Man Multi-Manager Alternative is a liquid multi-manager equity long short strategy, with scope to incorporate a breadth of diversifying alphas from across Man Group’s Discretionary and Systematic capabilities, as well as utilising Man Group’s external capabilities. The portfolio is made up of discretionary stock-picking, arbitrage, fundamental systematic, technical systematic, and external manager alpha via Man’s managed account platform.

 

The strategy is deliberately unconstrained to maximise alpha generation, targeting an expected volatility of 7-8% p.a.

The strategy typically has low beta to equities (< +/- 0.2) and low net delta (< +/- 15%). Ex ante risk is skewed towards idiosyncratic risk across different time horizons. Systematic factors targeted are somewhat orthogonal to ‘common factors’ by virtue of Systematic Technical team’s proprietary style factor construction.

 

The fund is classified Article 8 under SFDR, with at least 20% of NAV aligned to environmental and social goals.