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
2021 0.3 0.3 0.4 0.6 0.2 0.0 0.3 0.3 -0.5 0.3 -0.2 0.5 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
LO Funds - TerreNeuve Discretionary 7.2
Pictet Agora Discretionary 4.5
InRIS Perdurance Market Neutral Discretionary 4.4
Trium ESG Emissions Impact Fund Discretionary 3.6
Memnon Market Neutral Discretionary 3.2
AXA World Funds - Chorus Equity Market Neu... Systematic 2.1
Velox Fund Discretionary 1.9
Fidelity Absolute Return Global Equity Systematic 1.8
U Access – Long/Short Japan Corporate Gove... Discretionary 1.8
DNCA Invest - Miuri Discretionary 1.4

Bottom Funds YTD

YTD
Pictet TR Aquila Discretionary -5.1
BNP THEAM Quant - Equity World DEFI Market... Systematic -4.9
Seven Fortress Fund Systematic -4.7
Fulcrum Thematic Equity Market Neutral Discretionary -3.9
Globersel Anavon Absolute Alpha Discretionary -3.6
UBAM - Europe Market Neutral Discretionary -3.6
Aegon Global Equity Market Neutral Discretionary -3.1
Zest North America Pairs Relative Discretionary -3.0
Schroder ISF Sustainable European Market N... Discretionary -2.6
Schroder ISF European Equity Absolute Return Discretionary -2.6

Largest New Launches (12M)

AUM
GMO Equity Dislocation Strategy £164m

Strategy AUM

30 September 2021
£15.0b 0% YOY

Largest Funds

AUM
Exane Pleiade £1.6b
Man GLG Alpha Select Alternative £1.4b
Marshall Wace - Systematic Alpha... £1.2b
Lumyna - Sandbar Global Equity M... £1.2b
Merian Global Equity Absolute Re... £1.1b

Largest Inflows (Q3'21 - Q3'20)

Change AUM
Exane Pleiade £911m £1.6b
Exane Pleiade £787m £1.6b
Candriam Absolute Return Equity ... £410m £580m
Man GLG Alpha Select Alternative £366m £1.4b
LandseerAM European Equity Focus... £265m £302m

Largest Outflows (Q3'21 - Q3'20)

Change AUM
Pictet Agora £-735m £574m
Schroder GAIA Two Sigma Diversified £-438m £627m
RAM (LUX) Systematic Funds Long/... £-410m £165m
Pictet Agora £-406m £574m
RAM (LUX) Systematic Funds Long/... £-297m £165m

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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.