AHL TargetRisk
- Targeting balanced risk within a multi-asset, long-only strategy
- Uses systematic techniques to actively manage risk exposures
- Invests in futures (equity indices and government bonds), inflation linked bonds, and swaps on indices (credit and commodities)
- Aims to deliver excess returns with a stable level of volatility, regardless of market conditions
Risk allocation by asset class+
Approach
The AHL TargetRisk Programme follows a dynamic long-only approach seeking to achieve capital growth through exposure to futures (equity indices and government bonds), inflation-linked bonds, and swaps on indices (credit and commodities).
Investment exposure is diversified across asset classes and regions, targeting balanced risk allocations to instruments which tend to perform well at different times, and in different economic cycles.
The programme trades on a daily basis seeking to achieve its investment objective of maximising returns whilst controlling downside risks.
Systematic techniques, which are featured in other AHL products, are used to actively adapt risk exposures as appropriate for the market environment and to preserve capital during market sell-offs.
| Style | Multi-strategy systematic |
| Investment Approach | Balanced allocation |
| Volatility Target+ | 10% |
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