AHL Alpha
- Flagship institutional trend-following strategy, with strong long-term track record spanning almost two decades
- Has been able to profit in rising and falling markets
- Low correlation to equities and the potential to deliver strong returns when equity markets are in crisis
- Designed by Man AHL, a pioneer in trend-following strategies for around three decades
Approach
Trends have been observed in markets for centuries and a body of academic literature has built up to explain their persistence1. 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.
The programme is systematic trend following in its approach, trading a strategy with a track record spanning around two decades.
Strong performance has been delivered in a variety of market environments because of the strategy’s ability to profit from trends, either up or down, in around 400 liquid markets across a variety of asset classes.
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, such as the equity bear market2 of 2000-2003 and the Credit Crisis3 of 2007-2009++.
| Style | Single-style systematic |
| Investment Approach | Trend following |
| Volatility Target+ | 10% |
You are now exiting our website
Please be aware that you are now exiting the Man Group website. Links to our social media pages are provided only as a reference and courtesy to our users. Man Group has no control over such pages, does not recommend or endorse any opinions or non-Man Group related information or content of such sites and makes no warranties as to their content. Man Group assumes no liability for non Man Group related information contained in social media pages. Please note that the social media sites may have different terms of use, privacy and/or security policy from Man Group.