Please update your browser
Unfortunately we no longer support Internet Explorer 8, 7 and older for security reasons.
Please update your browser to a later version and try to access our site again.
Many thanks.
AHL Macro combines features of both traditional CTAs and conventional macro strategies. It shares with traditional CTAs a systematic approach, applied to a diverse set of liquid markets. But unlike many traditional CTAs, AHL Macro is designed to be lowly correlated to a CTA index because it explicitly does not trade price patterns using trend or carry signals. Like conventional macro strategies, AHL Macro derives its models from an understanding of economic drivers. However, conventional macro funds typically make their decisions in a discretionary manner and hold concentrated portfolios.
The overarching philosophy of AHL Macro is that human behaviour leads to inefficiencies in markets. These are exploited via three model styles:
Calendar: People tend to stick to the calendar, also when investing, which can lead to predictable flow and price pressure effects.
Lead-lag: People are often organized in particular groups (e.g. specialism by asset class), giving rise to lead-lag effects across market segments (e.g. stocks predicting currencies)..
Fundamental: People are limited in their ability to digest large volumes of data and data that is difficult to process, creating opportunities which a systematic fund like AHL Macro could benefit from.
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 market1 of 2000-2003 and the Credit Crisis2 of 2007-2009++.
Style | Multi-strategy Systematic |
Investment Approach | Systematic Macro |
Volatility Target+ | 10% |
Due to local laws and regulations we are unable to show you further information on our offerings and products.
If you are an existing investor or prospective client, you can login or register for an account to access reporting information on your investments. For more information, please contact your Man sales representative at [email protected] or at the number listed below.
Man Investments, Inc.
452 Fifth Avenue, 27th Floor
New York, NY 10018 USA
Tel +1 242-649-6600
Man Investments Inc., Member FINRA and SIPC.
Please be aware that you are now exiting the Man Group website. Links to third party websites are provided only as a reference and courtesy to our users. Man Group has no control over such websites, does not recommend or endorse any opinions , information or content of such sites and makes no warranties as to the accuracy, completeness, reliability or suitability of their content. Man Group assumes no liability for the information contained in third party websites. Please note that the third party may have different terms of use, privacy and/or security policy from Man Group .
Please be aware that you are now exiting the Man Group website. Please note that the third party may have different terms of use, privacy and/or security policy from Man Group . Links to third party websites are provided only as a reference and courtesy to our users.
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 .