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 -0.4 -0.5
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
LO Funds - TerreNeuve Discretionary 15.1
InRIS Perdurance Market Neutral Discretionary 14.5
Trium ESG Emissions Impact Fund Discretionary 9.6
Memnon Market Neutral Discretionary 8.4
Velox Fund Discretionary 7.8
Fidelity Absolute Return Global Equity Systematic 4.3
Lumyna - MW Systematic Alpha UCITS Fund Systematic 4.2
Man GLG Alpha Select Alternative Discretionary 4.1
Melchior European Absolute Return Discretionary 4.0
Lumyna - MW ESG (Market Neutral) TOPS UCIT... Systematic 3.4

Bottom Funds YTD

YTD
Zest North America Pairs Relative Discretionary -15.4
Seven Fortress Fund Systematic -15.1
Exane Ceres Discretionary -8.6
UBAM - Europe Market Neutral Discretionary -8.4
Portland Hill Fund SICAV - ESG European Lo... Discretionary -7.5
U Access – Long/Short Japan Corporate Gove... Discretionary -7.1
DNCA Invest - Miuri Discretionary -6.9
Schroder ISF Sustainable European Market N... Discretionary -6.6
Globersel Anavon Absolute Alpha Discretionary -5.9
Aegon Global Equity Market Neutral Discretionary -5.8

Largest New Launches (12M)

AUM
Wellington Climate Market Neutral Fund £26m

Strategy AUM

31 March 2022
£17.1b 20% YOY

Largest Funds

AUM
Exane Pleiade £1.6b
Man GLG Alpha Select Alternative £1.5b
Lumyna - MW TOPS (Market Neutral... £1.3b
Lumyna - MW Systematic Alpha UCI... £1.2b
Lumyna - Sandbar Global Equity M... £1.1b

Largest Inflows (Q1'22 - Q1'21)

Change AUM
Candriam Absolute Return Equity ... £614m £810m
Exane Pleiade £573m £1.6b
Lumyna - MW TOPS (Market Neutral... £573m £1.3b
Man GLG Alpha Select Alternative £542m £1.5b
LandseerAM European Equity Focus... £308m £384m

Largest Outflows (Q1'22 - Q1'21)

Change AUM
Pictet Agora £-679m £543m
Lumyna - Sandbar Global Equity M... £-158m £1.1b
Schroder GAIA Two Sigma Diversified £-141m £640m
Exane Ceres £-92m £395m
Pictet TR Aquila £-89m £72m

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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.