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Man AHL Diversity MUS D33 GBP

Ranked 4 out of 11 in - Managed Futures over 12 months
All calculations are in GBP

Managed by

Sandy Rattray

Sandy Rattray is the CEO of AHL & MSS and is also a member of the Man Executive Committee. Prior to this he was the CIO of Man Systematic Strategies, created in 2010 to develop new systematic strategies at the firm. Sandy joined Man via GLG in 2007, after 15 years at Goldman Sachs where he was a managing director in charge of their proprietary Fundamental Strategy group. Sandy is a co-inventor of the VIX index. He has a double first class MA in Natural Sciences and Economics from Jesus College, Cambridge and a Licence Spéciale from the Université Libre de Bruxelles.

Tim Wong

Tim Wong is the Executive Chairman of AHL/MSS, which was formed through the merger of Man Investment’s two quantitative investing businesses in February 2013. Prior to the merger, Wong was the CEO of AHL for 10 years, having first joined the company as a research analyst in 1991. Wong graduated from the University of Oxford with a degree in Engineering Science, later gaining an MSc in Statistics and Operational Research from London University. He is an associate of the UK Society of Investment Professionals.

Objective

The Fund aims to produce positive returns in any market conditions on a twelve month rolling basis. The Fund aims to achieve medium-capital growth via an exposure to the AHL Trend Index (the 'Index') and an investment strategy that uses computerized processes to identify financial market trends across rising and falling global financial markets.

Performance

Managed Futures over : 30/09/2013 - 30/09/2014

Total Return

Quarterly Performance

to 30/09/2014 Annual Q1 Q2 Q3 Q4
2014 14.9% -1.3% 10.7% 5.2%
2013 -2.6% 2.6% -5.2% -4.5% 4.8%
2012 -2.3% -1.8% -2.0% 1.8% -0.3%
2011 -5.9% -5.4% -0.5% 4.3% -4.1%
2010 9.1% 1.8% 1.3% 3.1% 2.7%
2009 -4.9% -4.9%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Luxembourg
  2. Switzerland
  3. United Kingdom

Fund Info

  • Launch date03/11/2009
  • Share Class size02Mn
  • Base currencyGBP
  • ISIN LU0424370269

Purchase Info

  • Min. initial investment100,000
  • Min. additional investment0

Charges

  • Annual management1.8%
  • Initial investment5

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