AHL Evolution Frontier

  • Applies the concept of the AHL Evolution Programme to less liquid or less accessible markets
  • Leverages Man AHL’s operational and execution strengths
  • Low correlation to traditional asset classes as well as other CTAs

Approach

The AHL Evolution Frontier Programme applies AHL’s predominantly directional trading models, which have been developed over a 25+ year period, to a unique set of markets generally not traded by other CTAs. It extends the concept of the AHL Evolution Programme to less liquid markets which may have regulatory, tax, or legal challenges.

Besides the significant research effort required to investigate these markets, their operational complexity means that access is limited to managers with scale, strong industry links, and meticulous counterparty risk management.

Style Single-style systematic
Investment Approach Trend following on typically OTC markets
Volatility Target+ 14%

Performance

Year to date

-12.1%

Last 3 Months

0.1%

1 Year

-11.4%

3 Years

-1.0%

5 Years

13.2%

Since Inception

12.9%

Performance by calendar years

2019

9.1%

2018

-3.0%

2017

16.4%

2016

-2.4%

2015

6.7%

Important Information

+ The targets and limits illustrate the Investment Manager’s current intentions, and are subject to change without notice

Investment Solutions

Man offers a comprehensive suite of investment solutions and formats that can be tailored and optimised to meet specific client needs.

Our investment solutions offer optionality including; liquidity, control, investment restrictions, investor customisation and transparency.

UCITS
Alternative investment funds
US 40 ACT
Regional funds
Separate accounts
Advisory mandates
Managed accounts

Visit man.com where you can find products available in your jurisdiction.

Access to investment products and mandate solutions are subject to applicable laws and regulations including selling restrictions and licensing requirements. Investment solutions listed above may not be compatible for all investment strategies and may be subject to minimum subscription requirements. Regional Funds: In addition to UCITS and AIFs registered across the EEA, a number of investment strategies are available in vehicles registered in Chile, Netherlands, Hong Kong, Japan, Singapore, South Korea and Switzerland.

Considerations

One should carefully consider the risks associated with investing, whether the strategy suits your investment requirements and whether you have sufficient resources to bear any losses which may result from an investment:

  • Market Risk - The Strategy is subject to normal market fluctuations and the risks associated with investing in international securities markets and therefore the value of your investment and the income from it may rise as well as fall and you may not get back the amount originally invested.

  • Counterparty Risk - The Strategy will be exposed to credit risk on counterparties with which it trades in relation to on-exchange traded instruments such as futures and options and where applicable, ‘over-the- counter’("OTC","non-exchange") transactions. OTC instruments may also be less liquid and are not afforded the same protections that may apply to participants trading instruments on an organised exchange.

  • Currency Risk - The value of investments designated in another currency may rise and fall due to exchange rate fluctuations. Adverse movements in currency exchange rates may result in a decrease in return and a loss of capital. It may not be possible or practicable to successfully hedge against the currency risk exposure in all circumstances.

  • Liquidity Risk - The Strategy may make investments or hold trading positions in markets that are volatile and which may become illiquid. Timely and cost efficient sale of trading positions can be impaired by decreased trading volume and/or increased price volatility.

  • Financial Derivatives - The Strategy will invest financial derivative instruments ("FDI") (instruments whose prices are dependent on one or more underlying asset) to achieve its investment objective. The use of FDI involves additional risks such as high sensitivity to price movements of the asset on which it is based. The extensive use of FDI may significantly multiply the gains or losses.

  • Leverage - The Strategy's use of FDI may result in increased leverage which may lead to significant losses.

  • Model and Data Risk - The Investment Manager relies on quantitative trading models and data supplied by third parties. If models or data prove to be incorrect or incomplete, the Strategy may be exposed to potential losses. Models can be affected by unforeseen market disruptions and/or government or regulatory intervention, leading to potential losses.

  • Commodity Risk - The Strategy may have exposure to commodities, the value of which can be volatile may carry additional risk. Commodity prices can also be influenced by the prevailing political climate and government stability in commodity producing nations.

  • Frontier Risks - The Strategy may invest in financial instruments of all kinds including various, non-standard, complex, thinly-traded and/or novel financial instruments both in relation to their structure, operation and underlying exposure. Such instruments carry a greater risk than that of more common investment products.

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