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 -8.5
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 20.4
Tages Paladin 9.2
Nordea 1 - Alpha 15 6.9
Neuberger Berman Uncorrelated Strategies 5.9
JPM Multi-Manager Alternatives Fund 2.5
Pictet Diversified Alpha 2.5
Schroder GAIA Helix 1.9
MontLake Advent Global Partners UCITS 1.6
Fidelity Absolute Return Multi Strategy 0.7
Goldman Sachs Global Multi-Manager Alterna... 0.4

Bottom Funds YTD

YTD
Lumyna - AQR Global Relative Value UCITS -24.2
AQR Style Premia UCITS -22.4
ERAAM Premia -19.9
InRIS CFM Diversified -19.5
Robeco QI Multi Factor Absolute Return -18.5
Aberdeen Alternative Risk Premia Enhanced ... -18.0
Uni-Global - Alternative Risk Premia -17.7
BlackRock Style Advantage -17.4
JPM Systematic Alpha -17.2
Fulcrum Risk Premia -16.6

Strategy AUM

31 March 2020
£20.5b -9% YOY

Largest Multi Strategy Funds

AUM
Pictet Diversified Alpha £2.5b
BlackRock Style Advantage £2.0b
Nordea 1 - Alpha 15 £1.8b
LFIS Vision UCITS - Premia £1.5b
Franklin K2 Alternative Strategies £1.5b

Largest Inflows (Q1'20 - Q1'19)

Change AUM
Nordea 1 - Alpha 15 £685m £1.8b
Neuberger Berman Uncorrelated St... £197m £936m
Goldman Sachs Absolute Return Tr... £195m £587m
Schroder GAIA Wellington Pagosa £120m £449m
GAM Star Flexible Global Portfolio £71m £100m

Largest Outflows (Q1'20 - Q1'19)

Change AUM
AQR Style Premia UCITS £-1,092m £1.1b
BlackRock Style Advantage £-657m £2.0b
AQR Systematic Total Return UCITS £-409m £353m
Lumyna - AQR Global Relative Val... £-394m £92m
JPM Systematic Alpha £-325m £237m

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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.