Man AHL Marks 30 Years

‘Crisis alpha’ expected to survive bond bear markets

HAMLIN LOVELL

European CTA pioneer, Man AHL, turned 30 this year. Over this period, managed futures – and Man AHL strategies – have generated better risk-adjusted returns than world equities, and with smaller drawdowns. In particular, managed futures have sometimes produced substantial positive returns, during crisis periods when equities crashed. The TMT bubble bursting between 2000 and 2003, the Russia/LTCM crisis in 1998, the credit crisis in 2008, the European sovereign debt crisis in 2011,...

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