Multi Strategy

Index Research Funds

AH Multi Strategy UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2019 1.1 0.3 0.3 0.4 -1.1 0.9 0.9 -0.3 -0.1 -0.4 0.3 2.3
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
MontLake Advent Global Partners UCITS 15.3
FORT Global UCITS Diversified 14.3
Fulcrum Alternative Beta Plus Daily 11.8
Nordea 1 - Alpha 15 11.0
Algebris Asset Allocation 9.7
Gateway Target Beta UCITS Fund 9.0
Goldman Sachs Absolute Return Tracker Portfolio 8.8
GAM Star Alpha Spectrum 8.7
Neuberger Berman Absolute Return Multi Strategy 8.4
Goldman Sachs Global Multi-Manager Alternatives Port... 7.7

Bottom Funds YTD

YTD
Aberdeen Alternative Risk Premia Enhanced Fund -16.3
Lumyna - AQR Global Relative Value UCITS -14.3
Schroder ISF Alternative Risk Premia -10.3
Kairos International SICAV - Algo -6.1
AQR Style Premia UCITS -5.8
Serviced Platform Lampe GRIP -3.9
BlackRock Style Advantage -2.4
AQR Systematic Total Return UCITS -2.1
IAM Core Defensive -2.0
White Fleet II Thalia Select UCITS -1.9

Largest New Launches (12M)

AUM
ASI HFRI-I Liquid Alternatives UCITS Fund £547m

Strategy AUM

30 September 2019
£23.2b 0% YOY

Largest Multi Strategy Funds

AUM
BlackRock Style Advantage £2.7b
Pictet Diversified Alpha £2.7b
AQR Style Premia UCITS £1.9b
Franklin K2 Alternative Strategies £1.8b
LFIS Vision UCITS - Premia £1.8b

Largest Inflows (Q3'19 - Q3'18)

Change AUM
Nordea 1 - Alpha 15 £554m £1.5b
Blackstone Diversified Multi-Str... £301m £1.7b
Neuberger Berman Uncorrelated St... £240m £788m
Schroder GAIA Wellington Pagosa £220m £397m
Goldman Sachs Absolute Return Tr... £174m £586m

Largest Outflows (Q3'19 - Q3'18)

Change AUM
Lumyna - AQR Global Relative Val... £-726m £153m
AQR Style Premia UCITS £-491m £1.9b
Pictet Diversified Alpha £-436m £2.7b
JPM Systematic Alpha £-272m £400m
AQR Systematic Total Return UCITS £-268m £555m

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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.