Man AHL’s TargetRisk strategy has returned 33 per cent since its launch in December 2014, ranking it in the top decile in comparison to its peer group. The strategy has also been awarded a five star rating by Morningstar.
Managed by Russell Korgaonkar (pictured), Man AHL’s Director of Investment Strategies, and his team, the strategy applies Man AHL’s advanced techniques to long-only investment, as developed through three decades of quantitative expertise in alternatives. It seeks to produce a stable return stream across macroeconomic environments through exposure to a diverse range of global markets, combined with dynamic capital protection techniques which adapt exposures using a quantitative investment approach.
Korgaonkar says: “What makes Man AHL TargetRisk unique is its ability to respond quickly to changing market conditions utilising Man AHL’s advanced execution capabilities. The strategy makes use of innovative systematic techniques that aim to deliver returns with a consistent level of volatility, regardless of the environment. With bonds and equities both argueably at expensive levels, and central bank stimulus being withdrawn, we believe multi-asset investors should consider a more active approach to improve the risk management of their portfolios.”
Man AHL manages around USD300m in the strategy which forms a core part of its fast growing USD2.2 billion Liquid Strategies business.
