Man Dynamic Allocation

Man Dynamic Allocation ('Man DNA') harnesses the best of Man Group in a single global multi-asset approach, actively allocating across equities, bonds and alternative risk premia.

  • Combines absolute return and long-only strategies to target LIBOR +4%1, with an expected annualised volatility of 6-8%
  • Invests in bespoke strategies managed by specialist teams across Man Group
  • Aims to achieve its return objectives through multiple return drivers: traditional risk premia, alternative risk premia, security selection alpha and asset allocation alpha
  • Accesses Man Alternative Risk Premia strategies, designed and managed using Man Group’s expertise developed over 27 years of absolute return investing
  • Active tail hedging using in-house expertise seeks to mitigate downside

Furthermore, the Man DNA strategy benefits from specialist tail hedging which seeks to mitigate significant downside as well as risk management at multiple levels.

1. The LIBOR +4% is an official benchmark for the strategy.

Approach

Ben Funnell and Teun Draaisma are the lead portfolio managers with over 20 years’ experience each in asset allocation. They are supported by two individuals: Ikitsa Anastasov, fixed income and derivatives specialist and Henry Neville, central team analyst. Furthermore, the team benefits from the input of a significant team across Man Group including strategy management teams, tail risk hedging specialists, risk management, compliance and central execution.

The Man DNA strategy aims to achieve its return objectives through four return drivers:

  • Traditional equity and bond risk premia
  • Alternative risk premia - Man DNA aims to harvest risk premia across asset classes with the long term expectation that each should make indispensable contributions at different times
  • Security selection alpha - Through security selection within equity and fixed income allocations managed by specialist teams from across Man Group, who create bespoke books for Man DNA
  • Asset allocation alpha - Through variations to the allocations by the DNA portfolio managers using a disciplined proprietary ‘Fire & Ice’ allocation framework, with a particular focus on inflation-protection. These variations can apply to the overall exposure level of the strategy as a whole; to the proportions allocated to the three asset classes; and to the allocations to the strategies within asset classes. In addition, the DNA portfolio managers can also express views in an book of additional macro exposures such as duration adjustments to the bond exposures.

Furthermore, the Man DNA Strategy benefits from specialist tail hedging which seeks to mitigate significant downside as well as risk management at multiple levels.

Approach Alternative
Asset Class Multi-Asset
Geographic Focus Global

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