Multi Strategy Systematic
Sub Index - Multi Strategy Systematic
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 0.2 | 1.2 | 1.4 | |||||||||||
2022 | -0.3 | -0.5 | 0.6 | 1.4 | 0.3 | -1.1 | 0.2 | 0.1 | 0.5 | 1.4 | -0.3 | -0.3 | 2.0 | |
2021 | 0.1 | 0.0 | 2.2 | 0.8 | 1.5 | -0.3 | 3.1 | 0.3 | -1.1 | -0.2 | -0.5 | 1.8 | 8.0 | |
2020 | -0.3 | -2.8 | -4.5 | 0.3 | -0.4 | -0.8 | 0.9 | -0.2 | -0.2 | -1.0 | 0.5 | 1.1 | -7.2 | |
2019 | 0.9 | 0.1 | 0.9 | 0.4 | -1.3 | 1.5 | 1.3 | 0.1 | -0.5 | -0.7 | 0.3 | -0.5 | 2.4 | |
2018 | 1.3 | -2.3 | 0.0 | -0.1 | -1.0 | -0.5 | 0.1 | -0.3 | -0.2 | -1.2 | -0.6 | -0.4 | -5.3 | |
2017 | -0.1 | 2.0 | 0.2 | 0.4 | 0.2 | -0.8 | 0.8 | 1.1 | -0.5 | 1.4 | 0.5 | 0.3 | 5.3 | |
2016 | 0.5 | 0.5 | 0.8 | -0.9 | 0.2 | 1.4 | 1.0 | -0.1 | 0.5 | -0.4 | -0.5 | 0.7 | 3.8 | |
2015 | 2.2 | 0.9 | 1.2 | -1.1 | 0.6 | -2.2 | 1.6 | -2.0 | 0.9 | 0.2 | 0.3 | -0.4 | 2.1 | |
2014 | -2.2 | -0.6 | 1.6 | 1.0 | 2.9 | 1.5 | 0.0 | 1.4 | -0.8 | -1.2 | 2.1 | 0.0 | 5.6 | |
2013 | 2.4 | -0.3 | 0.3 | 0.7 | -1.3 | -3.3 | 0.1 | -2.2 | 1.0 | 2.7 | 1.3 | -0.7 | 0.6 | |
2012 | 2.9 | 2.6 | -1.7 | -2.6 | 0.7 | 0.0 | 1.8 | -1.8 | 3.1 | 0.9 | 1.1 | 0.5 | 7.3 | |
2011 | 0.3 | -1.4 | 1.5 | 1.8 | 0.6 | -1.5 | -1.1 | -3.6 | -1.4 | 6.2 | -5.5 | 2.7 | -1.9 | |
2010 | -2.5 | -2.7 | 1.6 | -3.6 | -4.1 | 0.0 | 3.1 | -1.8 | 2.7 | 2.4 | -3.4 | 2.7 | -5.9 |
Top Funds YTD
Bottom Funds YTD
Largest Systematic Funds
AUM | |
---|---|
Nordea 1 - Alpha 10 | £4.0b |
Nordea 1 - Alpha 15 | £3.9b |
CS (Lux) Liquid Alternative Beta | £693m |
Goldman Sachs Absolute Return Tr... | £676m |
SEI Liquid Alternative | £659m |
Largest Inflows (Q4'22 - Q4'21)
Change | AUM | |
---|---|---|
THEAM Quant-Cross Asset High Focus | £386m | £591m |
SEI Liquid Alternative | £303m | £659m |
Schroder ISF Cross Asset Momentu... | £145m | £639m |
U Access (IRL) Campbell Absolute... | £143m | £157m |
Franklin K2 Athena Risk Premia U... | £77m | £93m |
Largest Outflows (Q4'22 - Q4'21)
Change | AUM | |
---|---|---|
Nordea 1 - Alpha 10 | £-271m | £4.0b |
Goldman Sachs Absolute Return Tr... | £-268m | £676m |
Nordea 1 - Alpha 15 | £-252m | £3.9b |
LGT Dynamic Protection UCITS | £-213m | £127m |
LFIS Vision UCITS - Premia | £-143m | £70m |