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 2.6
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 Systematic Total Return UCITS 25.6
AQR Style Premia UCITS 18.5
SEI Liquid Alternative 8.2
KLS Ionic Relative Value Arbitrage Fund 7.0
Winton Diversified Fund (UCITS) 6.8
InRIS CFM Diversified 6.6
Valu-Trac icf Absolute Return Portfolio 6.5
NN (L) Alternative Beta 6.3
CS (Lux) Liquid Alternative Beta 6.3
Winton Absolute Return Futures Fund 6.2

Bottom Funds YTD

YTD
IAM Core Defensive -3.6
LGT Dynamic Protection UCITS -2.6
Neuberger Berman Uncorrelated Strategies -2.3
JPM Multi-Manager Sustainable Long-Short Fund -2.3
Alma Platinum IV UBS Multi Strategy Altern... -1.9
BNP Paribas Absolute Return Multi-Strategy -1.9
LO Funds - Alternative Risk Premia -1.8
Pictet TR Diversified Alpha -1.4
FORT Global UCITS Diversified -0.8
LFIS Vision UCITS - Premia -0.6

Largest New Launches (12M)

AUM
Janus Henderson Global Multi-Strategy Fund £139m
KLS Ionic Relative Value Arbitrage Fund £135m
Brummer Multi Strategy UCITS £95m
Natixis - Loomis Sayles Alternative Risk Premia £22m
MontLake - Kingswood Defensive Alpha Absolute R... £12m

Strategy AUM

31 March 2021
£24.8b 21% YOY

Largest Multi Strategy Funds

AUM
Nordea 1 - Alpha 10 £3.3b
Nordea 1 - Alpha 15 £3.0b
Pictet TR Diversified Alpha £2.8b
Neuberger Berman Uncorrelated St... £1.4b
Amundi Absolute Return Multi-Str... £1.4b

Largest Inflows (Q1'21 - Q1'20)

Change AUM
Nordea 1 - Alpha 15 £1.2b £3.0b
Nordea 1 - Alpha 10 £857m £3.3b
Neuberger Berman Uncorrelated St... £498m £1.4b
JPM Multi-Manager Alternatives Fund £377m £1.2b
Pictet TR Diversified Alpha £272m £2.8b

Largest Outflows (Q1'21 - Q1'20)

Change AUM
BlackRock Style Advantage £-1,833m £152m
LFIS Vision UCITS - Premia £-1,141m £361m
AQR Style Premia UCITS £-602m £462m
Blackstone Diversified Multi-Str... £-577m £853m
Winton Diversified Fund (UCITS) £-331m £89m

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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.