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
2022 -0.1 -1.5 0.6 0.4 0.1 -1.1 -1.5
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 21.1
DMS P/E FX Strategy Fund Systematic 17.7
Lemanik SICAV Global Strategy Opportunistic 10.8
Alma Platinum IV CQS Asian Macro Opportunistic 10.1
M&G (Lux) Episode Macro Fund Opportunistic 8.2
PGIM Wadhwani Keynes Systematic Absolute R... Systematic 8.0
TM Fulcrum Diversified Core Absolute Return Diversified Multi Asset 7.3
BlueBay Global Sovereign Opportunities Opportunistic 6.7
PrivilEdge - Graham Quant Macro Systematic 6.2
Fulcrum Diversified Absolute Return Fund (... Diversified Multi Asset 5.8

Bottom Funds YTD

YTD
Legg Mason Western Asset Macro Opportunit... Opportunistic -23.2
Jupiter Flexible Macro Fund Diversified Multi Asset -14.0
Manulife Asian Bond Absolute Return Fund Opportunistic -10.1
Bellevue Funds (LUX) BB Global Macro Opportunistic -9.7
JPM Global Macro Opportunities Opportunistic -9.4
Invesco Global Targeted Income Diversified Multi Asset -9.3
ASI Global Focused Strategies Diversified Multi Asset -9.3
Anima Global Macro Diversified Multi Asset -8.6
L&G Multi-Asset Target Return Fund Diversified Multi Asset -8.6
Invesco Global Targeted Returns (Lux) Diversified Multi Asset -8.6

Largest New Launches (12M)

AUM
Uni-Global – Global Macro Fund £9m
Tages Kirkoswald Global Macro UCITS Fund £0m

Strategy AUM

31 March 2022
£32.4b -17% YOY

Largest Funds

AUM
JPM Global Macro Opportunities (... £4.7b
Aviva Investors Multi-Strategy T... £3.3b
Legg Mason Western Asset Macro ... £2.4b
JPM Global Macro Opportunities £2.1b
ASI Global Absolute Return Strat... £2.0b

Largest Inflows (Q1'22 - Q1'21)

Change AUM
Brevan Howard Absolute Return Go... £1.1b £1.3b
KLS Arete Macro £534m £1.2b
JPM Global Macro Sustainable £440m £1.0b
JPM Global Macro Opportunities £288m £2.1b
Lyxor / Bridgewater Core Global ... £131m £804m

Largest Outflows (Q1'22 - Q1'21)

Change AUM
Invesco Global Targeted Returns £-3,194m £1.0b
Legg Mason Western Asset Macro ... £-2,119m £2.4b
ASI Global Absolute Return Strat... £-974m £2.0b
H2O Adagio £-893m £625m
Invesco Global Targeted Returns ... £-626m £631m

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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.