Market Neutral

Strategy Research, 25 Feb 2021

Index Research Funds

AH Market Neutral UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2021 0.3 0.3
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
InRIS Perdurance Market Neutral Discretionary 5.7
JL Equity Market Neutral Systematic 5.4
RAM (LUX) Systematic Funds - Global Equiti... Systematic 4.9
Merian Global Equity Absolute Return Systematic 4.5
RAM (LUX) Systematic Funds Long/Short Glob... Systematic 4.5
U Access – Long/Short Japan Corporate Gove... Discretionary 4.2
Schroder ISF QEP Global Equity Market Neutral Systematic 3.1
Man GLG Japan Equity Alternative Discretionary 3.1
Lumyna - Marshall Wace TOPS (Mkt Neutral) Systematic 2.9
Globersel Anavon Absolute Alpha Discretionary 2.7

Bottom Funds YTD

YTD
Schroder GAIA Two Sigma Diversified Systematic -7.2
Schroder ISF Sustainable European Market N... Discretionary -4.9
Trium ESG Emissions Impact Fund Discretionary -4.2
AB Arya European Alpha Discretionary -4.1
Osmosis Resource Efficient Equity Market N... Systematic -3.6
Seven Fortress Fund Systematic -3.4
Protea UCITS II ECO Advisors ESG Absolute ... -2.8
Exane Ceres Discretionary -2.6
UBAM Europe Market Neutral Discretionary -2.5
Lumyna - Sandbar Global Equity Market Neut... Discretionary -2.2

Largest New Launches (12M)

AUM
Pictet TR Aquila £118m
Fulcrum Thematic Equity Market Neutral £96m
U Access – Long/Short Japan Corporate Governance £56m
Nordea 1 - Global Equity Market Neutral Fund £25m

Strategy AUM

31 December 2020
£13.8b -15% YOY

Largest Funds

AUM
Lumyna - Sandbar Global Equity M... £1.3b
Pictet Agora £1.3b
Man GLG Alpha Select Alternative £1.0b
Marshall Wace - Systematic Alpha... £1.0b
Merian Global Equity Absolute Re... £1.0b

Largest Inflows (Q4'20 - Q4'19)

Change AUM
Lumyna - Sandbar Global Equity M... £922m £1.3b
Pictet Agora £198m £1.3b
Janus Henderson Global Equity Ma... £189m £246m
Marble Bar - Chelodina UCITS £117m £134m
Protea UCITS II ECO Advisors ESG... £74m £117m

Largest Outflows (Q4'20 - Q4'19)

Change AUM
Merian Global Equity Absolute Re... £-1,915m £1.0b
Lumyna - Marshall Wace TOPS (Mkt... £-765m £692m
Schroder GAIA Two Sigma Diversified £-389m £921m
Marshall Wace - Systematic Alpha... £-327m £1.0b
RAM (LUX) Systematic Funds Long/... £-263m £462m

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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.