Register to get unlimited access to all of Citywire’s Fund Manager database. Registration is free and only takes a minute.

MLIS Marshall Wace TOPS UCITS (Mkt Ntrl) GBP B Acc

Ranked 5 out of 13 in - Market Neutral over 12 months
All calculations are in GBP

Managed by

Anthony Clake

Anthony Clake currently works at Marshall Wace where he has been responsible for the evolution of the TOPS strategies since their inception in 2001. As the global portfolio manager for TOPS, he has overseen the geographic expansion of this investment process across Europe, Asia, North and South America as well as Emerging Markets. In recognition of his contribution to the development of Marshall Wace Anthony was made a partner in 2004. Anthony joined Marshall Wace in August 2001 directly from university following consultancy work with the company during 1999 and 2000. Previously he studied Philosophy, Politics and Economics at Queen's College, Oxford.

Alan Hofmeyr

Alan Hofmeyr joined Marshall Wace in 2008 as head of quantitative research and was made a partner of Marshall Wace in December 2011. He joined the firm from Lehman Brothers, where he was head of the quantitative portfolio advisory team, with responsibility for advising quantitative asset managers on key elements of the investment process, including alpha generation, risk modelling and portfolio construction. Alan holds an MBA in Finance with Distinction from the London Business School and a BA (Hons) in Industrial Economics from the University of Nottingham.

Objective

The investment objective of the Sub-Fund is to provide investors with consistent absolute returns primarily through investing in global equities. The Sub-Fund will be predominantly focused on European equities, but Marshall Wace LLP (the "Investment Manager") will also allocate a proportion of the Sub-Fund’s assets to strategies in Asia, Australasia and North and South America. The Sub-Fund will seek to preserve capital through the use of various risk management techniques, given its long term investment strategy.

Performance

Market Neutral over : 31/10/2013 - 31/10/2014
  • Rank 5/13 Total Return
  • Rank 6/13 Standard Deviation
  • Rank 6/13 Max Drawdown
Fund Name Risk
4 GLG European Alpha Alternative DN H GBP

Currency exposure is hedged

Currency exposure is hedged

0.7

5 Kames UK Equity Absolute Return B Acc

0.8

6 MLIS Marshall Wace TOPS UCITS (Mkt Ntrl) GBP B Acc

0.9

7 Old Mutual Global Equity Abs Return GBP A Acc Hdgd

Currency exposure is hedged

Currency exposure is hedged

1.0

8 AC - Risk Parity 7 Fund GBP A

1.4

Fund Name Loss
4 Old Mutual Global Equity Abs Return GBP A Acc Hdgd

Currency exposure is hedged

Currency exposure is hedged

-1.6%

4 Julius Baer EF Absolute Return Europe Eq-GBP Bh

Currency exposure is hedged

Currency exposure is hedged

-1.6%

6 MLIS Marshall Wace TOPS UCITS (Mkt Ntrl) GBP B Acc

-1.8%

7 AC - Risk Parity 7 Fund GBP A

-1.9%

8 GLG European Alpha Alternative DN H GBP

Currency exposure is hedged

Currency exposure is hedged

-3.2%

Total Return

Quarterly Performance

to 31/10/2014 Annual Q1 Q2 Q3 Q4
2014 4.0% 0.4% -0.2% 2.0% 1.8%
2013 8.7% 4.3% 1.5% -0.1% 2.8%
2012 6.9% 2.3% -1.5% 5.0% 1.0%
2011 3.2% 1.9% 0.4% -1.2% 2.1%
2010 0.2% 1.0% -2.5% 0.5% 1.2%
2009 0.3% 0.3%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. Belgium
  3. Denmark
  4. Finland
  5. France
  6. Germany
  7. Ireland
  8. Italy
  9. Luxembourg
  10. Netherlands
  11. Norway
  12. Portugal
  13. Singapore
  14. Spain
  15. Sweden
  16. Switzerland
  17. United Kingdom

Fund Info

  • Launch date23/11/2007
  • Share Class size156Mn
  • Base currencyGBP
  • ISIN LU0333227121

Purchase Info

  • Min. initial investment1Mn
  • Min. additional investment0

Charges

  • Annual management1.5%
  • Initial investment0

Related News

AAA-rated Marshall Wace star’s long/short funds to soft-close

Marshall Wace is to restrict flows into Citywire AAA-rated Anthony Clake’s long/short Ucits funds, Wealth Manager can reveal.

Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in GBP).