Macro
AH Macro UCITS Index
Macro is an investing strategy that seeks to profit from broad market opportunities that may arise from macroeconomic or political events by taking long and short position across different asset classes, such as equity indices, rates, commodities and currencies.
Strategy AUM
30 September 2023
£23.9b
-20.5% YoY
Performance
Monthly Returns
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 1.2 | -0.6 | 0.2 | 0.0 | -0.2 | -0.5 | 0.5 | 0.2 | 0.4 | -0.2 | 0.7 | 1.7 | ||
| 2022 | -0.1 | -1.5 | 0.6 | 0.4 | 0.1 | -1.3 | 0.0 | 0.7 | -1.0 | 0.3 | 1.2 | 1.0 | 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 | |
| Show all | ||||||||||||||
Index Constituents
| Name | Inception Date | Sub-Strategy | Geography | AUM | AMC | Perf. Fee | Hurdle | Min Inv. | Liquidity | MTD | YTD | 2022 | 1W | 1M | 3M | 6M | 1Y | 2Y | 3Y | ISIN | Liquidity | Domicile | Inv. Adviser | Portfolio Manager | UN PRI Signatory | Companywide ESG Policy | SFDR | ESG Data Integration | Active Ownership | ESG Exclusion List | Return Consistency Percentile Rank |
Performance Percentile Rank |
Diversifier Percentile Rank |
Downside Protection Percentile Rank |
Low Risk Percentile Rank |
||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Acadian Multi-Asset Absolute Return | Feb 2018 | Systematic | Global | £114m | 1.39% | 0% | No | 10,000,000 | Daily | -0.7 | IE00BD6V6F47 | Daily | Ireland | Acadian Asset Management | Yes | Yes | Article 6 | No | N/A | N/A | 66 | 33 | 91 | 81 | 66 | ||||||||||||
| Allianz Fixed Income Macro | Jul 2018 | Opportunistic | Global | £36m | 0.70% | 10,000,000 | Daily | 0.1 | 5.7 | -7.3 | 0.4 | 2.9 | 4.3 | 3.5 | 6.3 | -0.5 | -5.1 | GB00BG43NG36 | Daily | UK | Allianz GI | Mike Riddell | Yes | Article 6 | Yes | 3 | 8 | 42 | 30 | 23 | |||||||
| Amundi Absolute Return Forex | Oct 2013 | Opportunistic | Global | £61m | 0.40% | 15% | 5,000,000 | Daily | 0.2 | 1.9 | 1.7 | 0.2 | 0.1 | 0.6 | 0.9 | 2.0 | 3.9 | 2.3 | LU0987184941 | Daily | Luxembourg | Amundi Asset Management | James Kwok | Article 6 | 87 | 29 | 76 | 70 | 85 | ||||||||
| Amundi Bridgewater Core Global Macro Fund | Sep 2019 | Systematic | Global | £625m | 1.50% | 15% | No | 500,000 | Daily | 0.4 | 2.8 | -4.1 | -0.1 | 1.0 | 1.1 | 1.4 | 1.0 | 1.1 | 5.6 | IE00BKDKNP28 | Daily | Ireland | Bridgewater Associates LP | Yes | Yes | Article 6 | No | N/A | N/A | 79 | 66 | 22 | 34 | 65 | |||
| Amundi Global Macro Bonds & Currencies | Dec 2013 | Diversified Multi Asset | Global | £24m | 0.40% | 15% | 500,000 | Daily | 0.3 | -3.6 | -8.0 | 0.3 | 0.9 | 2.0 | 0.2 | -3.5 | -11.2 | -12.1 | LU0996171368 | Daily | Luxembourg | Amundi Asset Management | Ryan Myerberg | Article 6 | 6 | 5 | 18 | 28 | 21 | ||||||||
| Amundi Global Macro Bonds & Currencies Low Vol | Apr 2005 | Diversified Multi Asset | Global | £21m | 0.30% | 15% | 500,000 | Daily | 0.3 | 2.0 | -6.1 | 0.4 | 0.8 | 1.8 | 1.8 | 0.9 | -4.2 | -5.1 | LU0210817879 | Daily | Luxembourg | Amundi Asset Management | Ryan Myerberg | Article 6 | 3 | 11 | 11 | 34 | 38 | ||||||||
| Anima Global Macro | Feb 2018 | Diversified Multi Asset | Global | £74m | 0.60% | 20% | Daily | 1.1 | -0.3 | -15.6 | 1.0 | 3.0 | 2.0 | 0.5 | -3.5 | -15.3 | -13.7 | IE00BD97PK72 | Daily | Ireland | Anima Sgr | Gianni Pola | 15 | 6 | 4 | 16 | 15 | ||||||||||
| Artemis Strategic Assets | May 2009 | Opportunistic | Global | £209m | 0.75% | 0% | 10,000,000 | Daily | -0.3 | 3.4 | 13.7 | -0.3 | -0.2 | -0.4 | -1.0 | 6.7 | 24.3 | 14.6 | GB00B3VDDQ59 | Daily | UK | Artemis Fund Managers | William Littlewood | Article 6 | 38 | 34 | 20 | 23 | 37 | ||||||||
| Aspect Systematic Global Macro Fund | Jun 2018 | Systematic | Global | £120m | 1.00% | 18% | No | 100,000 | Daily | -6.4 | 1.6 | -0.8 | -0.8 | 3.1 | 2.5 | -4.6 | -2.8 | -8.4 | IE00BDD86369 | Daily | Ireland | Aspect Capital | Anoosh Lachin, Asif Noor | Yes | Yes | Article 6 | No | N/A | N/A | 7 | 4 | 85 | 85 | 10 | |||
| Aviva Investors Multi-Strategy Target Return | Jul 2014 | Diversified Multi Asset | Global | £2.5b | 0.75% | 500,000 | Daily | 0.2 | 2.8 | 5.2 | 0.1 | 1.6 | 4.1 | 4.8 | 4.7 | 10.3 | 10.6 | GB00BMTRW090 | Daily | UK | Aviva Investors | Multi Asset Team | 83 | 60 | 46 | 45 | 81 | ||||||||||
| Bellevue Funds (LUX) BB Global Macro | Mar 2010 | Opportunistic | Global | £79m | 0.80% | 15% | 3M Libor | 0 | Daily | 0.9 | 5.8 | -8.9 | 1.1 | 3.8 | 2.9 | 2.8 | 4.5 | -1.8 | -5.7 | LU0494762056 | Daily | Luxembourg | Bellevue Asset Management | Lucio Soso, Alexandrine Jae... | 8 | 15 | 17 | 15 | 24 | ||||||||
| BlueBalance Global Opportunities Fund | Nov 2019 | Diversified Multi Asset | Global | £157m | 0.70% | 10% | 125,000 | Daily | 0.8 | 9.4 | -0.3 | 0.9 | 0.7 | 3.2 | 3.8 | 9.8 | 9.0 | 8.1 | LU2022233972 | Daily | Luxembourg | BlueBalance Capital | Dr. Lukas Goetz, Markus Sch... | 41 | 54 | 93 | 72 | 59 | |||||||||
| BlueBay Global Sovereign Opportunities | Dec 2015 | Opportunistic | Global | £393m | 0.95% | 15% | 500,000 | Daily | -0.7 | 6.7 | 19.4 | -0.4 | -0.3 | 1.6 | 5.3 | 10.9 | 28.7 | 24.6 | LU1337225210 | Daily | Luxembourg | BlueBay Asset Management LLP | Russel Matthews | Article 8 | 81 | 83 | 95 | 90 | 64 | ||||||||
| Brevan Howard Absolute Return Government Bond Fund | Jul 2019 | Opportunistic | Global | £2.1b | 0.30% | 15% | 1,000,000 | Daily | 0.6 | 0.3 | 6.9 | 0.5 | 1.4 | 4.3 | 4.3 | 1.9 | 8.0 | 17.9 | LU1917106814 | Daily | Luxembourg | Brevan Howard Asset Management | Adam Purzitsky, Paul Shanta... | 87 | 72 | 73 | 86 | 72 | |||||||||
| FTGF Legg Mason Western Asset Macro Opportunities Bond | Nov 2013 | Opportunistic | Global | £1.1b | 1.10% | 0% | No | 30,000,000 | Daily | 2.6 | 6.9 | -21.6 | 1.8 | 7.7 | 3.5 | 1.8 | 4.7 | -14.5 | -15.1 | IE00BC9S3W16 | Daily | Ireland | Legg Mason Global Asset Man... | S. Kenneth Leech, Prashant ... | Yes | Yes | Article 6 | No | N/A | N/A | 12 | 7 | 11 | 7 | 3 | ||
| Fulcrum Diversified Absolute Return Fund (Lux) | Feb 2017 | Diversified Multi Asset | Global | £579m | 0.75% | 0% | No | 10,000,000 | Daily | 0.3 | -0.3 | 6.9 | 0.5 | 1.1 | 1.3 | 1.6 | 0.1 | 7.7 | 10.5 | LU1551069302 | Daily | Luxembourg | Fulcrum Asset Management LLP | Yes | Yes | Article 6 | No | No | N/A | 77 | 61 | 92 | 62 | 89 | |||
| GAM Star Emerging Market Rates | Apr 2010 | Opportunistic | Emerging Markets | £23m | 0.85% | 10% | 20,000,000 | Daily | 0.2 | -1.1 | -8.2 | -0.3 | 0.1 | -0.8 | -3.4 | -1.0 | -9.1 | -14.4 | IE00B5TN9J68 | Daily | Ireland | GAM Investments | Paul McNamara, Denise Prime | No | No | Article 6 | No | N/A | N/A | 15 | 7 | 21 | 27 | 30 | |||
| GAM Star Global Rates | Nov 2009 | Opportunistic | Global | £190m | 1.00% | 10% | Yes | 0 | Daily | -0.3 | 7.1 | 14.7 | -0.2 | 1.3 | 2.3 | 2.7 | 8.0 | 24.2 | 36.9 | IE00B59CJW65 | Daily | Ireland | GAM Investments | Adrian Owens | Yes | Yes | Article 8 | Yes | N/A | N/A | 88 | 96 | 78 | 66 | 82 | ||
| GMO SGM Major Markets Investment Fund | Feb 2017 | Systematic | Global | £19m | 1.00% | 5,000,000 | Daily | 0.8 | 3.8 | -0.2 | 1.1 | 1.1 | 3.2 | 4.6 | 5.7 | 3.7 | -1.8 | IE00BDS6C592 | Daily | Ireland | Grantham, Mayo, Van Otterlo... | Jason Halliwell, Sean Gleason | 18 | 22 | 63 | 75 | 36 | ||||||||||
| Goldman Sachs Strategic Macro Bond | Oct 2014 | Opportunistic | Global | £138m | 0.50% | 10% | 1,000,000 | Daily | -0.1 | 6.6 | -2.0 | -0.3 | 0.1 | 2.4 | 3.4 | 7.1 | 6.4 | 3.3 | LU1533065592 | Daily | Luxembourg | Goldman Sachs Asset Managem... | GSAM | Article 8 | 20 | 10 | 65 | 61 | 31 | ||||||||
| Graham Macro UCITS | Jan 2018 | Opportunistic | Global | £1.2b | 1.85% | 20% | Daily | -0.7 | 4.0 | 25.3 | -0.9 | -0.8 | 0.1 | 5.0 | 5.7 | 29.6 | 32.1 | IE00BFNWR956 | Daily | Ireland | Graham Capital Management L.P. | Article 6 | 93 | 92 | 74 | 98 | 80 | ||||||||||
| H2O Adagio | Jul 2013 | Opportunistic | Global | £408m | 0.35% | 25% | 100,000 | Daily | 4.3 | 7.4 | 1.0 | 2.2 | 10.8 | 11.6 | FR0011981745 | Daily | France | H2O Asset Management | Article 6 | ||||||||||||||||||
| H2O Allegro | Mar 2011 | Opportunistic | Global | £242m | 0.70% | 20% | 100,000 | Daily | 10.9 | 40.7 | 0.0 | 6.5 | 33.2 | 47.8 | FR0011973627 | Daily | France | H2O Asset Management | Article 6 | ||||||||||||||||||
| H2O Vivace | Mar 2011 | Opportunistic | Global | £199m | 1.00% | 20% | 100,000 | Daily | 0.0 | 19.3 | 23.4 | -2.3 | -2.3 | 9.6 | 5.5 | 29.4 | 48.4 | 67.1 | FR0011015478 | Daily | France | H2O Asset Management | Article 6 | ||||||||||||||
| HESPER - Global Solutions | Jun 2019 | Diversified Multi Asset | Global | £58m | 0.60% | 10% | Yes | 100 | Daily | 0.5 | -5.9 | -3.8 | 0.3 | 0.4 | -1.6 | -2.4 | -7.2 | -7.9 | 2.2 | LU1931806399 | Daily | Luxembourg | ETHENEA Independent Investo... | Federico Frischknecht, Andr... | Yes | Yes | Article 8 | Yes | Yes | Yes | 63 | 45 | 84 | 67 | 46 | ||
| IAM BTG Pactual G10 Rates | Opportunistic | Global | Daily | 0.7 | 0.0 | 0.0 | 0.3 | IE000YAIGBK5 | Daily | Ireland | BTG Pactual | John Fath | |||||||||||||||||||||||||
| IAM Welton Multi-Strategy Global Macro UCITS Fund | Oct 2022 | Systematic | Global | £90m | 1.50% | 20% | No | 1,000,000 | Daily | 0.5 | -13.6 | 0.5 | -2.1 | -6.5 | -6.8 | -16.8 | IE000FJPVJV9 | Daily | Ireland | International Asset Management | Patrick Welton | Yes | Yes | Article 6 | No | N/A | N/A | ||||||||||
| Insight Global Absolute Return | Feb 2013 | Diversified Multi Asset | Global | £555m | 0.75% | 250,000 | Daily | 0.2 | 3.3 | -8.4 | 0.1 | 1.9 | 1.0 | 1.2 | 2.0 | -3.6 | 1.7 | GB00B83VQG35 | Daily | UK | BNY Mellon Asset Management | Steve Waddington | 52 | 48 | 7 | 22 | 58 | ||||||||||
| Invesco Global Targeted Income | Nov 2016 | Diversified Multi Asset | Global | £5m | 0.87% | Daily | -0.1 | 0.7 | -2.6 | -0.1 | 0.0 | 0.8 | 0.1 | 0.7 | 0.2 | -1.8 | GB00BZB27L97 | Daily | UK | Invesco Asset Management | Sebastian Mackay, Gwilym Sa... | Article 6 | 4 | 14 | 69 | 69 | 26 | ||||||||||
| Invesco Global Targeted Returns | Sep 2013 | Diversified Multi Asset | Global | £359m | 0.87% | Daily | 0.4 | 4.6 | -1.1 | 0.7 | 1.7 | 1.9 | 1.6 | 4.4 | 5.8 | 3.7 | GB00B8CHD613 | Daily | UK | Invesco Asset Management | David Millar, Richard Batty... | Article 6 | 21 | 27 | 55 | 57 | 53 | ||||||||||
| Invesco Global Targeted Returns (Lux) | Dec 2013 | Diversified Multi Asset | Global | £262m | 0.70% | Daily | 0.4 | 4.4 | -2.0 | 0.7 | 1.8 | 1.8 | 1.5 | 4.0 | 4.8 | 2.2 | LU1004133531 | Daily | Luxembourg | Invesco Asset Management | David Millar, Dave Jubb, Ri... | Article 6 | 12 | 23 | 54 | 53 | 44 | ||||||||||
| Invesco Macro Allocation Strategy | Sep 2015 | Systematic | Global | £16m | 0.75% | 1,000 | Daily | 0.0 | -4.3 | -13.5 | 0.0 | 2.5 | -1.2 | -2.6 | -5.4 | -17.6 | -12.9 | LU1233165411 | Daily | Luxembourg | Invesco Advisers Inc. | Scott E. Wolle | Article 6 | 5 | 14 | 52 | 25 | 16 | |||||||||
| JPM Global Macro | Nov 2005 | Opportunistic | Global | £451m | 0.60% | 10,000,000 | Daily | -0.1 | 2.6 | -6.8 | 0.4 | -0.7 | 0.0 | -1.7 | 1.8 | -4.4 | -1.3 | LU0235842555 | Daily | Luxembourg | J.P.Morgan Asset Management | Shrenick Shah, Benoit Lanct... | Yes | Article 6 | 34 | 30 | 45 | 48 | 51 | ||||||||
| JPM Global Macro Opportunities | Jan 2013 | Opportunistic | Global | £1.0b | 0.75% | 5,000,000 | Daily | 0.1 | 1.1 | -10.5 | 0.7 | -1.1 | -0.2 | -4.1 | -0.3 | -9.4 | -2.9 | GB00B4WKYF80 | Daily | UK | J.P.Morgan Asset Management | Shrenick Shah | Yes | Article 6 | 34 | 32 | 50 | 42 | 24 | ||||||||
| JPM Global Macro Opportunities (LUX) | Apr 2005 | Opportunistic | Global | £2.8b | 0.65% | Daily | -0.2 | -0.2 | -13.1 | 0.6 | -1.4 | -1.0 | -4.8 | -1.9 | -13.2 | -8.6 | LU0095938881 | Daily | Luxembourg | J.P.Morgan Asset Management | Shrenick Shah | Yes | Article 6 | 20 | 17 | 43 | 34 | 14 | |||||||||
| JPM Global Macro Sustainable | Aug 2019 | Opportunistic | Global | £803m | 0.60% | 10,000,000 | Daily | -0.2 | 0.7 | -9.3 | 0.4 | -0.7 | -0.5 | -3.1 | -0.3 | -8.9 | -5.8 | LU2003419376 | Daily | Luxembourg | J.P.Morgan Asset Management | Shrenick Shah | Article 8 | 27 | 18 | 46 | 42 | 26 | |||||||||
| Jupiter Flexible Macro Fund | Dec 2009 | Opportunistic | Global | £29m | 0.63% | 5,000,000 | Daily | -3.0 | -20.4 | -0.4 | -1.1 | -3.1 | -22.3 | -23.5 | GB00B5129B32 | Daily | UK | Jupiter Investment Manageme... | Talib Sheikh | 59 | 49 | 70 | 68 | 60 | |||||||||||||
| Jupiter Strategic Absolute Return Bond Fund | May 2014 | Opportunistic | Global | £541m | 0.40% | 10% | Yes | 1,000,000 | Daily | 0.4 | 1.4 | 6.2 | 0.3 | 1.3 | 2.2 | 2.7 | 1.8 | 7.3 | 8.5 | IE00BD9GFP91 | Daily | Ireland | Jupiter Investment Manageme... | Mark Nash | No | No | Article 6 | No | N/A | N/A | 96 | 57 | 63 | 79 | 99 | ||
| KLS Arete Macro | Jul 2018 | Opportunistic | Global | £615m | 1.25% | 20% | No | 1,000,000 | Daily | 1.2 | 11.1 | -8.5 | 1.4 | 3.1 | 3.9 | 7.8 | 10.3 | 2.1 | 11.2 | IE00BDRV1V45 | Daily | Ireland | Ocean Arete Limited | Will Li | Yes | Yes | Article 8 | Yes | N/A | Yes | 26 | 39 | 77 | 33 | 29 | ||
| Lemanik SICAV Global Strategy | Jul 2007 | Opportunistic | Global | £140m | 0.60% | 20% | EURIBOR | 500,000 | Daily | -0.1 | -14.6 | 8.6 | -0.6 | -4.5 | -2.8 | -4.8 | -11.4 | -12.2 | -25.2 | LU0438908328 | Daily | Luxembourg | Lemanik SA | Maurizio Novelli | 1 | 1 | 81 | 98 | 4 | ||||||||
| L&G Multi-Asset Target Return Fund | Mar 2015 | Diversified Multi Asset | Global | £441m | 0.65% | 1,000,000 | Daily | 0.4 | 4.5 | -5.0 | 0.1 | 0.9 | 2.5 | 2.9 | 6.6 | 2.0 | 5.0 | GB00BD97XY71 | Daily | UK | Legal & General Investment ... | Emiel van den Heiligenberg,... | 42 | 52 | 19 | 31 | 38 | ||||||||||
| LIOR GP - Alpha Fund | Mar 2021 | Opportunistic | Global | 1.15% | 20% | Yes | 1,000,000 | Daily | 0.0 | LU2263804002 | Daily | Luxembourg | LIOR Global Partners | Jeremy Touboul | Yes | Yes | Article 8 | Yes | No | Yes | |||||||||||||||||
| M&G (Lux) Episode Macro Fund | Oct 2018 | Opportunistic | Global | £421m | 0.75% | 20% | Yes | 500,000 | Daily | 0.9 | 6.5 | 16.8 | 0.9 | 4.4 | 4.4 | 3.2 | 6.0 | 27.0 | 22.4 | LU1670714069 | Daily | Luxembourg | M&G Investments | David Fishwick and co deput... | Yes | Yes | Article 6 | No | N/A | N/A | 84 | 80 | 75 | 82 | 79 | ||
| MontLake Alpstone Global Macro UCITS Fund | Oct 2023 | Global | 1.50% | 20% | No | 1,000,000 | Daily | 0.8 | 0.0 | 0.6 | 1.3 | IE000P7DL099 | Daily | Ireland | Alpstone Capital | Frederic Favre & Alexandre ... | Yes | Yes | Article 6 | No | N/A | N/A | |||||||||||||||
| MontLake Oriel - P/E FX Strategy | May 2016 | Systematic | Global | £180m | 2.00% | 20% | 50,000 | Daily | 1.7 | 11.1 | 16.7 | 2.9 | -1.8 | -1.8 | 4.7 | 7.0 | 23.3 | 37.8 | IE00BYQD3C34 | Daily | Ireland | P/E Investments | 60 | 59 | 52 | 100 | 14 | ||||||||||
| Ninety One Global Macro Allocation | Feb 2018 | Diversified Multi Asset | Global | £532m | 0.75% | 1,000,000 | Daily | 0.7 | 3.2 | 1.9 | 0.4 | 2.3 | -1.7 | 12.0 | 7.0 | 6.4 | 41.0 | LU1745457744 | Daily | Luxembourg | Ninety One | Iain Cunningham, James Elliot | 50 | 82 | 27 | 44 | 51 | ||||||||||
| Ninety One Global Macro Alternative | Oct 2022 | Diversified Multi Asset | Global | £67m | 0.75% | 0% | No | 1,000,000 | Daily | 1.4 | -11.5 | 1.3 | 2.8 | -0.9 | -4.7 | -11.8 | GB00BP2B5993 | Daily | UK | Ninety One | James Elliot & Alex Holroyd... | Yes | Yes | Article 6 | Yes | Yes | Yes | ||||||||||
| Pacific G10 Macro Rates | Mar 2019 | Opportunistic | Global | £155m | 0.75% | 10% | Yes | 1,000,000 | Daily | 0.1 | 7.2 | -0.1 | -0.3 | -0.6 | 2.2 | 4.2 | 9.5 | 8.9 | 6.3 | IE00BG5J0Y77 | Daily | Ireland | Pacific Asset Management | Shayne Dunlap, Richard Mars... | Yes | Yes | Article 6 | No | N/A | N/A | 29 | 34 | 29 | 51 | 41 | ||
| PGIM Wadhwani Keynes Systematic Absolute Return Fund | Sep 2019 | Systematic | Global | £220m | 0.75% | 0% | No | 10,000,000 | Daily | 0.8 | -4.6 | 11.5 | 0.5 | 0.8 | 0.1 | -1.4 | -4.6 | 6.5 | 14.4 | IE00BJV2JR76 | Daily | Ireland | PGIM Wadhwani | Sushil Wadhwani | No | No | Article 6 | No | N/A | N/A | 94 | 83 | 96 | 90 | 88 | ||
| PrivilEdge - Graham Quant Macro | Jun 2020 | Systematic | Global | £174m | 0.85% | 15% | 1,000,000 | Weekly | -0.7 | 7.3 | 7.4 | -0.6 | -0.9 | -3.0 | 0.5 | 4.5 | 15.1 | 14.2 | LU2183933816 | Weekly | Luxembourg | Graham Capital Management L.P. | Graham Capital | 63 | 82 | 78 | 85 | 61 |
