AHL Evolution
- An established track record, both in absolute and relative terms, since inception
- Low historical correlation to traditional asset classes as well as other CTAs
- Systematic access to a diverse set of liquid markets beyond the traditional CTA focus on G7 futures
Approach
The AHL Evolution Programme applies AHL’s predominantly directional trading models, which have been developed over a 25 year period, to a unique set of markets which are generally not traded by other CTAs. Besides the significant research effort required to move into these new asset classes, their operational complexity means that access is limited to managers with scale, strong industry links and meticulous counterparty risk management.
The AHL Evolution portfolio is diversified across a wide range of sectors globally and trades over 100 liquid markets through a variety of instruments such as interest rate swaps, cash equities, options, cash bonds, swaps on credit indices and futures.
Crucially, many of these markets have historically been less influenced directly by the ‘risk on/risk off’ fluctuations that have been triggered by the on-going sovereign debt crisis.
| Style | Single-style systematic |
| Investment Approach | Trend following on OTC markets |
| Volatility Target+ | 14% |
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