The investment objective of MAN AHL DIVERSIFIED GUERNSEY LTD is to achieve impressive medium-term growth of capital (targeting double digit annualised returns over the medium term) for a target annualised volatility of around 13% to 16% over the medium term. The Company aims to perform independently of traditional stock and bond investments thereby providing valuable diversification benefits and enhancing the risk/reward profile of a traditional investment portfolio.
The AHL Diversified Programme is primarily a directional trading system - it employs quantitative trading strategies that seek to identify and take advantage of price trends. It has been constructed to achieve diversification on a number of axes: by country, sector, market, trading frequency and trading strategy. The core objectives of the AHL Diversified Programme are to: 1) produce above average medium-term capital growth; 2) exploit profit opportunities in both rising and falling markets using a disciplined quantitative investment process; 3) minimise risk by operating in a diverse range of sectors and markets using a consistent investment process that adheres to pre-defined leverage limits and determines market exposure in accordance with market correlation, volatility and liquidity factors; and
4) provide diversification away from traditional stock and bond investments and thereby play a valuable role in enhancing the risk/reward profile of more traditional portfolios.
AHL employs sophisticated computerised processes to identify trends and exploit other market inefficiencies in markets around the world. A stable and finely tuned trading and implementation infrastructure is then employed to capitalise on these trading opportunities. This process is quantitative and primarily directional in nature, and is underpinned by rigorous risk control, ongoing research, discipline, diversification and the constant quest for efficiency Trading takes place around-the-clock and real-time price information is used to respond to price moves across a diverse range of global markets.
The AHL Diversified Programme invests in a portfolio of futures, options and forward contracts, swaps and other financial derivative instruments both on and off exchange. These markets may be accessed directly or indirectly and include, without limitation, stock indices, bonds, currencies, short-term interest rates and selected commodities, including energy and metals contracts. Investment rules are executed within a systematic framework. Assets reported represents AUM traded in all of the AHL, Alpha or institutional type portfolios.