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Man AHL Diversity Alternative DN H GBP Acc

Ranked 3 out of 16 in - Managed Futures over 12 months
All calculations are in GBP unless stated

Managed by

Matthew Sargaison

Matthew Sargaison is the Chief Investment Officer for Man AHL (‘AHL’), with overall responsibility for investment management and research. He served as Chief Risk Officer between 2009 and 2012, prior to which he spent 13 years working at Deutsche Bank, Barclays Capital and UBS. Matthew originally worked for AHL from 1992 to 1995 as a trading system researcher and institutional product designer. Matthew gained his BA/MA in Mathematics from the University of Cambridge in 1991 and a Masters in Advanced Computer Science from the University of Sheffield.

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 medium-term capital growth by trading a diversified portfolio of investments through the use of computerised processes that identify trends in markets around the world. In order to achieve its investment objective the Fund employs a systematic, statistically based investment approach that is predominantly designed to identify and capitalise on upward and downward price trends across global markets. Investment decisions are entirely driven by mathematical models based on market trends and other historical relationships.

Showing fund performance in United Kingdom View performance globally

Performance

Managed Futures over : 31/01/2017 - 31/01/2018
  • Rank 3/16 Total Return
  • Rank 14/16 Standard Deviation
  • Rank 7/16 Max Drawdown
Fund Name Currency Return
1 Montlake Dunn WMA Institutional UCITS Inst B GBP GBP

17.8%

2 FundLogic Quantica Managed Futures UCITS B1 GBP GBP

17.1%

3 Man AHL Diversity Alternative DN H GBP Acc

Currency exposure is hedged

Currency exposure is hedged

GBP

16.5%

4 DB Platinum IV Systematic Alpha I1C-G GBP

12.5%

5 Lyxor/WNT Fund I GBP GBP

12.3%

Fund Name Currency Risk
12 Montlake Dunn WMA Institutional UCITS Inst B GBP GBP

9.7

13 GAM Star Keynes Quantitative Strategies GBP Acc GBP

10.5

14 Man AHL Diversity Alternative DN H GBP Acc

Currency exposure is hedged

Currency exposure is hedged

GBP

11.9

15 Schroder GAIA BlueTrend C Acc GBP Hdg

Currency exposure is hedged

Currency exposure is hedged

GBP

12.7

16 MS Lynx UCITS P GBP GBP

16.4

Fund Name Currency Loss
5 SEB 1 Asset Selection C (H-GBP) GBP

-2.3%

6 DB Platinum IV Systematic Alpha I1C-G GBP

-2.5%

7 Man AHL Diversity Alternative DN H GBP Acc

Currency exposure is hedged

Currency exposure is hedged

GBP

-3.0%

8 MS Long Term Trends B UCITS GBP Acc GBP

-3.3%

9 Fulcrum Multi Asset Trend Z GBP GBP

-3.8%

Total Return

Quarterly Performance

to 01/01/2018 Annual Q1 Q2 Q3 Q4
2017 9.4% 2.0% 0.5% 3.6% 3.1%
2016 -0.4% 4.8% -3.5% -2.1% 0.6%
2015 -2.4% 8.3% -7.9% 3.9% -5.8%
2014 25.9% -1.3% 10.7% 5.2% 9.6%
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%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. France
  2. Liechtenstein
  3. Luxembourg
  4. Spain
  5. Switzerland
  6. United Kingdom

Fund Info

  • Launch date03/11/2009
  • Share Class size01Mn
  • Base currencyGBP
  • ISIN LU0424370269
  • Currency exposure is hedged

Purchase Info

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

Charges

  • Annual management1.75%
  • Initial investment5

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