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 0.5 1.4
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
RAM (LUX) Systematic Funds Long/Short Glob... Systematic 19.1
Merian Global Equity Absolute Return Systematic 14.0
RAM (LUX) Systematic Funds - Global Equiti... Systematic 12.8
RAM (LUX) Systematic Funds Long/Short Euro... Systematic 10.4
BNP THEAM Quant - Equity World DEFI Market... Systematic 6.9
JL Equity Market Neutral Systematic 6.4
Schroder ISF QEP Global Equity Market Neutral Systematic 4.9
DNCA Invest - Miuri Discretionary 4.8
BNY Mellon Absolute Return Equity Discretionary 4.7
BPI Alternative Iberian Equities Long/Short Discretionary 4.6

Bottom Funds YTD

YTD
H2O Fidelio Discretionary -7.9
Osmosis Resource Efficient Equity Market N... Systematic -7.5
Schroder ISF Sustainable European Market N... Discretionary -6.3
Lumyna - Sandbar Global Equity Market Neut... Discretionary -5.4
Trium ESG Emissions Impact Fund Discretionary -4.7
Fulcrum Thematic Equity Market Neutral Discretionary -3.8
Pictet TR Aquila Discretionary -3.7
Seven Fortress Fund Systematic -3.7
UBAM - Europe Market Neutral Discretionary -2.9
Schroder ISF European Equity Absolute Return Discretionary -2.0

Largest New Launches (12M)

AUM
Fulcrum Thematic Equity Market Neutral £232m
Pictet TR Aquila £160m
AB Arya European Alpha £111m
U Access – Long/Short Japan Corporate Governance £64m
Nordea 1 - Global Equity Market Neutral Fund £24m

Strategy AUM

31 March 2021
£14.8b 0% YOY

Largest Funds

AUM
Lumyna - Sandbar Global Equity M... £1.3b
Pictet Agora £1.2b
Marshall Wace - Systematic Alpha... £1.2b
Merian Global Equity Absolute Re... £1.2b
Exane Pleiade £1.1b

Largest Inflows (Q1'21 - Q1'20)

Change AUM
Lumyna - Sandbar Global Equity M... £636m £1.3b
Exane Pleiade £578m £1.1b
Janus Henderson Global Equity Ma... £250m £330m
Marshall Wace - Systematic Alpha... £247m £1.2b
Marble Bar - Chelodina UCITS £97m £138m

Largest Outflows (Q1'21 - Q1'20)

Change AUM
RAM (LUX) Systematic Funds Long/... £-519m £153m
Schroder GAIA Two Sigma Diversified £-453m £781m
Merian Global Equity Absolute Re... £-341m £1.2b
Lumyna - Marshall Wace TOPS (Mkt... £-208m £692m
BlackRock Americas Diversified E... £-202m £495m

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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.