Sub Index - Multi Asset Discretionary

Strategy AUM
31 December 2023
£42.6b
-11.1% YoY

Performance

Monthly Returns

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2024 -0.5 0.7 0.2
2023 -1.3 -1.5 3.5 2.9 3.7
  • Region Global
  • Currency Local Currency
  • Frequency Monthly Rebalancing
  • Methodology Equally Weighted
  • Download Index Return Series

Index Constituents

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Name Inception Date Geography AUM AMC Perf. Fee Hurdle Min Inv. Liquidity MTD YTD 2023 1W 1M 3M 6M 1Y 2Y 3Y ISIN Liquidity Domicile Inv. Adviser Portfolio Manager UN PRI Signatory Companywide ESG Policy SFDR ESG Data Integration Active Ownership ESG Exclusion List Return Consistency
Percentile Rank
Performance
Percentile Rank
Diversifier
Percentile Rank
Downside Protection
Percentile Rank
Low Risk
Percentile Rank
Berenberg Variato Dec 2018 Global £228m 0.65% 20% 100,000 Daily -1.5 1.0 2.6 0.8 -1.3 -1.0 -1.9 -3.8 -12.9 2.3 LU1878856126 Daily Luxembourg Joh. Berenberg, Gossler & C... Prof. Dr. Bernd Meyer, Ulri... Article 8 10 26 9 9 16
BNY Mellon Global Real Return Jun 2009 Global £179m 1.00% 0% 500,000 Daily 0.4 1.0 2.1 0.1 1.1 4.5 5.8 3.8 -1.7 -0.2 IE00B504KD93 Daily Ireland Newton, a BNY Mellon Company Suzanne Hutchins, James Harris Article 6 16 24 17 20 24
BNY Mellon Real Return Sep 1993 Global £3.0b 1.00% 0% 250,000 Daily 0.5 1.2 1.4 0.2 1.1 4.4 6.2 3.2 -0.7 1.4 GB0001642635 Daily UK Newton, a BNY Mellon Company Suzanne Hutchins, Aron Pata... 11 14 25 22 18
Carmignac Patrimoine Nov 1990 Global £5.7b 0.85% 10% 50,000,000 Daily 1.7 2.3 2.2 0.1 2.6 7.2 4.7 2.8 -1.7 -8.6 FR0010135103 Daily France Carmignac Gestion Rose Ouahba, David Older Article 8 Yes 13 12 28 25 20
Carmignac Portfolio - Patrimoine Nov 2013 Global £1.2b 0.85% 10% 1 Daily 3.0 4.0 0.2 1.5 5.3 5.2 7.7 5.2 -2.6 LU0992627967 Daily Luxembourg Carmignac Gestion Rose Ouahba, David Older Article 8 22 18 28 28 26
DWS Concept Kaldemorgen May 2011 Global £12.2b 0.75% 0% 2,000,000 Daily 0.1 1.4 6.6 -0.2 0.2 2.6 2.9 5.5 5.2 12.4 LU1663838461 Daily Luxembourg DWS Investment GmbH Klaus Kaldemorgen Article 8 71 60 29 35 82
GMO Global Real Return UCITS Nov 2011 Global £427m 0.80% 0% 5,000,000 Daily -1.7 11.9 2.1 3.7 7.0 6.9 5.7 IE00B6WXZ693 Daily Ireland Grantham, Mayo, Van Otterlo... Ben Inker 31 67 19 29 32
JK Global Opportunities Fund Apr 2009 Global £75m 1.25% 15% 100,000 Weekly 4.9 5.7 2.5 5.3 8.6 7.1 10.7 -4.7 -17.3 IE00BBCR2K90 Weekly Ireland JK Investment Management LLP Simon Jones, Francis Kirkpa... 8 4 28 9 6
Latitude Horizon Fund Nov 2016 Global £364m 0.75% 20,000,000 Daily 1.4 4.4 0.1 0.6 3.1 4.3 3.8 3.9 14.2 IE00BDC7CZ89 Daily Ireland Latitude Investment Managem... Freddie Lait 54 75 15 22 60
Mariana Principal Asset Allocation Fund Dec 2014 Global £3m 0.65% 1,000 Daily 0.6 -0.3 0.1 0.4 0.4 2.1 0.2 -1.1 -2.0 IE00BMMV1N47 Daily Ireland Mariana Investment Partners David Blake Article 6 47 25 47 39 44
M&G Dynamic Allocation Fund Dec 2009 Global £1.8b 0.75% 500,000 Daily 0.7 0.5 9.8 0.5 1.2 3.9 5.1 6.5 10.4 16.0 LU1582989965 Daily Luxembourg M&G Investments Juan Nevado, Tony Finding Article 6 61 77 15 24 68
M&G Global Target Return Fund Dec 2016 Global £48m 0.50% 500,000 Daily 0.3 0.0 7.0 0.4 0.2 2.1 5.0 6.0 12.3 16.2 GB00BYM55C75 Daily UK M&G Investments Tristan Hanson 94 77 35 57 98
New Capital Strategic Portfolio Dec 2014 Global £387m 1.21% 1,000,000 Daily 2.0 22.8 0.5 2.6 7.5 9.6 17.3 0.0 -12.2 IE00BTJRKG04 Daily Ireland EFG Asset Management Moz Afzal, Sailesh Bhundia,... Article 8 9 11 7 1 3
Pictet Emerging Markets Multi Asset Feb 2021 Emerging Markets £94m 0.90% 1,000,000 Daily -1.6 10.4 -0.6 0.8 2.1 3.9 7.2 -3.3 -12.1 LU2272220778 Daily Luxembourg Pictet Funds (Europe) S.A. Marco Piersimoni, Shaniel R... Yes Yes Article 6 Yes Yes Yes
Ruffer Total Return International Jul 2011 Global £5.1b 1.10% 0% No 10,000,000 Weekly -2.9 -7.9 0.3 -0.4 -1.1 -1.4 -8.8 -10.2 -2.0 LU0638558394 Weekly Luxembourg Ruffer LLP Jacques Hirsch and Alex Le... Yes Yes Article 6 No Yes N/A 64 43 66 59 39
Seven Diversified Fund Jan 2007 Global £49m 1.00% 10% 100,000 Daily -0.8 3.2 0.0 -0.6 2.3 3.0 1.7 -4.9 -6.8 LU1229132441 Daily Luxembourg Seven Capital Management Seven Capital Management 20 13 12 13 16
SVS Church House Tenax Absolute Return Strategies Nov 2007 Global £221m 0.88% 100,000 Daily 0.4 -1.2 6.6 0.2 0.3 2.3 4.5 2.5 0.3 0.2 GB00BNGY2T93 Daily UK Church House Investment Man... James Mahon, Jeremy Wharton 5 16 10 24 23
Tikehau International Cross Assets Aug 2001 Global £361m 1.00% 10% 1,000,000 Daily 1.9 8.2 -0.4 0.5 3.9 5.9 9.5 3.9 7.6 LU2147879626 Daily France Tikehau Capital Romain Friedman, Vincent Me... Article 8 35 39 42 49 52
Trojan Fund May 2001 Global £5.5b 1.00% 250,000 Daily 0.3 0.4 2.7 0.1 0.0 2.1 2.1 3.0 0.4 13.9 GB0034243732 Daily UK Troy Asset Management Sebastian Lyon Yes 65 63 36 33 81
Tungsten PARITON UI Jun 2014 Global £30m 1.25% 15% 250,000 Daily -1.0 13.0 -0.1 -0.6 1.9 3.8 6.9 -5.5 -7.7 DE000A1W8945 Daily Germany Tungsten Capital Management... Lutz Klaus, Dominik Poiger,... Article 8 3 11 7 4 7
WS Ruffer Diversified Return Fund Sep 2021 UK £1.9b 0.90% 0% No 50,000,000 Daily 0.4 -2.1 -5.4 0.6 0.1 0.0 -0.3 -5.7 -6.5 GB00BMWLQW82 Daily UK Ruffer LLP Duncan MacInnes & Ian Rees Yes Yes Yes Yes Yes
WS Ruffer Total Return Sep 2000 Global £2.6b 1.00% 30,000,000 Weekly -2.7 -6.1 -0.1 -0.3 -1.2 -1.3 -7.8 -7.7 0.1 GB00B03JB001 Weekly UK Ruffer LLP Steve Russell, Alexander Ch... 74 50 42 43 48
Displaying 1 - 22 of 22 funds. View all

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