Multi Strategy

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 -9.9
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
Nordea 1 - Alpha 15 5.9
Neuberger Berman Uncorrelated Strategies 5.7
Pictet Diversified Alpha 0.9
Schroder GAIA Helix -1.3
Neuberger Berman Absolute Return Multi Str... -2.8
LO Funds - Alternative Risk Premia -3.1
BNP THEAM - Absolute Alpha -3.4
Schroder GAIA Wellington Pagosa -3.6
GAM Systematic Alternative Risk Premia -3.7
Systematica Alternative Risk Premia -4.1

Bottom Funds YTD

YTD
Serviced Platform Lampe GRIP -38.6
Exane Integrale -27.6
Lumyna - AQR Global Relative Value UCITS -21.4
Robeco QI Multi Factor Absolute Return -19.2
Aberdeen Alternative Risk Premia Enhanced ... -18.6
Metzler Alternative Multi Strategy -17.4
Blackstone Diversified Multi-Strategy -17.4
InRIS CFM Diversified -17.1
Algebris Asset Allocation -16.2
Fulcrum Risk Premia -15.7

Strategy AUM

31 December 2019
£22.4b 5% YOY

Largest Multi Strategy Funds

AUM
BlackRock Style Advantage £2.5b
Pictet Diversified Alpha £2.4b
LFIS Vision UCITS - Premia £1.9b
Blackstone Diversified Multi-Str... £1.7b
Franklin K2 Alternative Strategies £1.7b

Largest Inflows (Q4'19 - Q4'18)

Change AUM
Nordea 1 - Alpha 15 £570m £1.6b
Blackstone Diversified Multi-Str... £308m £1.7b
LFIS Vision UCITS - Premia £300m £1.9b
Goldman Sachs Absolute Return Tr... £242m £618m
Neuberger Berman Uncorrelated St... £221m £901m

Largest Outflows (Q4'19 - Q4'18)

Change AUM
AQR Style Premia UCITS £-613m £1.7b
Pictet Diversified Alpha £-519m £2.4b
Lumyna - AQR Global Relative Val... £-493m £128m
JPM Systematic Alpha £-397m £281m
AQR Systematic Total Return UCITS £-352m £415m

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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.