Fact sheet: AHL Evolution

Fund information
Fund name
AHL Evolution A1 AUD
Fund manager company
Man Investments
Fund type
No data available.
Fund managers
  • Matthew Sargaisonsince 30/09/2013
  • Tim Wongsince 30/09/2013
Fund objective
The investment objective of the Class A1 Evolution USD Shares and Class A1 Evolution AUD Shares (the "Shares") is to achieve medium-term capital gains.
Benchmark
  • Barclay BTOP 50 Index
Investment style
Multi Strategy
Investment method
Futures
Quick stats
1 Year return
2.2%
1 Year rank in sector
25/124
Sector
FO Hedge/Stru Prod - Mixed
Yield
-
Fund size
£0m
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
118
Top in this sector
Fund name1 Year
LFIS VisionPremiaOpps19.4%
Castellain Value16.6%
Avia Altus14.6%
Garraway Garr FT14.5%
Nordea 1 Alpha 1510.8%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.5%-1.6%-0.7%2.2%35.1%-
Sector0.1%-1.6%-0.5%-1.7%3.4%6.6%
Rank within sector97 / 12086 / 14382 / 13825 / 1243 / 83-
Quartile4th3rd3rd1st1st
Calendar performance
 YTD - 20162015201420132012
Fund3.7%5.1%22.3%--
Sector-1.4%-0.6%5.1%1.4%1.9%
Rank within sector24 / 12712 / 1085 / 89--
Quartile1st1st1st
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
9.49
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
1.91
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
0.84
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
9.27
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
8.57
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
1.18
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.18
Price movement
52 week high1.56
52 week low1.44
Current bid price-
Current offer price-
Current mid price1.5
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
Man Investments
Fund manager company
Man Investments
Fund type
No data available.
Fund objective
The investment objective of the Class A1 Evolution USD Shares and Class A1 Evolution AUD Shares (the "Shares") is to achieve medium-term capital gains.
Benchmark
  • Barclay BTOP 50 Index
Investment style
Multi Strategy
Investment method
Futures
Fund managers
NameSinceBiography
Matthew Sargaison30/09/2013Matthew 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 Wong30/09/2013Tim Wong is the Executive Chairman of Man AHL (‘AHL’), which was formed through the merger of Man Group’s two quantitative investing businesses in February 2013. Tim is also a member of the Man Group Executive Committee. Prior to this he was the CEO of Man AHL for 10 years. He joined Man AHL in 1991 as a research analyst, and later assumed overall responsibility for the day-to-day running of the research and investment management operations. Tim graduated from the University of Oxford in 1991 with a first-class honours degree in Engineering Science. He subsequently gained an MSc in Statistics and Operational Research from London University. He is an associate of the UK Society of Investment Professionals.
Compliance
Transparent for Swiss Tax, Reporting Fund Status
Domicile
No data available.
Fund for sale in
Cayman Islands, Finland, United Kingdom, Republic Of Korea, Netherlands, Offshore, Singapore, Sweden
AHL Evolution A
Initial charge-
Annual charge2%
Min single investment£1,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1.5447
CurrencyUSD
Price updated31/10/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMA4I
AHL Evolution A1 AUD
Initial charge-
Annual charge2%
Min single investment£1,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1.4963
CurrencyAUD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJQJS
Data provided by

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