Market Neutral

Strategy Research, 22 Mar 2021

Index Research Funds

AH Market Neutral UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2023 0.0 0.4 0.5
2022 -0.4 -0.1 0.5 0.1 -0.2 -0.5 0.4 -0.1 0.1 0.1 0.0 0.2 0.0
2021 0.3 0.3 0.4 0.6 0.2 0.0 0.3 0.3 -0.5 0.3 -0.2 0.6 2.4
2020 -0.2 -0.8 -2.5 0.9 -0.3 0.2 0.5 -0.1 0.1 -0.5 0.3 0.6 -1.8
2019 0.8 -0.9 -0.5 -1.0 0.2 0.0 -0.1 0.0 -0.4 -0.3 -0.2 0.2 -2.3
2018 0.7 -0.8 0.3 0.1 0.2 -0.7 0.0 -0.2 -0.2 -1.0 -1.7 0.3 -3.1
2017 0.4 0.4 0.1 0.3 -0.5 -0.3 0.5 0.6 -0.3 0.5 -0.2 -0.1 1.4
2016 -0.8 -0.7 0.2 -0.7 -0.1 -2.0 0.3 -0.3 0.5 0.0 -0.1 0.0 -3.6
2015 0.0 -0.2 0.1 0.2 0.6 0.4 0.2 0.0 0.1 0.0 0.6 1.1 3.1
2014 0.6 0.4 -0.5 -0.7 -0.4 0.0 0.1 0.3 0.2 0.1 0.3 0.2 0.5
2013 1.4 0.5 0.1 0.8 0.3 0.4 -0.1 -0.4 -0.1 0.4 0.3 0.2 3.7
2012 1.3 0.8 -0.1 -0.8 -1.5 0.2 1.0 0.6 0.5 -0.1 0.7 -0.1 2.4
2011 0.5 0.3 -0.1 0.7 -0.1 -0.2 0.9 -0.7 -0.7 0.8 -0.9 0.3 0.8
2010 0.4 0.2 0.7 0.1 -0.7 -0.5 0.4 0.7 0.4 0.2 -0.1 0.5 2.1
Download Index Return Series

Top Funds YTD

YTD
Exane Ceres Discretionary 9.0
Zest North America Pairs Relative Discretionary 6.6
DNCA Invest - Miuri Discretionary 6.6
Portland Hill Fund SICAV - ESG European Lo... Discretionary 4.8
Pictet Agora Discretionary 4.6
InRIS Perdurance Market Neutral Discretionary 3.8
Schroder GAIA Two Sigma Diversified Systematic 3.7
FP Artellium Evolution Systematic 3.3
AXA World Funds - Chorus Equity Market Neu... Systematic 3.0
Exane Overdrive Discretionary 2.9

Bottom Funds YTD

YTD
BNP THEAM Quant - Equity World DEFI Market... Systematic -4.6
Lumyna - MW Systematic Alpha UCITS Fund Systematic -3.9
LO Funds - TerreNeuve Discretionary -3.3
Janus Henderson Global Equity Market Neutr... Discretionary -2.7
Fulcrum Thematic Equity Market Neutral Discretionary -2.2
RAM (LUX) Systematic Funds Long/Short Glob... Systematic -1.7
Memnon Market Neutral Discretionary -1.7
HI European Market Neutral Fund Discretionary -1.6
Seven Fortress Fund Systematic -1.3
RAM (LUX) Systematic Funds Long/Short Euro... Systematic -1.0

Strategy AUM

31 December 2022
£18.5b 18% YOY

Largest Funds

AUM
Exane Pleiade £1.7b
Man GLG Alpha Select Alternative £1.7b
Lumyna - MW TOPS (Market Neutral... £1.3b
Jupiter Merian Global Equity Abs... £1.3b
Lumyna - MW ESG (Market Neutral)... £1.2b

Largest Inflows (Q4'22 - Q4'21)

Change AUM
GMO Equity Dislocation Investmen... £859m £1.0b
Lumyna - MW ESG (Market Neutral)... £675m £1.2b
TM Tellworth UK Select £589m £649m
Lumyna - MW TOPS (Market Neutral... £408m £1.3b
Candriam Absolute Return Equity ... £322m £902m

Largest Outflows (Q4'22 - Q4'21)

Change AUM
Lumyna - Sandbar Global Equity M... £-584m £574m
Exane Ceres £-211m £243m
Janus Henderson Global Equity Ma... £-174m £106m
Pictet Agora £-149m £425m
Schroder GAIA Two Sigma Diversified £-144m £482m

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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.