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 -2.3
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
Man GLG Innovation Equity Alternative Discretionary 13.3
Zest North America Pairs Relative Discretionary 12.0
AXA World Funds - Chorus Equity Market Neu... Systematic 10.3
Trium ESG Emissions Impact Fund Discretionary 8.7
Lumyna - Sandbar Global Equity Market Neut... Discretionary 8.5
LO Funds - TerreNeuve Discretionary 7.6
Marshall Wace - MW Systematic Alpha UCITS ... Systematic 7.0
Janus Henderson Global Equity Market Neutral Discretionary 6.6
HI European Market Neutral Fund Discretionary 5.9
Exane Overdrive Discretionary 5.8

Bottom Funds YTD

YTD
Invesco Global Equity Market Neutral Systematic -20.9
KLS Zebra Global Equity Beta Neutral Systematic -18.9
H2O Fidelio Discretionary -15.9
Schroder GAIA Nuveen US Equity Market Neutral Discretionary -12.3
Schroder ISF QEP Global Equity Market Neutral Systematic -12.3
Plato Global Market Neutral Fund Systematic -9.9
InRIS Perdurance Market Neutral Discretionary -9.9
RAM Long/Short Emerging Markets Equities Systematic -8.3
FORT Global UCITS Equity Market Neutral Systematic -7.5
CZ Absolute Alpha UCITS Discretionary -7.4

Largest New Launches (12M)

AUM
Lumyna - Sandbar Global Equity Market Neutral U... £973m
AB Arya European Alpha £106m
Trium ESG Emissions Impact Fund £24m
Schroder GAIA Nuveen US Equity Market Neutral £15m

Strategy AUM

30 June 2020
£14.1b -30% YOY

Largest Funds

AUM
Merian Global Equity Absolute Re... £1.3b
Pictet Agora £1.2b
Schroder GAIA Two Sigma Diversified £1.2b
Man GLG Alpha Select Alternative £1.1b
Marshall Wace - MW Systematic Al... £1.1b

Largest Inflows (Q2'20 - Q2'19)

Change AUM
Man GLG Alpha Select Alternative £118m £1.1b
Janus Henderson Global Equity Ma... £84m £128m
Pictet Agora £67m £1.2b
LGT Sustainable Equity Market Ne... £61m £107m
Exane Ceres £42m £614m

Largest Outflows (Q2'20 - Q2'19)

Change AUM
Merian Global Equity Absolute Re... £-5,686m £1.3b
Lumyna - Marshall Wace TOPS (Mkt... £-1,202m £865m
BNY Mellon Absolute Return Equity £-526m £272m
Marshall Wace - MW Systematic Al... £-402m £1.1b
H2O Fidelio £-348m £126m

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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.