Fact sheet: Man AHL Trd Alt

Fund information
Fund name
Man AHL Trend Alternative DN H Acc USD
Fund manager company
Man Investments
Fund type
Offshore Fund
Fund managers
  • Matthew Sargaisonsince 20/07/2009
  • Tim Wongsince 20/07/2009
Fund objective
This fund seeks to achieve medium-term capital growth targeting double digit annualised returns for a target annualised volatility of around 15% over the medium term.
Benchmark
  • Barclay BTOP 50 Index
Investment style
Systematic Trend
Investment method
Mixed
Quick stats
1 Year return
-6.5%
1 Year rank in sector
97/123
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.
1.73%
Fund size
£17m
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.
124
Top in this sector
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LFIS VisionPremiaOpps18.7%
Castellain Value17.6%
Avia Altus14.6%
Garraway Garr FT11.1%
Nordea 1 Alpha 1510.6%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.7%-3.8%-1.4%-6.5%24.3%19.9%
Sector-0.5%-1.2%-0.2%-2.1%3.2%6.9%
Rank within sector26 / 116111 / 14096 / 13797 / 12310 / 8217 / 68
Quartile1st4th3rd4th1st1st
Calendar performance
 YTD - 20162015201420132012
Fund-1.3%-2.7%31.4%-3%-3.5%
Sector-1.3%-0.6%5.1%1.4%1.9%
Rank within sector65 / 12481 / 1081 / 8967 / 8163 / 72
Quartile3rd3rd1st4th4th
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.
3.75
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.
3.39
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.
0.37
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%.
12.05
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.
10.97
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.
0.59
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.
0.33
Price movement
52 week high130.87
52 week low111.99
Current bid price-
Current offer price-
Current mid price116.02
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
Offshore Fund
Fund objective
This fund seeks to achieve medium-term capital growth targeting double digit annualised returns for a target annualised volatility of around 15% over the medium term.
Benchmark
  • Barclay BTOP 50 Index
Investment style
Systematic Trend
Investment method
Mixed
Fund managers
NameSinceBiography
Matthew Sargaison20/07/2009Matthew 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 Wong20/07/2009Tim 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 Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant, MAS Unrestricted Scheme
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Chile, Cyprus, Germany, Spain, Finland, France, United Kingdom, Italy, Liechtenstein, Luxembourg, Netherlands, Norway, Offshore, Singapore, Sweden
Man AHL Trend Alternative CNY
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.7953
CurrencyCNY
Price updated01/04/2012
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0DYQ
Man AHL Trend Alternative DN H Acc EUR
Initial charge5%
Annual charge2%
Min single investment£100,000
Min regular saving£500
Available in ISANo
Ongoing charge (OCF)2.34%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price106.67
CurrencyEUR
Price updated20/07/2014
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJDTL
Man AHL Trend Alternative DN H Acc USD
Initial charge5%
Annual charge1.5%
Min single investment£100,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.73%
Total expense ratio (TER)6.39%
Bid price-
Offer price-
Mid price116.02
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKIW6
Man AHL Trend Alternative DNY Acc USD
Initial charge5%
Annual charge2.5%
Min single investment£15,000
Min regular saving£500
Available in ISANo
Ongoing charge (OCF)2.78%
Total expense ratio (TER)6.07%
Bid price-
Offer price-
Mid price110.01
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKUA2
Man AHL Trend Alternative DNY H Acc CHF
Initial charge5%
Annual charge2.5%
Min single investment£15,000
Min regular saving£500
Available in ISANo
Ongoing charge (OCF)2.78%
Total expense ratio (TER)3.67%
Bid price-
Offer price-
Mid price99.93
CurrencyCHF
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMUO9
Man AHL Trend Alternative DNY H Acc EUR
Initial charge5%
Annual charge2.5%
Min single investment£10,000
Min regular saving£500
Available in ISANo
Ongoing charge (OCF)2.78%
Total expense ratio (TER)4.17%
Bid price-
Offer price-
Mid price110.14
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeHTT1
Man AHL Trend Alternative DNY H Acc GBP
Initial charge5%
Annual charge2.5%
Min single investment£10,000
Min regular saving£500
Available in ISANo
Ongoing charge (OCF)2.78%
Total expense ratio (TER)5.37%
Bid price-
Offer price-
Mid price110.79
CurrencyGBP
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNJW1
Man AHL Trend Alternative DNY H Acc SGD
Initial charge5%
Annual charge2.5%
Min single investment£20,000
Min regular saving£500
Available in ISANo
Ongoing charge (OCF)2.77%
Total expense ratio (TER)3.33%
Bid price-
Offer price-
Mid price106.14
CurrencySGD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeLSZ3
Man AHL Trend Alternative DNY H SEK
Initial charge5%
Annual charge2.5%
Min single investment£100,000
Min regular saving£2,000
Available in ISANo
Ongoing charge (OCF)2.78%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price94.95
CurrencySEK
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNFDW
Man AHL Trend Alternative IN H Acc EUR
Initial charge5%
Annual charge1.5%
Min single investment£100,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.74%
Total expense ratio (TER)5.99%
Bid price-
Offer price-
Mid price113.11
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeI5K2
Man AHL Trend Alternative MUS I124 Acc CAD
Initial charge5%
Annual charge1.5%
Min single investment£100,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.71%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price94.04
CurrencyCAD
Price updated04/10/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMPDI
Data provided by

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