| Morningstar Fund Report | 10/04/2025 |  |
Man Umbrella SICAV - Man AHL Trend Alternative DNY USD Acc |
| Performance History | 31/03/2025 |
| Growth of 1,000 (GBP) | Advanced Graph |
 | Fund | -2.8 | 26.8 | -8.0 | -5.3 | -11.8 |
| +/-Cat | -4.5 | -1.9 | -1.3 | -11.0 | -6.3 |
| +/-B’mrk | -16.2 | 31.5 | -18.2 | -20.3 | -8.1 |
| Category: Systematic Trend USD | ||||||
| Category Benchmark: Morningstar US Mod Tgt Allo... | ||||||
| Key Stats | ||
| NAV 09/04/2025 | USD 123.51 | |
| Day Change | -0.22% | |
| Morningstar Category™ | Systematic Trend USD | |
| ISIN | LU0428380397 | |
| Fund Size (Mil) 08/04/2025 | USD 644.63 | |
| Share Class Size (Mil) 08/04/2025 | USD 39.62 | |
| Max Initial Charge | - | |
| Ongoing Charge 27/03/2025 | 2.68% | |
| Investment Objective: Man Umbrella SICAV - Man AHL Trend Alternative DNY USD Acc |
| The Sub-Fund seeks to achieve medium term capital growth while restricting the associated risks, by trading a diversified portfolio of Investments using the AHL Diversified Programme. The Sub-Fund 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. |
| Returns | |||||||||||||
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| Management | ||
Manager Name Start Date | ||
Otto Hamaoui 01/01/2022 | ||
Tom Bowles 01/01/2022 | ||
| Click here to see others | ||
Inception Date 07/09/2010 | ||
| Category Benchmark | |
| Fund Benchmark | Morningstar Benchmark |
| No benchmark | Morningstar US Mod Tgt Alloc NR USD |
| Portfolio Profile for Man Umbrella SICAV - Man AHL Trend Alternative DNY USD Acc | - |
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| Growth Of 1000 (GBP) | 31/03/2025 |
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| Annual Returns (GBP) | 31/03/2025 | |||||||
| 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 31/03 | |
| Price Return | 3.33 | 14.79 | -2.24 | -2.79 | 26.80 | -8.04 | -5.32 | -11.80 |
| +/- Category | 6.60 | 8.58 | -1.88 | -4.51 | -1.91 | -1.34 | -10.98 | -6.26 |
| +/- Category Index | - | - | -12.98 | -16.19 | 31.45 | -18.21 | -20.29 | -8.06 |
| % Rank in Category | 9 | 8 | 77 | 80 | 65 | 57 | 95 | 94 |
| Trailing Returns (GBP) | 09/04/2025 | ||
| Total Returns | +/- Category | +/- Category Index | |
| 1 Day | -0.22 | -0.56 | -4.40 |
| 1 Week | -5.89 | -5.01 | -4.00 |
| 1 Month | -8.77 | -7.93 | -5.88 |
| 3 Months | -19.40 | -13.04 | -12.24 |
| 6 Months | -8.15 | -11.72 | -7.09 |
| YTD | -17.42 | -13.35 | -12.15 |
| 1 Year | -28.02 | -23.56 | -31.45 |
| 3 Years Annualised | -6.56 | -8.45 | -12.13 |
| 5 Years Annualised | -4.06 | -7.34 | -12.12 |
| 10 Years Annualised | 0.78 | -2.39 | -7.54 |
| Category: Systematic Trend USD | |||
| Category Index: Morningstar US Mod Tgt Alloc NR USD | |||
| Quarterly Returns (GBP) | 31/03/2025 | |||
| Quarter 1 | Quarter 2 | Quarter 3 | Quarter 4 | |
| 2025 | -11.80 | - | - | - |
| 2024 | 8.45 | -3.15 | -14.87 | 5.88 |
| 2023 | -8.63 | 5.63 | 2.74 | -7.26 |
| 2022 | 5.57 | 18.41 | 16.11 | -12.64 |
| 2021 | 1.15 | 2.53 | -2.61 | -3.76 |
| 2020 | 10.10 | -7.36 | -4.77 | 0.65 |
| Morningstar Rating™(Relative to Category) | 31/03/2025 | ||||||||||||||||||||
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| Category : Systematic Trend USD | Click here to see our Methodology | ||||||||||||||||||||
| Volatility Measurements | 31/03/2025 | ||||||||||
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| Modern Portfolio Statistics | 31/03/2025 | 31/03/2025 |
| Standard Index | Best Fit Index | |
| Morningstar US Mod Tgt Alloc NR USD | Morningstar US TIPS TR USD | |
| 3-Yr Beta | -0.63 | -1.38 |
| 3-Yr Alpha | -5.87 | -12.78 |
| Investment Style Details | - | ||||||||||||||||||||||||||||||||||||||||
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| Category: Systematic Trend USD | |||||||||||||||||||||||||||||||||||||||||
| Fixed Income Style | - | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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| Asset Allocation | - |
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| World Regions | - | |||
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| Category: Systematic Trend USD | ||||
| Sector Weightings | - | |||
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| Category: Systematic Trend USD | ||||
| Top 10 Holdings | - |
| Portfolio NEW | |
| Total Number of Equity Holdings | - |
| Total Number of Bond Holdings | - |
| Assets in Top 10 Holdings | - |
| Name | Sector | Country | % of Assets | ||
| No Data Available | |||||
 Increase  Decrease  New since last portfolio | |||||
| Category: Systematic Trend USD | |||||
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| Biography | |
| Otto Hamaoui is Director of Portfolio Management at Man AHL, responsible for all portfolio construction, allocation and optimisation across Man AHL. He is also Portfolio Manager of Man AHL’s flagship systematic multi-strategy and trend programmes and responsible for AHL’s institutional solutions business. In addition, he is a member of Man AHL's investment and management committees. He was previously Deputy Head of Equities Research, having joined the firm in 2016 to build out the medium frequency cash equities trading effort. Prior to joining Man AHL, Otto was at Morgan Stanley in various equity derivatives roles, developing and running quantitative trading models. He holds a Master's degree in Applied Maths from École Centrale Paris and Master's degree in Quantitative Finance from Université Denis Diderot Paris 7. |
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| Fund Manager | Tom Bowles |
| Manager Start Date | 01/01/2022 |
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| Biography | |
| Tom Bowles is Head of Liquid Alternatives at Man AHL. He has been at the core of Man AHL’s research in various roles since joining in 2007, and specializes in trend, systematic strategy design and portfolio construction. He holds a PhD in Signal Processing from Cardiff University and a First Class MEng degree in Automatic Control and Systems Engineering from the University of Sheffield. |
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| Fund Manager | Otto van Hemert |
| Manager Start Date | 01/01/2022 |
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| Biography | |
| Otto van Hemert is Director of Core Strategies and a member of Man AHL’s management and investment committees. He was previously Head of Macro Research at Man AHL. Prior to joining Man AHL in 2015, Otto ran a systematic global macro fund at IMC for more than three years. Before that, he headed Fixed Income Arbitrage, Credit, and Volatility strategies at AQR, and was on the Finance Faculty at the New York University Stern School of Business, where he published papers in leading academic finance journals. Otto holds a PhD in Economics and Masters Degrees in Mathematics and Economics. |
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