Man AHL TargetRisk – Brazilian Feeder Fund

Dynamic multi-asset allocation investing

Man Group

A global investment management firm focused on delivering performance for clients through a diverse spectrum of specialist active investment disciplines, empowered by the latest technology
  • Individual performance-driven investment engines with centralised operations and services, managing more than USD 110 billion
  • Large institutional client base, including sovereign wealth funds, endowments and pension funds
  • Headquarters in London, with offices in every major region
  • Actively engaged industry leader, a signatory of the UN-supported PRI and founding member of the Standards Board for Alternative Investments (former HFSB)

Systematic Multi-asset Portfolio

Balanced, long-only approach
  • Actively managed, long-only, multi-asset approach
  • Applies systematic techniques, honed through AHL’s 30-year experience, to reduce overall drawdowns and boost long term performance
Active risk management
  • Momentum overlay to reduce exposure during market sell-offs
  • Reduce exposure when markets become increasingly correlated
  • Dynamic risk control for volatility targeting and downside protection
Diversification
  • Systematic process leads to scalability across many markets
  • Diversification across a broad range of markets, covering global equities, corporate credit, inflation, and commodities

Man AHL TargetRisk portfólio

Current allocation based on risk weighting and cross asset correlations

AHL TargetRiskFund long-term risk allocation

Strategic asset allocation philosophy

  • Asset allocation based on risk budgeting approach
  • Seeks to capture positive expected returns in each asset class
  • Diversification seeks to preserve capital and improve performance
  • Balanced portfolio aims to perform positively in a range ofmarket environments
  • Additional risk management techniques can improve the overall performance by helping in challenging market environment

Targeting the protection of wealth

Monthly returns from January 2000 to June 2020

  • A global balanced strategy works well in most environments:
    •  40% both risk on and risk off markets rally
    •  43% of the time, risk on and risk off act as hedging
  • However, 17% of months both bonds and equities fall
  • Apply proprietary risk management techniques
    •  Volatility scaling/switching
    •  Momentum overlay
    •  Correlation overlay

How the AHL TargetRisk Programme responds to three key risks

Funds

Man AHL TargetRisk FIM IE

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Description

Name: Man AHL TargetRisk FIM IE

CNPJ: 34.461.768/0001-84

Manager: Gama Investimentos

Administrator: BNY Mellon Serviços Financeiros DTVM S.A

Custody : BNY Mellon S.A

NAV : Daily

Total Fee: 0.95% p.a.

Minimum Investment: R$ 250.000,00

Subscriptions: Request D + 1

Redemptions: NAV Date: Request D +1/ Payment NAV Date + 5

Benchmark: CDI

Investor Type: Qualified Investors under Brazilian Regulation

Links:

> Regulamento
> Informações Complementares
> Termos
> Relatório mensal

Man AHL TargetRisk FIC FIM IE

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Description

Name: Man AHL TargetRisk FIC FIM IE

CNPJ: 32.319.558/0001-20

Investor Type: Qualified Investors under Brazilian Regulation

Manager: Gama Investimentos

Administrator: BNY Mellon Serviços Financeiros DTVM S.A

Custody: BNY Mellon  S.A

NAV: Daily

Total Fee: 1.95% p.a.

Minimum Investment: R$ 500,00

Subscriptions: Request D + 1

Redemptions: NAV Date: Request D +1/ Payment NAV Date + 5

Benchmark: CDI

Investor Type: Qualified Investors under Brazilian Regulation

Links:

> Regulamento
> Informações Complementares
> Termos
> Relatório mensal

Man AHL TargetRisk USD FIM IE

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Description

Name: Man AHL TargetRisk USD FIM IE

CNPJ: 36.352.767/0001-27

Investor Type: Qualified Investors under Brazilian Regulation

Manager: Gama Investimentos

Administrator: BNY Mellon Serviços Financeiros DTVM S.A

Custody: BNY Mellon  S.A

NAV: Daily

Total Fee: 0,95% p.a.

Minimum Investment: R$ 250.000,00

Subscriptions: Request D + 1

Redemptions: NAV Date: Request D +1/ Payment NAV Date + 5

Benchmark: CDI

Investor Type: Qualified Investors under Brazilian Regulation

Links:

> Regulamento
> Informações Complementares
> Termos
> Relatório mensal

Man AHL TargetRisk USD FIC FIM IE

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Description

Name: Man AHL TargetRisk USD FIC FIM IE

CNPJ: 38.281.316/0001-71

Investor Type: Qualified Investors under Brazilian Regulation

Manager: Gama Investimentos

Administrator: BNY Mellon Serviços Financeiros DTVM S.A

Custody: BNY Mellon  S.A

NAV: Daily

Total Fee: 1,95% p.a.

Minimum Investment: R$ 500,00

Subscriptions: Request D + 1

Redemptions: NAV Date: Request D +1/ Payment NAV Date + 5

Benchmark: CDI

Investor Type: Qualified Investors under Brazilian Regulation

Links:

> Regulamento
> Informações Complementares
> Termos
> Relatório mensal