Multi Strategy

Strategy Research, 15 Apr 2020

Index Research Funds

AH Multi Strategy UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 -0.1 -2.5 -7.5 1.4 0.1 0.2 0.7 0.2 -7.5
2019 1.1 0.3 0.3 0.4 -1.1 0.9 0.9 -0.3 -0.1 -0.4 0.3 0.1 2.4
2018 1.1 -1.7 -0.6 0.0 -0.7 -0.7 0.3 -0.4 -0.1 -1.7 -1.1 -0.7 -6.3
2017 0.2 1.0 0.0 0.3 0.3 -0.2 0.6 0.6 0.0 1.1 0.3 0.2 4.3
2016 -1.3 -0.5 0.3 -0.6 0.1 -0.3 1.1 0.1 0.1 -0.2 0.1 0.9 -0.3
2015 0.9 1.0 0.5 -0.2 0.6 -1.2 0.4 -1.6 -0.8 1.2 0.1 -0.4 0.3
2014 -0.5 0.9 -0.4 -0.6 0.6 0.4 -0.2 0.6 0.0 -0.7 1.6 -0.1 1.6
2013 1.7 0.4 0.9 0.4 0.5 -1.4 1.2 -0.8 0.7 1.4 0.8 0.7 6.6
2012 1.7 1.7 0.0 -0.2 -1.2 0.0 1.0 0.3 0.3 -0.2 0.4 0.8 4.6
2011 0.3 0.4 -0.1 0.8 -0.9 -1.0 -0.4 -2.3 -1.1 1.1 -1.0 0.2 -4.0
2010 -0.1 0.4 1.6 0.6 -2.4 -0.3 0.8 0.0 1.3 0.8 -0.1 1.3 4.0
Download Index Return Series

Top Funds YTD

YTD
LGT Dynamic Protection UCITS 16.8
Tages Paladin 8.9
Nordea 1 - Alpha 15 7.5
Pictet Diversified Alpha 6.6
AXA World Funds - Chorus Multi-Strategy Po... 5.2
Schroder GAIA Helix 5.0
JPM Multi-Manager Alternatives Fund 4.8
Neuberger Berman Uncorrelated Strategies 4.8
Fidelity Absolute Return Multi Strategy 3.3
RWC Diversified Return Fund 2.7

Bottom Funds YTD

YTD
AQR Style Premia UCITS -22.1
InRIS CFM Diversified -20.0
ERAAM Premia -19.9
Robeco QI Multi Factor Absolute Return -19.5
Winton Diversified Fund (UCITS) -19.3
BlackRock Style Advantage -19.1
JPM Systematic Alpha -17.6
Uni-Global - Alternative Risk Premia -17.1
Aberdeen Alternative Risk Premia Enhanced ... -16.5
AQR Systematic Total Return UCITS -16.0

Largest New Launches (12M)

AUM
JPM Multi-Manager Sustainable Long-Short Fund £87m
Fidelity Absolute Return Multi Strategy £81m

Strategy AUM

30 June 2020
£20.2b -6% YOY

Largest Multi Strategy Funds

AUM
Pictet Diversified Alpha £2.5b
Nordea 1 - Alpha 15 £2.0b
BlackRock Style Advantage £1.6b
Franklin K2 Alternative Strategies £1.5b
Blackstone Diversified Multi-Str... £1.2b

Largest Inflows (Q2'20 - Q2'19)

Change AUM
JPM Multi-Manager Alternatives Fund £690m £934m
Nordea 1 - Alpha 15 £611m £2.0b
Neuberger Berman Uncorrelated St... £415m £1.1b
Goldman Sachs Absolute Return Tr... £140m £602m
Schroder GAIA Wellington Pagosa £98m £454m

Largest Outflows (Q2'20 - Q2'19)

Change AUM
AQR Style Premia UCITS £-1,560m £507m
BlackRock Style Advantage £-999m £1.6b
LFIS Vision UCITS - Premia £-600m £1.1b
Blackstone Diversified Multi-Str... £-432m £1.2b
AQR Systematic Total Return UCITS £-388m £184m

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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.