Investment Objective
Man AHL Alpha Core Alternative provides UCITS investors access to the AHL Alpha Programme, one of the world’s longest running managed futures strategies. It aims to generate returns in the medium term through the use of systematic trend-following algorithms applied across all asset classes. The programme has demonstrated the ability to perform whether markets are rising or falling and has historically shown low correlation to traditional investments.
Latest Meeting Note
Meeting Note 08 Aug 2014
Met with Graham Roberton at AHL to discuss the Diversity UCITS product. The fund was restructured in February 2014 to remove the commodity allocation in response to the ESMA ruling on TRS. The fund is one of the standout performers in th... Read more
Met with Graham Roberton at AHL to discuss the Diversity UCITS product. The fund was restructured in February 2014 to remove the commodity allocation in response to the ESMA ruling on TRS. The fund is one of the standout performers in the managed futures space in 2014 up 10% YTD. The main driver of returns have been long positions in Eurozone bonds (particularly Italian and French government debt), while the lack of commodity exposure has also been helpful. After a difficult couple of years AHL are more optimistic on the outlook citing meaningfully lower inter asset class correlations and the rollback of the extraordinary monetary policy measures seen post 2008.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.4 | 0.1 | 0.1 | 0.1 | 0.4 | 0.5 | 0.4 | 0.4 | 0.0 | 1.0 | 0.6 | 0.9 | 0.1 | |
| 2021 | 0.8 | 0.6 | 0.3 | 0.7 | 0.5 | 0.6 | 0.3 | 0.1 | 0.7 | 0.4 | 0.9 | 0.6 | 0.7 |
