Looking to the future
AHL will continue to invest in its resources and capabilities by hiring outstanding people across multiple geographic locations and further developing our research, trading and technology infrastructure. Our continuous investments in research, technology and our people have been key components in driving AHL forward over the past two decades. These factors and the considerable recent improvements to our trading programmes demonstrate how we continue to lead innovation in the managed futures industry and will go a long way to securing our continued success in the years ahead.
AHL explained
AHL is a world-leading managed futures manager, with assets under management totalling $21 billion and over 20 years of trading experience.
Investment decisions are 100% systematic, with systems sampling over 4,000 prices daily in order to identify and profit from trends across a broad range of sectors, including currencies, bonds, stocks, energies, interest rates, metals, agriculturals and credit. This high degree of diversification means that the allocation to each position is small, which helps to control risk within portfolios.
Risk control is of paramount importance, with portfolios targeting a level of volatility rather than return. Risk is controlled in real-time by a dynamic volatility process applied across all positions, which reduces position sizes as volatility increases and vice versa. In addition a variety of risk measures such as VaR, stress testing and leverage are monitored daily to ensure portfolios stay within pre-defined limits.
Trades are executed either electronically using AHL's proprietary trade execution platform or by the 21 strong team of non-discretionary execution traders. On average around 1,500 trades are executed daily using a network of over 60 executing brokers. AHL is fully compliant with industry standards for disclosure, risk management, valuation, fund governence and market related issues, as determined and maintained by the hedge fund standards board.
