Contact

Man AHL Alpha (AUD) Fund

A trend following strategy that identifies and captures trends across a range of sectors including stocks, bonds, currencies, agriculturals, metals, interest rates, energies and credit.

Fund Overview

Trend following strategies use sophisticated computer algorithms to identify trends, which allow them to trade hundreds of diverse markets simultaneously and avoid biases introduced by human emotions.

Man AHL’s trend following approach seeks to generate returns from sustained price movements (price trends or other repeatable patterns) in the markets it accesses.

This approach is a fully systematic, research driven, quantitative process that exploits technical or price driven signals through investment in a broad range of futures and forward markets, as well as highly liquid OTC markets. It’s underpinned by the AHL Alpha Program, a sophisticated computerised managed futures program designed to identify and capture trends across a range of sectors.

The strategy is characterised by its flexibility. It is uniquely poised to re-establish positions irrespective of whether the prior trend resumes or a new one emerges. This flexibility is derived from the key principle of trend-following, that it is directionally unbiased and can take both long and short positions across all markets traded.

This gives rise to a return stream which is generally uncorrelated to equity markets in the long term but has the potential ability to perform strongly in times of stress.

Entry and exit prices are available here.

QUICKLINKS
FUND FACTS
  • APIRMAN0002AU
  • Inception date1 September 2009
  • DistributionsAnnually
  • Fund size* at 30.06.2024$487.65 M
HOW TO INVEST

Investment can be made using the Fund’s PDS or through key platforms, including:

  • AMP Hillross
  • AMP MyNorth
  • AMP North
  • ANZ Grow Wrap
  • Asgard
  • BT Panorama
  • CFS Edge
  • HUB24
  • IOOF
  • Macquarie Wrap
  • Mason Stevens
  • MLC Navigator
  • MLC Wrap
  • Netwealth
  • PowerWrap
  • Praemium
  • Wealthtrac
Research opinion

Portfolio Value of $10,000 Invested

array(1) {
  [0]=>
  object(stdClass)#11436 (52) {
    ["id"]=>
    string(4) "1646"
    ["fund_id"]=>
    string(9) "MAN0002AU"
    ["name"]=>
    string(19) "Man AHL Alpha (AUD)"
    ["as_at_date"]=>
    string(10) "2024-06-30"
    ["fund_month"]=>
    string(5) "-1.61"
    ["fund_3_month"]=>
    string(4) "0.54"
    ["fund_1_year"]=>
    string(4) "4.99"
    ["fund_3_year"]=>
    string(4) "4.28"
    ["fund_5_year"]=>
    string(4) "5.48"
    ["fund_7_year"]=>
    string(4) "5.42"
    ["fund_10_year"]=>
    string(4) "5.01"
    ["fund_since_inception"]=>
    string(4) "5.00"
    ["benchmark_month"]=>
    NULL
    ["benchmark_3_month"]=>
    NULL
    ["benchmark_1_year"]=>
    NULL
    ["benchmark_3_year"]=>
    NULL
    ["benchmark_5_year"]=>
    NULL
    ["benchmark_7_year"]=>
    NULL
    ["benchmark_10_year"]=>
    NULL
    ["benchmark_since_inception"]=>
    NULL
    ["over_under_month"]=>
    NULL
    ["over_under_3_month"]=>
    NULL
    ["over_under_1_year"]=>
    NULL
    ["over_under_3_year"]=>
    NULL
    ["over_under_5_year"]=>
    NULL
    ["over_under_7_year"]=>
    NULL
    ["over_under_10_year"]=>
    NULL
    ["over_under_since_inception"]=>
    NULL
    ["income_month"]=>
    string(4) "2.95"
    ["income_3_month"]=>
    string(4) "3.02"
    ["income_1_year"]=>
    string(4) "3.15"
    ["income_3_year"]=>
    string(4) "1.49"
    ["income_5_year"]=>
    string(4) "2.46"
    ["income_7_year"]=>
    string(4) "2.62"
    ["income_10_year"]=>
    string(4) "2.19"
    ["income_since_inception"]=>
    string(4) "1.77"
    ["growth_month"]=>
    string(5) "-4.56"
    ["growth_3_month"]=>
    string(5) "-2.48"
    ["growth_1_year"]=>
    string(4) "1.84"
    ["growth_3_year"]=>
    string(4) "2.79"
    ["growth_5_year"]=>
    string(4) "3.02"
    ["growth_7_year"]=>
    string(4) "2.80"
    ["growth_10_year"]=>
    string(4) "2.82"
    ["growth_since_inception"]=>
    string(4) "3.23"
    ["total_month"]=>
    string(5) "-1.61"
    ["total_3_month"]=>
    string(4) "0.54"
    ["total_1_year"]=>
    string(4) "4.99"
    ["total_3_year"]=>
    string(4) "4.28"
    ["total_5_year"]=>
    string(4) "5.48"
    ["total_7_year"]=>
    string(4) "5.42"
    ["total_10_year"]=>
    string(4) "5.01"
    ["total_since_inception"]=>
    string(4) "5.00"
  }
}

Man AHL Alpha (AUD) Fund Performance

As at
30 June 2024
Month % 3 Months % 1 Year % 3 Years % p.a. 5 Years % p.a. 7 Years % p.a. 10 Years % p.a. Since Inception1
% p.a.
Fund2 (1.61) 0.54 4.99 4.28 5.48 5.42 5.01 5.00

Man AHL Alpha (AUD) Fund Performance Components

As at
30 June 2024
Month % 3 Months % 1 Year % 3 Years % p.a. 5 Years % p.a. 7 Years % p.a. 10 Years % p.a. Since Inception1
% p.a.
Distribution3 2.95 3.02 3.15 1.49 2.46 2.62 2.19 1.77
Growth (4.56) (2.48) 1.84 2.79 3.02 2.80 2.82 3.23
Total (1.61) 0.54 4.99 4.28 5.48 5.42 5.01 5.00

1 1 September 2009
Fund returns are calculated net of management fees and assuming all distributions are reinvested

Past performance is not a reliable indicator of future performance.

IMPORTANT INFORMATION

Man Investments Australia Limited (ABN 47 002 747 480, AFSL 240581) (‘MIA’) is the product issuer and responsible entity of the Man AHL Alpha (AUD) Fund (ARSN 138 643 768) (‘the Fund’), and GSFM Pty Limited (‘GSFM’), the distributor of the Fund, are the issuers of this information about the Fund. This information has been prepared as general information only. It is not intended to take the place of professional advice and you should not take action on specific issues in reliance on this information. Neither MIA nor GSFM has taken into account the investment objectives, financial situation or particular needs of any particular person. Before making an investment decision in relation to the Fund, investors should consider the appropriateness of this information, having regard to their own objectives, financial situation and needs and read and consider the product disclosure statement for the Fund dated 28 March 2022 (the PDS) which can be obtained from this website. Applications to invest in the Fund must be made on the application form which accompanies the PDS. Retail investors may invest in the Fund through a  licenced financial adviser or an investment platform using the PDS for that platform which can be obtained from the operator of the platform.

Past performance information provided on this website is given for illustrative purposes only and should not be relied upon as (and is not) an indication of future performance. Investing involves risk including loss of capital invested. None of GSFM Responsible Entity Services Pty Limited, its related bodies or associates nor any other person guarantees the repayment of capital or the performance of the Fund or any particular returns from the Fund. Please click on this link to read the disclaimers in full.

*Fund size Class A & B

Investment Team

Matthew Sargaison

Matthew Sargaison

CEO, Man AHL

Russell Korgaonkar

Russell Korgaonkar

CIO, Man AHL

FUND AT A GLANCE
  • Flagship trend-following strategy with strong long-term track record
  • Actively managed and benchmark unaware
  • Has been able to profit in rising and falling markets
  • Low correlation to traditional asset classes
  • Historic performance in crises and before/after inflation peaks
  • Risk management an essential component of the investment process

Read | Watch | Listen

Insights

The Early View: Why Earnings, Not Elections, Will Shape the Market Narrative

More
Insights

The Big Picture: Journeying into Exotic Markets | Diary of a Quant

More
Insights

Views from the Floor – What a Labour Win May Mean for UK Equities. Also, is Silver a Poor Man’s Gold or a Transition Winner?

More
Insights

Views from the Floor – Should EMD Investors Fold While the Fed Holds?

More

Subscribe to receive updates about the Man AHL Alpha (AUD) Fund