Man Alternative Risk Premia Strategy

The Man Alternative Risk Premia Strategy is a multi-factor, multi-strategy, multi-asset strategy which seeks to allow for performance across varied market conditions while aiming to be uncorrelated to traditional assets. Man has a long history of researching, implementing and executing alternative risk factors and this strategy leverages from one of the world’s largest quantitative R&D groups into alternative risk factor investing.

  • Long Term Experience - This strategy leverages from the research, development and trading of systematic strategies since 1987, combined with 25 years’ experience of risk oversight and portfolio construction
  • Diversification - The multi-factor, multi-asset, multi-strategy approach is an important tool in seeking to reduce the overall risk of our investment portfolios without sacrificing the expected return. We look to diversify portfolio risk across all factors to remain risk-balanced over time while reducing exposure to risks for which we are not compensated
  • Risk Management - Multi-layered risk management processes employed aiming to fully understand and avoid risks, design appropriate risk management frameworks and implement continuous monitoring
  • Systematic Approach - Allocates across four broad alternative risk factors; Momentum, Carry, Value and Defensive wholly through internally developed underlying alternative risk premia strategies which allocate across all four major asset classes (Equities, Fixed Income, FX and Commodities)

Performance

-0.7%

-1.5%

5.3%

19.4%

11.1%

35.7%

Performance by calendar years

11.9%

12.8%

-10.6%

3.8%

-3.5%

As at 31 May 2023 Inception Date 11 September 2015

Past performance is not indicative of future results. Returns may increase or decrease as a result of currency fluctuations.

Please note that the performance data is not intended to represent actual past or simulated past performance of an investment product. The data is calculated in USD and is based on a representative investment product or products that follow the strategy. An example fee load of 1% has been applied.

Investment Solutions

Man offers a comprehensive suite of investment solutions and formats that can be tailored and optimised to meet specific client needs. Our investment solutions offer optionality including: liquidity, control, investment restrictions, investor customisations and transparency.

UCITS
Alternative investment funds
US 40 ACT
Regional funds
Separate accounts
Advisory mandates
Managed accounts

Access to investment products and mandate solutions are subject applicable laws and regulations including selling restrictions and licensing requirements. Investment solutions listed above may not be compatible for all investment strategies and may be subject to minimum subscription requirements. Regional Funds: In additions to UCITS and AIFs registered across the EEA, a number of investment strategies are available in vehicles registered in Chile, Netherlands, Hong Kong, Japan, Singapore, South Korea and Switzerland.

View our strategies

Considerations

One should carefully consider the risks associated with investing, whether the strategy suits your investment requirements and whether you have sufficient resources to bear any losses which may result from an investment:

Investment Objective Risk - There is no guarantee that the Strategy will achieve its investment objective.

Market Risk - The Strategy is subject to normal market fluctuations and the risks associated with investing in international securities markets and therefore the value of your investment and the income from it may rise as well as fall and you may not get back the amount originally invested.

Counterparty Risk - The Strategy will be exposed to credit risk on counterparties with which it trades in relation to on-exchange traded instruments such as futures and options and where applicable, ‘over-the- counter’("OTC","non-exchange") transactions. OTC instruments may also be less liquid and are not afforded the same protections that may apply to participants trading instruments on an organised exchange.

Currency Risk - The value of investments designated in another currency may rise and fall due to exchange rate fluctuations. Adverse movements in currency exchange rates may result in a decrease in return and a loss of capital. It may not be possible or practicable to successfully hedge against the currency risk exposure in all circumstances.

Liquidity Risk - The Strategy may make investments or hold trading positions in markets that are volatile and which may become illiquid. Timely and cost efficient sale of trading positions can be impaired by decreased trading volume and/or increased price volatility..

Financial Derivatives - The Strategy will invest financial derivative instruments ("FDI") (instruments whose prices are dependent on one or more underlying asset) to achieve its investment objective. The use of FDI involves additional risks such as high sensitivity to price movements of the asset on which it is based. The extensive use of FDI may significantly multiply the gains or losses.

Leverage - The Strategy's use of FDI may result in increased leverage which may lead to significant losses.

Model and Data Risk - The Investment Manager relies on quantitative trading models and data supplied by third parties. If models or data prove to be incorrect or incomplete, the Strategy may be exposed to potential losses. Models can be affected by unforeseen market disruptions and/or government or regulatory intervention, leading to potential losses.