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
2021 -0.1 -0.1
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
KLS Ionic Relative Value Arbitrage Fund 12.0
AQR Systematic Total Return UCITS 7.1
AQR Style Premia UCITS 4.7
Allianz Multi Asset Risk Premia 4.3
UBAM - Multifunds Alternative 4.1
Algebris Allocation Fund 4.0
Winton Diversified Fund (UCITS) 3.7
JPM Multi-Manager Alternatives Fund 3.5
Schroder GAIA Helix 3.4
Syquant Helium Invest 3.3

Bottom Funds YTD

YTD
FORT Global UCITS Diversified -5.0
Systematica Alternative Risk Premia -3.3
AXA World Funds - Chorus Multi-Strategy Po... -3.2
Man AHL Multi Strategy Alternative -2.4
Aberdeen Alternative Risk Premia Enhanced ... -2.3
Levendi Thornbridge Defined Fund -2.0
Boussard & Gavaudan Absolute Return -1.9
Nordea 1 - Alpha 15 -1.6
IAM Core Defensive -1.5
Uni-Global - Alternative Risk Premia -1.5

Largest New Launches (12M)

AUM
Brummer Multi Strategy UCITS £95m
Janus Henderson Global Multi-Strategy Fund £95m
KLS Ionic Relative Value Arbitrage Fund £90m
Natixis - Loomis Sayles Alternative Risk Premia £23m
MontLake - Kingswood Defensive Alpha Absolute R... £10m

Strategy AUM

31 December 2020
£20.1b -10% YOY

Largest Multi Strategy Funds

AUM
Nordea 1 - Alpha 10 £3.3b
Pictet TR Diversified Alpha £2.8b
Nordea 1 - Alpha 15 £2.5b
Amundi Absolute Return Multi-Str... £1.5b
Franklin K2 Alternative Strategies £1.3b

Largest Inflows (Q4'20 - Q4'19)

Change AUM
Nordea 1 - Alpha 10 £961m £3.3b
Nordea 1 - Alpha 15 £952m £2.5b
Neuberger Berman Uncorrelated St... £392m £1.3b
Pictet TR Diversified Alpha £379m £2.8b
Amundi Absolute Return Multi-Str... £176m £1.5b

Largest Outflows (Q4'20 - Q4'19)

Change AUM
BlackRock Style Advantage £-2,217m £269m
LFIS Vision UCITS - Premia £-1,416m £533m
AQR Style Premia UCITS £-1,210m £447m
Blackstone Diversified Multi-Str... £-785m £934m
Winton Diversified Fund (UCITS) £-637m £107m

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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.