Market Neutral

Strategy Research, 30 Jan 2020

Index Research Funds

AH Market Neutral UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 -0.2 -0.8 -2.5 0.9 -0.3 0.2 0.5 -0.1 0.1 -0.5 -2.6
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
Zest North America Pairs Relative Discretionary 19.2
LO Funds - TerreNeuve Discretionary 14.5
Exane Overdrive Discretionary 10.6
AXA World Funds - Chorus Equity Market Neu... Systematic 9.6
MBAM Chelodina UCITS Discretionary 9.4
Candriam Absolute Return Equity Market Neu... Discretionary 9.4
Pictet Agora Discretionary 8.0
Trium ESG Emissions Impact Fund Discretionary 7.9
Marshall Wace - MW Systematic Alpha UCITS ... Systematic 7.1
Janus Henderson Global Equity Market Neutral Discretionary 6.8

Bottom Funds YTD

YTD
Invesco Global Equity Market Neutral Systematic -24.5
KLS Zebra Global Equity Beta Neutral Systematic -19.7
Schroder ISF QEP Global Equity Market Neutral Systematic -19.0
Plato Global Market Neutral Fund Systematic -15.7
RAM Long/Short European Equities Systematic -10.5
RAM Long/Short Emerging Markets Equities Systematic -8.6
Trium European Equity Market Neutral Fund Discretionary -8.4
FORT Global UCITS Equity Market Neutral Systematic -8.1
ERAAM Long/Short Equity Market Neutral Systematic -8.0
Schroder GAIA Two Sigma Diversified Systematic -7.3

Largest New Launches (12M)

AUM
AB Arya European Alpha £106m
Fulcrum Thematic Equity Market Neutral £96m

Strategy AUM

30 September 2020
£14.5b -22% YOY

Largest Funds

AUM
Pictet Agora £1.2b
Lumyna - Sandbar Global Equity M... £1.2b
Schroder GAIA Two Sigma Diversified £1.1b
Man GLG Alpha Select Alternative £1.1b
Merian Global Equity Absolute Re... £1.1b

Largest Inflows (Q3'20 - Q3'19)

Change AUM
Janus Henderson Global Equity Ma... £182m £229m
BMO Real Estate Equity Market Ne... £71m £364m
Pictet Agora £70m £1.2b
Protea UCITS II ECO Advisors ESG... £67m £81m
LGT Sustainable Equity Market Ne... £48m £122m

Largest Outflows (Q3'20 - Q3'19)

Change AUM
Merian Global Equity Absolute Re... £-3,753m £1.1b
Lumyna - Marshall Wace TOPS (Mkt... £-939m £831m
Marshall Wace - MW Systematic Al... £-457m £1.0b
Schroder GAIA Two Sigma Diversified £-349m £1.1b
Blackrock Americas Diversified E... £-342m £734m

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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.