AHL Alpha Cayman Ltd USD
Executive Summary
AHL Alpha (Cayman) Ltd is a highly diversified portfolio of around 400 markets, focusing on momentum-based strategies on listed futures and OTC markets. It allocates 25% to the AHL Evolution programme to achieve exposure to a broader range of markets (IRS, CDS, cash equities, power markets and a vol strat on options). The AHL Alpha programme began trading in October 1995 and is offered to institutional investors, targeting a (net) return volatility of around 10% pa.
The flagship AHL Alpha product is AHL Alpha (Cayman) Ltd USD, Cayman domiciled fund that launched on 1 October 2013, with monthly liquidity and 1 & 20 fee structure. Currently both USD and CAD classes are live, but other currencies are potentially available. AHL Alpha programme AUM stands at USD 3.0bn as at 30 September 2014.
The performance data is represented by AHL Alpha plc from 17 October 1995 to 30 September 2012, and by AHL Strategies PCC Limited: Class Y AHL Alpha USD Shares from 1 October 2012 to 30 September 2013. The representative product was changed at the end of September 2012 due to the provisioning of fund liquidation costs in October 2012 for AHL Alpha plc, which resulted in tracking error compared with other Alpha Programme funds. Both funds are valued weekly; however, for comparative purposes, statistics have been calculated using the best quality price that is available at each calendar month end, using estimates where a final price is unavailable. Where a price, either estimate or final is unavailable on a calendar month end, the price on the closest date prior to the calendar month end has been used. Both of the track records have been adjusted to reflect the fee structure of AHL Alpha (Cayman) Limited - USD Shares. From 30 September 2013, the actual performance of AHL Alpha (Cayman) Limited - USD Shares is displayed.
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Disclaimer Info
The performance data displayed herein is compiled from various sources, including BarclayHedge, and reports directly from the advisors. These performance figures should not be relied on independent of the individual advisor's disclosure document, which has important information regarding the method of calculation used, whether or not the performance includes proprietary results, and other important footnotes on the advisor's track record.
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