Fact sheet: Man AHL Ml Strategy Alt

Fund information
Fund name
Man AHL Multi Strategy Alternative DN H GBP
Fund manager company
GLG Partners LP
Fund type
No data available.
Fund managers
  • Nick Grangersince 15/11/2016
Fund objective
Man AHL Multi Strategy Alternative aims to achieve medium-term capital growth in all market conditions by being broadly diversified along system styles, asset classes,regions, and time horizons.
Benchmark
  • HFRI EH: Quantitative Directional Index
Investment style
Multi Strategy
Investment method
Mixed
Quick stats
1 Year return
-3.7%
1 Year rank in sector
84/124
Sector
FO Hedge/Stru Prod - Mixed
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
2.19%
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.
49
Top in this sector
Fund name1 Year
LFIS VisionPremiaOpps19.4%
Castellain Value16.6%
Garraway Garr FT14.6%
Avia Altus13.8%
Pimco GIS Stk Pl10.7%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.6%-1.5%-1.1%-3.7%--
Sector-0.1%-1.6%-0.5%-1.7%3.5%6.6%
Rank within sector36 / 12187 / 14387 / 13884 / 124--
Quartile2nd3rd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund-2.5%----
Sector-1.3%-0.6%5.1%1.4%1.9%
Rank within sector80 / 127----
Quartile3rd
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high98.08
52 week low90.31
Current bid price-
Current offer price-
Current mid price93.35
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
GLG Partners
Fund manager company
GLG Partners LP
Fund type
No data available.
Fund objective
Man AHL Multi Strategy Alternative aims to achieve medium-term capital growth in all market conditions by being broadly diversified along system styles, asset classes,regions, and time horizons.
Benchmark
  • HFRI EH: Quantitative Directional Index
Investment style
Multi Strategy
Investment method
Mixed
Fund managers
NameSinceBiography
Nick Granger15/11/2016Nick Granger is CIO of AHL Dimension, AHL’s systematic multi-strategy product. He also has responsibility for cross asset-class research across AHL, including development of AHL’s systematic volatility trading strategies. Nick joined AHL in 2008 from JP Morgan where he worked as an equity derivatives strategist developing quantitative trading strategies. Dr. Granger holds a BA in mathematics from the University of Oxford and a PhD in Mathematical Logic from University of Manchester.
Compliance
UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Belgium, Switzerland, Germany, Spain, Finland, France, United Kingdom, Ireland, Italy, Liechtenstein, Luxembourg, Offshore, Singapore, Sweden
Man AHL Multi Strategy Alternative DN
Initial charge5%
Annual charge1.75%
Min single investment£1,000
Min regular saving£500
Available in ISANo
Ongoing charge (OCF)2.19%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price98.14
CurrencyUSD
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKYWQ
Man AHL Multi Strategy Alternative DN H Acc EUR
Initial charge5%
Annual charge1.75%
Min single investment£1,000
Min regular saving£500
Available in ISANo
Ongoing charge (OCF)2.19%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price97.64
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN2DA
Man AHL Multi Strategy Alternative DN H GBP
Initial charge5%
Annual charge1.75%
Min single investment£1,000
Min regular saving£500
Available in ISANo
Ongoing charge (OCF)2.19%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price93.35
CurrencyGBP
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN0HI
Man AHL Multi Strategy Alternative DN H SEK
Initial charge5%
Annual charge1.75%
Min single investment£5,000
Min regular saving£2,000
Available in ISANo
Ongoing charge (OCF)2.18%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price98.25
CurrencySEK
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN96V
Man AHL Multi Strategy Alternative IN
Initial charge5%
Annual charge1%
Min single investment£100,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.44%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price99.9
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKYVO
Man AHL Multi Strategy Alternative IN H Acc GBP
Initial charge5%
Annual charge1%
Min single investment£100,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.43%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price97.81
CurrencyGBP
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNDHL
Man AHL Multi Strategy Alternative IN H EUR
Initial charge5%
Annual charge1%
Min single investment£100,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.43%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price94.12
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBN4E
Data provided by

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