Multi Strategy

Strategy Research, 23 Apr 2021

Index Research Funds

AH Multi Strategy UCITS Index

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2021 -0.1 0.7 1.1 0.9 0.7 0.0 0.2 0.3 -0.7 0.4 -0.4 1.1 4.2
2020 -0.1 -2.5 -7.5 1.4 0.1 0.2 0.7 0.2 -0.2 -0.7 1.5 1.3 -5.6
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
AQR Style Premia UCITS Systematic 12.6
AQR Systematic Total Return UCITS Fund Systematic 10.5
U Access (IRL) Campbell Absolute Return UCITS Systematic 2.7
Winton Diversified Fund (UCITS) Systematic 2.3
Janus Henderson Global Multi-Strategy Fund Discretionary 2.1
JSS Alternative Multi-Strategy Multi Manager 1.5
Franklin K2 Athena Risk Premia UCITS Fund Systematic 1.4
BNP Paribas Absolute Return Multi-Strategy Discretionary 1.2
AXA World Funds - Chorus Multi-Strategy Po... Systematic 1.0
Metzler Alternative Multi Strategy Systematic 0.8

Bottom Funds YTD

YTD
Coeli Multi Asset Fund Systematic -6.5
FORT Global UCITS Diversified Systematic -6.3
Lumyna - Weiss Multi-Strategy UCITS Fund Discretionary -4.3
Nordea 1 - Alpha 15 Systematic -3.8
Jupiter Merlin Real Return Multi Manager -3.4
New Capital Global Alpha Multi Manager -3.0
Valu-Trac icf Absolute Return Portfolio Multi Manager -2.9
Natixis - Loomis Sayles Alternative Risk P... Systematic -2.8
AB Alternative Risk Premia Portfolio Systematic -2.7
Franklin K2 Alternative Strategies Multi Manager -2.7

Largest New Launches (12M)

AUM
Lumyna - Weiss Multi-Strategy UCITS Fund £112m
BlackRock Systematic Multi-Strategy ESG Screene... £25m
Franklin K2 Athena Risk Premia UCITS Fund £16m

Strategy AUM

30 September 2021
£29.5b 11% YOY

Largest Multi Strategy Funds

AUM
Nordea 1 - Alpha 10 £4.3b
Nordea 1 - Alpha 15 £4.2b
Pictet TR Diversified Alpha £2.7b
Neuberger Berman Uncorrelated St... £1.9b
Amundi Absolute Return Multi-Str... £1.6b

Largest Inflows (Q3'21 - Q3'20)

Change AUM
Nordea 1 - Alpha 15 £1.7b £4.2b
Nordea 1 - Alpha 15 £1.6b £4.2b
Nordea 1 - Alpha 10 £1.1b £4.3b
Nordea 1 - Alpha 10 £984m £4.3b
Neuberger Berman Uncorrelated St... £613m £1.9b

Largest Outflows (Q3'21 - Q3'20)

Change AUM
BlackRock Style Advantage £-733m £136m
LFIS Vision UCITS - Premia £-502m £213m
Blackstone Diversified Multi-Str... £-334m £642m
LFIS Vision UCITS - Premia £-320m £213m
Blackstone Diversified Multi-Str... £-292m £642m

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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.