Managed Futures
AH Managed Futures UCITS Index
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | -1.3 | 1.5 | 0.2 | |||||||||||
2022 | -0.6 | 0.9 | 5.3 | 4.3 | -0.8 | 1.7 | -3.0 | 2.6 | 5.2 | -0.6 | -4.6 | -0.5 | 9.7 | |
2021 | -1.3 | 2.1 | 1.1 | 1.0 | 1.3 | -1.3 | 0.6 | -0.2 | -1.8 | 2.3 | -3.0 | 0.0 | 0.6 | |
2020 | 0.7 | -1.3 | -0.7 | -0.3 | -0.9 | -0.8 | 1.8 | -0.7 | -1.8 | -0.9 | 1.0 | 3.3 | -0.8 | |
2019 | -1.5 | 0.0 | 4.0 | 1.3 | 0.2 | 2.1 | 2.9 | 3.4 | -2.4 | -2.9 | 0.7 | -0.9 | 6.8 | |
2018 | 4.9 | -6.2 | -1.2 | -0.4 | -1.7 | 0.2 | -1.1 | 1.5 | -1.8 | -3.2 | -1.4 | 0.9 | -9.3 | |
2017 | -0.8 | 2.0 | -1.1 | -0.2 | 0.9 | -2.9 | 1.4 | 1.1 | -1.9 | 3.2 | 0.7 | 0.4 | 2.6 | |
2016 | 4.1 | 2.3 | -2.9 | -1.9 | -1.8 | 4.6 | 0.8 | -2.2 | -1.1 | -3.2 | -1.0 | 1.4 | -1.3 | |
2015 | 5.0 | -0.2 | 1.3 | -3.0 | -0.1 | -3.4 | 2.1 | -1.7 | 1.9 | -2.2 | 1.6 | -2.8 | -1.9 | |
2014 | -2.1 | 1.3 | -2.2 | 0.9 | 2.2 | 1.5 | -0.2 | 3.8 | 1.0 | 1.0 | 5.0 | 1.6 | 14.3 | |
2013 | 2.6 | -0.2 | 1.4 | 2.5 | -2.7 | -3.5 | -0.1 | -2.6 | 0.3 | 2.2 | 2.6 | 1.1 | 3.4 | |
2012 | -0.5 | 0.5 | -2.6 | 0.4 | 1.1 | -3.6 | 3.2 | -1.9 | -2.0 | -3.3 | 0.3 | 0.6 | -7.7 | |
2011 | 0.2 | -0.6 | -2.4 | 2.2 | -2.6 | -0.7 | 1.3 | -2.1 | -1.1 | -3.5 | -1.2 | 0.2 | -10.1 | |
2010 | -2.0 | 1.1 | 2.5 | 0.9 | -2.7 | -0.1 | -0.6 | 0.1 | 2.0 | 0.7 | -2.0 | 1.9 | 1.7 |
Top Funds YTD
Bottom Funds YTD
Strategy AUM
31 December 2022
£6.9b
24% YOY
Largest Managed Futures Funds
AUM | |
---|---|
Man AHL Trend Alternative | £916m |
MontLake Crabel Gemini | £866m |
SEB Asset Selection | £558m |
Lyxor Epsilon Global Trend | £532m |
Schroder GAIA BlueTrend | £373m |
Largest Inflows (Q4'22 - Q4'21)
Change | AUM | |
---|---|---|
Man AHL Trend Alternative | £315m | £916m |
SEB Asset Selection | £294m | £558m |
Pimco TRENDS Managed Futures Str... | £288m | £363m |
Winton Trend Fund (UCITS) | £248m | £294m |
Schroder GAIA BlueTrend | £208m | £373m |
Largest Outflows (Q4'22 - Q4'21)
Change | AUM | |
---|---|---|
MontLake Crabel Gemini | £-194m | £866m |
AQR Managed Futures UCITS | £-69m | £231m |
Goldman Sachs Alternative Trend ... | £-39m | £349m |
Cyril Systematic UCITS | £-29m | £5m |
Man AHL Alpha Core Alternative | £-21m | £118m |