Sub Index - Multi Asset Systematic

Strategy AUM
31 December 2023
£4.9b
-0.4% YoY

Performance

Monthly Returns

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2024 2.1 1.3 3.4
2023 0.2 -0.6 1.6 0.8 2.0
  • 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
Allianz Multi Asset Risk Premia Jun 2018 Global £59m 0.75% Daily 0.4 3.8 -1.8 0.4 3.2 2.4 2.2 -2.3 3.7 3.1 LU1794549805 Daily Luxembourg Allianz GI Claudio Marsala, Makato Kus... Article 6 14 10 70 84 5
Allspring (Lux) Worldwide - Alternative Risk Premia Dec 2019 Global £15m 0.60% 1,000,000 Daily 5.6 -1.7 1.5 3.0 1.1 3.2 11.0 11.3 LU2000544150 Daily Luxembourg Allspring Global Investments Eddie Cheng, Monisha Jayaku... Article 6 79 49 83 84 77
Amundi Bridgewater All Weather Sustainability Jun 2021 Global £68m 0.75% 0% No 1,000,000 Daily -2.9 6.5 0.4 -1.1 1.5 2.3 2.6 -14.0 IE00BMBSC882 Daily Ireland Bridgewater Associates LP No No Article 8 No N/A N/A
AQR Global Risk Parity UCITS Fund Sep 2012 Global £589m 0.40% 0% No 100,000 Daily -0.1 -0.8 4.4 0.4 -0.6 3.2 1.2 3.7 -14.0 -4.5 LU0995952727 Daily Luxembourg AQR Capital Management Ari Levine, Michael Mendels... Yes Yes Article 6 No N/A Yes 24 18 1 5 16
AQR Style Premia UCITS Oct 2014 Global £366m 0.60% 10% Yes 100,000 Daily 1.2 13.5 8.8 1.0 3.3 8.8 12.9 12.7 33.2 71.9 LU1103258866 Daily Luxembourg AQR Capital Management Andrea Frazzini, Yao Hua Oo... Yes Yes Article 6 Yes Yes Yes 67 99 99 98 46
BlackRock Style Advantage Feb 2016 Global £108m 0.66% 0% No 0 Daily 0.4 6.1 12.7 0.2 1.3 2.6 5.6 14.2 25.3 36.4 LU1352906538 Daily Luxembourg BlackRock Investment Manage... Ked Hogan, Philip Hodges Yes Yes Article 6 Yes Yes Yes 82 92 65 94 72
Franklin K2 Athena Risk Premia UCITS Fund Jun 2021 Global £67m 0.60% 5,000,000 Daily 0.5 3.4 1.4 0.2 0.6 1.8 3.1 4.2 14.5 LU2303826205 Daily Luxembourg K2 Advisors Paul Fraynt Article 6
Man AHL Active Balanced Nov 2018 Global £309m 0.75% 0% No 1,000,000 Daily 2.4 17.1 -0.1 1.8 8.3 10.6 16.2 -0.7 1.5 IE00BGGLHL89 Daily Ireland Man Group Plc No Yes Article 6 No N/A N/A 27 23 6 5 9
Man AHL TargetRisk Dec 2014 Global £2.9b 0.75% 0% No 1,000,000 Daily 2.2 14.1 0.3 2.1 6.6 8.2 14.5 0.8 11.8 IE00BRJT7H22 Daily Ireland Man Group Plc Russell Korgaonkar, Otto va... No Yes Article 6 No N/A N/A 34 56 4 8 22
Man Alternative Style Risk Premia Oct 2017 Global £237m 1.00% 0% No 1,000,000 Daily 2.8 5.3 -0.5 0.8 2.6 5.8 6.5 21.6 36.3 IE00BF52FK00 Daily Ireland Man Group Plc Jens Foehrenbach No Yes Article 6 No N/A N/A 94 92 99 89 91
MontLake SHARP UCITS Fund Jul 2020 Global £179m 0.65% 12% 100,000 Daily 0.0 IE00BKSBDJ48 Daily Ireland Banque Pâris Bertrand SA Jerome Chagneau, Matthias J... 40 25 4 11 27
Natixis - Loomis Sayles Alternative Risk Premia Oct 2020 Global £22m 1.00% 100,000 Daily 1.3 11.7 0.2 0.5 2.9 5.9 13.4 16.3 13.6 IE00BM9BYW79 Daily Ireland Loomis, Sayles & Company Loomis Sayles Article 6 53 66 32 32 75
Systematica Alternative Risk Premia Nov 2017 Global £156m 1.00% 0% No 100,000 Daily IE00BDGJFD96 Daily Ireland Systematica Investments Lim... Matthias Hagmann No No Article 6 No N/A N/A 5 19 72 65 24
Displaying 1 - 13 of 13 funds. View all

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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.