

Largest Funds

AUM
Invesco Global Targeted Returns £7.0b
Legg Mason Western Asset Macro ... £5.3b
ASI Global Absolute Return Strat... £3.9b
JPM Global Macro Opportunities (... £3.7b
Aviva Investors Multi-Strategy T... £3.4b

Largest Inflows (Q3'20 - Q3'19)

Change AUM
Lyxor / Bridgewater Core Global ... £288m £816m
KLS Arete Macro £282m £511m
Lemanik SICAV Global Strategy £105m £418m
Fulcrum Diversified Absolute Ret... £103m £186m
Graham Macro UCITS £102m £277m

Largest Outflows (Q3'20 - Q3'19)

Change AUM
Invesco Global Targeted Returns £-3,302m £7.0b
ASI Global Absolute Return Strat... £-3,066m £3.9b
Invesco Global Targeted Returns ... £-1,198m £1.7b
Aviva Investors Multi-Strategy T... £-948m £3.4b
IPM Systematic Macro UCITS £-770m £121m

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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.