Man Numeric’s Global Core strategy aims to deliver alpha via quantitative, bottom-up stock selection. By using a broad universe, the strategy tries to create more potential opportunity for generating value add by gaining exposure to more mid-cap and small-cap stocks – a historically rich area for our models to generate alpha.
- Fundamentally-driven, quantitative approach blends market acumen and quantitative rigor
- Portfolio construction and risk management aim to maximize alpha exposure while minimizing economic risk exposures
- Offers broad diversification of stock-specific risk, yet high active share
- Daily portfolio rebalance overseen by experienced portfolio management team
- Research team focused on model enhancements
Performance by calendar years
Past performance is not indicative of future results. Returns may increase or decrease as a result of currency fluctuations.
Please note that the performance data is not intended to represent actual past or simulated past performance of an investment product. The data is calculated in USD and is based on a composite that follow the strategy. An example fee load of 0.50% has been applied. * Annualized
Why are Chinese equities – which offer investors significant breadth and diversification – still such a minor element of most portfolios?
Why it might not make sense to invest in well-run companies: a deep dive into the Quality factor asks whether growth at any price has changed investing forever.
FAANGM stocks are trading at extraordinary multiples, leading some investors to suggest they have hit bubble territory. What has happened historically when stocks reached these stretched valuations?
Even a long history of gains is hard to reconcile with a decade of pain for Value investors. Daniel Taylor discusses whether the march towards zero or negative nominal interest rates and their consequences can help provide some clues as to Value’s fate.
Ori Ben-Akiva, Director of Portfolio Management at Man Numeric, discusses the challenges quant (equity) strategies faced in 2020 and the factors that will drive their success.
Quantitative equity investing is having a bit of a mid-life crisis. Will the same approach that has worked for many of us for several decades continue to work in the future?
An ex-central banker, three academic professors and seven finance practitioners get together to discuss inflation: its relationship to unemployment, how people form expectations about it, and most importantly, whether it’s transitory or permanent.
In December 2020, Growth stock mania was at its peak. Fourteen months on, what has happened to those eye-wateringly expensive multiples?
Man offers a comprehensive suite of investment solutions and formats that can be tailored and optimised to meet specific client needs. Our investment solutions offer optionality including: liquidity, control, investment restrictions, investor customisations and transparency.
Access to investment products and mandate solutions are subject applicable laws and regulations including selling restrictions and licensing requirements. Investment solutions listed above may not be compatible for all investment strategies and may be subject to minimum subscription requirements. Regional Funds: In additions to UCITS and AIFs registered across the EEA, a number of investment strategies are available in vehicles registered in Chile, Netherlands, Hong Kong, Japan, Singapore, South Korea and Switzerland.
One should carefully consider the risks associated with investing, whether the strategy suits your investment requirements and whether you have sufficient resources to bear any losses which may result from an investment:
Investment Objective Risk - There is no guarantee that the Strategy will achieve its investment objective.
Market Risk - The Strategy is subject to normal market fluctuations and the risks associated with investing in international securities markets and therefore the value of your investment and the income from it may rise as well as fall and you may not get back the amount originally invested.
Counterparty Risk - The Strategy will be exposed to credit risk on counterparties with which it trades in relation to on-exchange traded instruments such as futures and options and where applicable, ‘over-the- counter’("OTC","non-exchange") transactions. OTC instruments may also be less liquid and are not afforded the same protections that may apply to participants trading instruments on an organised exchange.
Currency Risk - The value of investments designated in another currency may rise and fall due to exchange rate fluctuations. Adverse movements in currency exchange rates may result in a decrease in return and a loss of capital. It may not be possible or practicable to successfully hedge against the currency risk exposure in all circumstances.
Liquidity Risk - The Strategy may make investments or hold trading positions in markets that are volatile and which may become illiquid. Timely and cost efficient sale of trading positions can be impaired by decreased trading volume and/or increased price volatility..
Financial Derivatives - The Strategy may invest in financial derivative instruments ("FDI") (instruments whose prices are dependent on one or more underlying asset) typically for hedging purposes. The use of FDI involves additional risks such as high sensitivity to price movements of the asset on which it is based. The use of FDI may multiply the gains or losses.
Model and Data Risk - The Investment Manager relies on quantitative trading models and data supplied by third parties. If models or data prove to be incorrect or incomplete, the Strategy may be exposed to potential losses. Models can be affected by unforeseen market disruptions and/or government or regulatory intervention, leading to potential losses.