Fact sheet: Man GLG Multi-Strategy Alt

Fund information
Fund name
Man GLG Multi-Strategy Alternative D Acc USD
Fund manager company
Man Investments
Fund type
Offshore Fund
Fund managers
  • David Kingsleysince 02/04/2012
  • Neil Masonsince 02/04/2012
Fund objective
The investment objective of the Man Umbrella SICAV Man GLG Multi-Strategy (hereinafter referred to as the Sub-Fund) is toprovide shareholders of each Share Class with consistent long-term capital appreciation.
Benchmark
No data available.
Investment style
Multi Strategy
Investment method
Mixed
Quick stats
1 Year return
-4.7%
1 Year rank in sector
100/126
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.
2.79%
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.
68
Top in this sector
Fund name1 Year
Veritas Global Real Return25.5%
Nordea 1 Alpha 1525.1%
La Fayette Holdings22%
Pimco GIS Stk Pl16.6%
Nordea 1 Multi-Asset16.2%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.1%1.6%-1.7%-4.7%-2.6%-
Sector-0.2%1%0.3%-0.7%5.8%7.2%
Rank within sector51 / 14055 / 144105 / 141100 / 12668 / 83-
Quartile2nd2nd3rd4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-4.5%2%-1%4.7%-
Sector-0.2%-0.6%5.1%1.4%1.9%
Rank within sector110 / 13325 / 11580 / 9539 / 86-
Quartile4th1st4th2nd
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.
-2.74
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.
0.98
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
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%.
3.74
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.
3.14
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.
-0.9
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.
0.29
Price movement
52 week high109.33
52 week low100.91
Current bid price-
Current offer price-
Current mid price102.59
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
The investment objective of the Man Umbrella SICAV Man GLG Multi-Strategy (hereinafter referred to as the Sub-Fund) is toprovide shareholders of each Share Class with consistent long-term capital appreciation.
Benchmark
No data available.
Investment style
Multi Strategy
Investment method
Mixed
Fund managers
NameSinceBiography
David Kingsley02/04/2012David Kingsley is a senior Portfolio Manager at FRM and member of FRM Capital Advisors (FCA), based in London. Since 2010 David has co-managed Man’s in-house multistrategy funds, Man GLG Multi-Strategy and GLG Global Opportunity, which seed and actively allocate client capital across selected AHL, GLG and MSS trading teams. David’s role with FCA, FRM’s hedge fund seeding business, includes a focus on deal negotiation and execution. He is also a member of FRM’s Investment Solutions group, and has been involved in the development and running of a number of Man’s commingled and customised portfolios allocating across its managed account platform. In 2012 and 2010 he was a member of Man’s corporate strategy teams that led the successful acquisitions of GLG Partners LP and FRM Holdings Ltd, conducting transaction due diligence, integration planning and implementation projects. Previously David was a Product Specialist for Man Global Strategies (MGS), one of Man’s hedge fund seeding and strategic investing businesses. Prior to joining Man Investments in 2005, he spent three years with Schroders Investment Management in London, as a Product Specialist covering Schroders’ fund of hedge funds and single manager business. His other former employers include Citibank Financial Investment in Sydney and Citigroup Global Transaction Services in London. David holds a BA (Hons) in Geography and MSc in International Management from the University of London.
Neil Mason02/04/2012
Compliance
Reporting Fund Status, UCITS IV Compliant, MAS Unrestricted Scheme
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Finland, France, United Kingdom, Italy, Luxembourg, Netherlands, Norway, Offshore, Singapore, Sweden
Man GLG Multi-Strategy Alternative D Acc USD
Initial charge5%
Annual charge-
Min single investment£1,000
Min regular saving£500
Available in ISANo
Ongoing charge (OCF)2.79%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price102.59
CurrencyUSD
Price updated26/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN10B
Man GLG Multi-Strategy Alternative I H Acc EUR
Initial charge5%
Annual charge-
Min single investment£1,000,000
Min regular saving£1,000
Available in ISANo
Ongoing charge (OCF)1.78%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price98.21
CurrencyEUR
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeN0QG
Data provided by

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