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
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
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
GMO Equity Dislocation Investment Fund Systematic 13.4
Trium ESG Emissions Impact Fund Discretionary 11.3
LO Funds - TerreNeuve Discretionary 10.8
Lumyna - MW TOPS (Market Neutral) UCITS Fund Systematic 10.1
Velox Fund Discretionary 9.2
Fidelity Absolute Return Global Equity Systematic 9.1
Memnon Market Neutral Discretionary 8.0
Jupiter Merian Global Equity Absolute Retu... Systematic 7.7
Lumyna - MW ESG (Market Neutral) TOPS UCIT... Systematic 7.1
TM Tellworth UK Select Discretionary 6.7

Bottom Funds YTD

YTD
Seven Fortress Fund Systematic -12.9
Pictet TR Aquila Discretionary -11.3
UBAM - Europe Market Neutral Discretionary -11.1
Lumyna - Sandbar Global Equity Market Neut... Discretionary -7.8
Aegon Global Equity Market Neutral Discretionary -6.3
RAM (LUX) Systematic Funds - Global Equiti... Systematic -6.2
Portland Hill Fund SICAV - ESG European Lo... Discretionary -6.1
Wellington Climate Market Neutral Fund Discretionary -5.8
Schroder ISF Sustainable European Market N... Discretionary -5.0
Fulcrum Thematic Equity Market Neutral Discretionary -4.7

Strategy AUM

30 September 2022
£19.2b 28% YOY

Largest Funds

AUM
Exane Pleiade £1.8b
Man GLG Alpha Select Alternative £1.8b
Lumyna - MW Systematic Alpha UCI... £1.4b
Lumyna - MW TOPS (Market Neutral... £1.3b
Lumyna - MW ESG (Market Neutral)... £1.3b

Largest Inflows (Q3'22 - Q3'21)

Change AUM
GMO Equity Dislocation Investmen... £812m £861m
Candriam Absolute Return Equity ... £723m £1.0b
Man GLG Alpha Select Alternative £513m £1.8b
Lumyna - MW TOPS (Market Neutral... £505m £1.3b
TM Tellworth UK Select £314m £358m

Largest Outflows (Q3'22 - Q3'21)

Change AUM
Pictet Agora £-312m £522m
Exane Ceres £-178m £277m
Lumyna - Sandbar Global Equity M... £-145m £1.0b
Janus Henderson Global Equity Ma... £-135m £190m
Pictet TR Aquila £-56m £63m

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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.