May 2015

Evolution of the universe of Alternative UCITS funds

Evolution of AUM in Alternative UCITS funds

LuxHedge :

• Tracks the performance and strategies of the rapidly growing universe of all alternative UCITS funds• Analyses alternative UCITS strategies and reports a unique index benchmark for each strategy• Provides consultancy services to clients in their research of the alternative UCITS universe• Provides market data and intelligence based on individual fund performance and across strategies• Brings together players in the alternative UCITS world

 

Since its inception in 2012, LuxHedge has developed deep and comprehensive expertise across the universe of all European alternative UCITS funds

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Asset Under Management (EURbn RH Scale)

Number of Funds (LH Scale)

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Market breakdown

As of April 30th, 2015, 6 strategies have €10B and more of AUM

AUM (EURm)

Long/Short Global 9,934

Long/Short Europe 24,679

Long/Short US 5,992

Long/Short Emerging Markets 914

Long/Short Asia Including Japan 1,483

Equity Market Neutral 24,013

Event Driven 6,564

Fixed Income Arbitrage 118,855

Convertibles Arbitrage 4,979

Currency Arbitrage 2,017

Volatility Arbitrage 4,157

Commodity Arbitrage 678

CTA / Managed Futures 7,949

Global Macro 43,063

Multi-Strategy 87,735

Fund of Funds 11,377

TOTAL 354,390

Long/Short Global

Long/Short Europe

Long/Short US

Long/Short Emerging Markets

Long/Short Asia Including Japan

Equity Market Neutral

Event Driven

Fixed Income Arbitrage

Convertibles Arbitrage

Currency Arbitrage

Volatility Arbitrage

Commodity Arbitrage

CTA / Managed Futures

Global Macro

Multi-Strategy

Fund of Funds

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Evolution of AUM in the main UCITS Alternative strategies

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100,000

120,000

140,000

Fixed Income Arbitrage Multi-Strategy Global Macro

Long/Short Europe Equity Market Neutral Fund of Funds

Number of Funds AUM (EURm) NA Less than 20m 20m -50m 50m - 100m 100m - 200m 200m - 300m 300m - 500m 500m - 1bn Over 1bn

Long/Short Global 90 9,934 4 26 26 15 6 5 3 4 1Long/Short Europe 119 24,679 7 23 27 15 21 2 8 10 6

Long/Short US 25 5,992 2 5 3 5 3 2 2 1 2Long/Short Emerging Markets 11 914 1 2 2 0 5 1 0 0 0

Long/Short Asia Including Japan 22 1,483 1 6 4 4 7 0 0 0 0Equity Market Neutral 101 24,013 0 24 17 19 11 12 7 5 6

Event Driven 47 6,564 3 16 7 7 7 2 1 2 2Fixed Income Arbitrage 232 118,855 0 35 41 30 36 10 23 25 32Convertibles Arbitrage 22 4,979 0 1 4 2 9 1 2 3 0

Currency Arbitrage 31 2,017 2 14 6 3 3 2 0 1 0Volatility Arbitrage 32 4,157 0 8 8 5 7 0 2 1 1

Commodity Arbitrage 17 678 0 8 4 3 2 0 0 0 0CTA / Managed Futures 81 7,949 0 29 25 12 4 6 2 1 2

Global Macro 145 43,063 1 48 28 26 17 7 7 3 8Multi-Strategy 124 87,735 2 23 28 18 25 8 5 6 9Fund of Funds 123 11,377 5 48 25 15 12 9 5 4 0

TOTAL 1222 354,390 28 316 255 179 175 67 67 66 69

Number of funds within each AUM size range

Alternative UCITS Universe as of 30.04.2015

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Dec-09 Jun-10 Dec-10 Jun-11 Dec-11 Jun-12 Dec-12 Jun-13 Dec-13 Jun-14 Dec-14-25

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Alternative UCITS Liquidated New Alternative UCITS Launched

Florent Perretfp@luxhedge.com+352 26 44 01 70 36www.luxhedge.com

Disclaimer

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