Sub Index - Multi Strategy Multi Manager

The focus in this cohort of funds is on allocating to a range of alternative strategies by identifying and selecting externally the ‘best’ single manager for a particular strategy and then blending them together. This group contains both FOF structure as well as the new breed of ‘manager-of-manager’ solutions which are typically implemented via managed accounts.

Strategy AUM
31 December 2023
£7.1b
-35.2% YoY

Performance

Monthly Returns

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2024 0.3 0.6 0.9
2023 1.1 0.0 -1.0 0.3 -0.1 0.3 0.5 0.1 0.3 -0.7 1.4 1.3 3.6
2022 -1.6 -0.7 0.8 -0.3 -0.7 -1.5 0.5 0.2 -1.5 0.2 0.4 0.0 -4.0
2021 -0.5 1.3 -0.3 1.3 0.0 0.1 -0.2 0.4 -0.5 0.7 -0.4 0.5 2.4
2020 0.4 -1.1 -6.1 2.8 1.3 1.0 1.0 0.8 -0.3 -0.5 2.2 1.7 2.7
2019 1.4 0.5 0.4 0.6 -0.3 0.7 0.7 0.2 -0.3 -0.3 0.5 0.7 4.9
2018 0.8 -0.7 -0.8 0.4 0.1 -0.3 0.2 0.0 0.0 -1.8 -0.6 -0.9 -3.5
2017 0.4 0.7 0.2 0.2 0.5 -0.1 0.5 0.3 -0.1 0.8 -0.1 0.1 3.5
2016 -1.5 -0.4 0.4 0.0 0.3 -0.3 1.2 0.1 0.3 -0.4 -0.4 0.5 -0.4
2015 1.0 1.0 0.8 0.0 0.5 -0.9 0.3 -1.3 -1.2 0.8 0.1 -0.4 0.6
2014 0.2 1.2 -0.7 -0.8 0.5 0.1 0.0 0.3 0.4 -0.4 1.5 0.2 2.5
2013 2.0 0.7 1.0 0.1 1.2 -1.8 1.3 -0.8 0.6 1.1 0.8 0.7 7.2
2012 1.0 1.4 0.2 -0.6 -0.7 0.3 0.6 0.4 0.4 0.0 0.2 0.6 3.9
2011 0.5 0.3 0.0 0.8 -0.7 -0.8 0.2 -2.4 -0.6 0.4 -0.7 0.0 -2.9
2010 0.6 -0.1 1.8 0.7 -2.1 0.0 0.8 0.3 1.3 0.6 -0.2 1.0 4.7
Show all
  • Region Global
  • Currency Local Currency
  • Frequency Monthly Rebalancing
  • Methodology Equally Weighted
  • Download Index Return Series

Index Constituents

Filter by:
Name Inception Date Geography AUM AMC Perf. Fee Hurdle Min Inv. Liquidity MTD YTD 2023 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
Allington Liquid Alternatives Portfolio (ALAP) Jul 2020 Global £9m 0.40% 0% No 0 Daily 0.0 0.5 2.0 0.2 0.5 1.3 2.5 1.7 0.1 -0.4 DE000A2P3XG8 Daily Germany Allington Investment Adviso... Marian Henn No No Article 6 No N/A N/A 46 29 51 55 72
Alma Platinum IV UBS Multi Strategy Alternatives Aug 2019 Global £107m 1.78% 20% No 10,000 Daily 0.0 3.0 0.1 1.6 3.2 -0.4 -9.0 LU1960255708 Daily Luxembourg UBS Asset Management UBS Hedge Fund Solutions Yes No Article 6 No N/A N/A 19 13 76 57 30
Barclays Wealth Liquid Alternative Strategies Aug 2012 Global £257m 0.50% 1,000 Weekly 1.5 6.9 0.3 1.4 2.9 4.7 6.2 7.7 12.2 LU1396374701 Weekly Luxembourg Barclays Wealth Management Barclays Alternatives Portf... Article 6 92 65 80 74 96
BNPP Flexi I Lyra Jun 2017 Global £49m 0.50% 10% 3,000,000 Daily -0.2 1.2 -0.2 0.4 0.6 1.2 -0.1 1.5 -3.2 LU2020655978 Daily Luxembourg BNP Paribas Asset Management Thierry De Rycke Article 6 49 24 49 57 64
Brummer Multi-Strategy UCITS Nov 2020 Global £302m 1.50% 20% No 5,000,000 Weekly 0.4 -0.2 0.6 1.5 -0.6 -1.1 9.3 5.4 IE00BMXZ3F19 Weekly Ireland Brummer & Partners Patrik Brummer, Kerim Celebi No No Article 8 No N/A N/A 72 53 72 92 79
Franklin K2 Alternative Strategies Sep 2014 Global £528m 1.20% 15% Yes 1,000,000 Daily 0.5 3.4 3.1 1.0 2.5 4.4 4.2 5.4 3.0 0.5 LU1093756838 Daily Luxembourg K2 Advisors Rob Christian, Brooks Ritch... Article 8 36 24 14 29 46
Fulcrum Alternative Managers Fund Jun 2007 Global £14m 0.75% 0% No 1,000,000 Weekly 0.5 5.7 0.6 1.5 3.6 5.2 10.1 13.9 LU0302397335 Weekly Luxembourg Fulcrum Asset Management LLP Yes Yes Article 6 Yes N/A N/A 98 73 62 67 99
Goldman Sachs Global Multi-Manager Alternatives Portfolio Jan 2016 Global £128m 1.40% 10% 1,000,000 Daily 0.3 0.5 0.6 0.6 0.3 1.2 2.7 1.1 -0.2 0.8 LU1254821397 Daily Luxembourg Goldman Sachs Asset Managem... Article 6 36 29 52 45 59
HSBC UCITS AdvantEdge Oct 2009 Global £227m 1.00% 10% 1,000,000 Weekly 2.6 3.8 1.1 2.2 4.3 6.5 5.8 5.6 5.4 IE00B55H4F31 Weekly Ireland HSBC Alternative Investment... Article 6 30 38 47 40 68
Janus Henderson Diversified Alternatives Fund Feb 2013 Global £136m 0.50% 0% No 3,000,000 Daily 0.1 -3.1 2.3 0.5 -0.7 0.2 2.7 -1.8 -0.6 10.5 GB00B92MRV68 Daily UK Janus Henderson Investors James de Bunsen, Pete Webster Yes Yes Article 6 Yes Yes No 43 74 22 23 45
Janus Henderson Multi-Asset Absolute Return Fund Oct 2008 Global £84m 0.50% 0% No 3,000,000 Daily 0.1 -1.3 6.4 0.2 -0.3 1.7 3.8 2.9 6.4 14.4 GB00B8113P38 Daily UK Janus Henderson Investors James de Bunsen, CFA, Pete... Yes Yes Article 6 Yes Yes N/A 84 78 29 41 89
JPM Multi-Manager Alternatives Fund Jan 2016 Global £1.0b 0.60% 10,000,000 Daily 2.0 4.6 -0.4 1.6 3.1 3.1 3.7 2.6 -2.9 LU1303367103 Daily Luxembourg J.P.Morgan Asset Management Paul A Zummo, Randy P Wacht... Article 8 40 32 49 37 63
Lampe AIR² Dec 2017 Global £70m 0.25% 10% No 1 Daily 2.2 6.0 -0.1 1.2 3.4 4.2 6.3 4.5 7.3 LU1737648631 Daily Luxembourg Lampe Asset Management Frank Neidig No No Article 6 No N/A N/A 68 53 17 40 76
Lemanik - Flex Quantitative HR6 Nov 2014 Global £14m 0.90% 30% 500,000 Daily 6.5 7.3 0.7 2.5 6.5 9.5 14.0 2.7 1.4 LU1112683559 Daily Luxembourg Lemanik SA 9 25 26 15 15
LLB Alternative Strategy Global May 2015 Global £30m 0.85% 10% 10,000 Weekly 1.8 1.0 0.1 0.9 1.9 3.7 2.3 1.3 -1.1 LI0279550169 Weekly Liechtenstein LLB Asset Management AG Bernhard Schmitt, Timo Gruber Article 8 24 21 41 43 56
Longchamp Absolute Return Sep 2014 Global £23m 0.00% 10% 100,000 Weekly 2.4 0.6 4.4 5.8 FR0012034783 Weekly France Longchamp Asset Management David Armstrong, Pierre Gro... 78 89 23 26 67
Neuberger Berman Uncorrelated Strategies Fund May 2017 Global £1.3b 0.75% 20% Yes 2,500,000 Daily 0.3 -1.8 -8.9 0.1 0.1 -2.0 -3.5 -9.4 -2.6 -3.2 IE00BF075X33 Daily Ireland Neuberger Berman Fred Ingham, Ian Haas, Davi... Yes Yes Article 6 No N/A N/A 53 23 62 91 27
New Capital All Weather Oct 2016 Global £121m 0.60% 1,000,000 Weekly 2.8 2.8 2.2 3.3 4.2 4.1 5.3 2.2 IE00BD6P7L99 Weekly EFG Asset Management Jerome Berset, EFGAM Hedge ... Article 6 51 32 90 57 64
New Capital Global Alpha Jan 2017 Global 0.75% 1,000,000 Daily 0.5 6.2 -0.2 0.4 3.4 6.1 5.6 1.2 -1.0 IE00BD6P7318 Daily Ireland EFG Asset Management Hilary Wakefield Article 6 51 31 2 19 30
Oyster BM Alternativos Nov 2019 Global £77m 0.60% 1,000,000 Daily 1.2 2.8 0.7 2.1 3.4 3.2 1.0 1.5 LU2041049300 Daily Luxembourg SYZ Capital AG Cédric Vuignier Article 6 37 33 52 47 62
Pictet TR Diversified Alpha May 2014 Global £1.4b 1.10% 20% Yes 1,000,000 Weekly 1.9 7.4 -0.1 0.1 1.9 3.7 7.4 6.0 1.3 LU1055714882 Weekly Luxembourg Pictet Funds (Europe) S.A. Philippe de Weck, Federico ... Yes Yes Article 6 Yes Yes Yes 46 28 72 73 58
Premier Multi-Asset Absolute Return Oct 2008 Global £89m 0.60% 250,000 Daily 0.2 -1.9 3.6 0.2 -0.2 0.5 1.6 0.5 -0.6 2.5 GB00B5PXJK10 Daily UK Premier Asset Management Ian Rees 34 45 6 30 59
Schroder GAIA Helix Nov 2018 Global £233m 0.75% 15% Yes 10,000 Daily -0.1 3.3 0.0 -0.4 0.2 0.6 -1.6 1.6 -3.7 LU1809995746 Daily Luxembourg Schroders Robert Donald, Darren Hodges Yes Yes Article 8 Yes Yes Yes 59 27 75 60 49
Schroder GAIA Wellington Pagosa Feb 2018 Global £288m 1.25% 20% 500,000 Weekly 2.2 -1.4 0.0 1.3 2.5 1.6 1.2 3.0 7.8 LU1732474868 Weekly Luxembourg Wellington Management Dennis Kim, Christopher Kirk Article 6 94 68 100 76 99
TM Fulcrum Diversified Liquid Alternatives Fund May 2018 Global £100m 0.75% 0% No 5,000,000 Daily 0.2 -0.8 3.8 0.0 0.3 2.3 2.4 2.0 2.5 8.8 GB00BFYN9805 Daily UK Fulcrum Asset Management LLP Matthew Roberts Yes Yes Article 8 Yes Yes Yes 79 64 19 25 71
UBAM - Multifunds Alternative Jul 2014 Global £104m 0.80% Weekly 2.3 3.2 0.4 1.7 1.8 3.8 3.6 6.6 7.7 LU1044381561 Weekly Luxembourg UBP Asset Management Kier Boley Article 6 97 58 87 85 98
VT Global Total Return Fund Aug 2010 Global £3m 0.50% 0% No 1,000 Daily 0.0 1.5 4.2 0.3 1.0 5.5 6.6 3.6 1.3 8.4 GB00B4VWT948 Daily UK ICF Management Limited Mark Lynam, Charles Gillams No No Article 6 No N/A N/A 30 52 25 17 29
Waverton Absolute Return Jan 2014 Global £226m 0.40% 1,500 Daily 0.1 1.3 2.3 0.2 0.9 2.1 3.1 2.6 4.8 4.4 IE00BGCYWX85 Daily Ireland Waverton Investment Management Luke Hyde-Smith, James Mee 52 33 56 56 84
Displaying 1 - 28 of 28 funds. View all

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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.