Affinity Consulting Group

Investments

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Affinity Consulting Group  

 

 

 FPIL MAN AHL Diversified Futures Fund

A high risk leveraged fund of managed futures. It trades in futures & options in the commodity and financial markets. It is very volatile but has a very good track record.

This fund is the core fund to most of the MAN Group's structured capital guaranteed managed futures fund offerings. Entry into the main fund is becoming restricted but it can still be access on a monthly or lump sum basis through the Friends Provident mirror fund (What are mirror funds?).  Because of its volatile but strong performance it lends itself well to monthly investments.

Objective:

  • Produce high returns through diversified futures contracts trading in the medium to long term;
  • Reduce correlation to capital markets.

Strategy:

  • Access to more than 100 futures individually calculated to have low correlation to each other.
  • Utilises standard and proprietary formulas to determine market entry/exit points and statistically evaluated patterns to filter markets most likely to establish predictable price movement.
  • Diversified fund strategies.

Track Record:

  • Annual Volatility: 24.95%
  • Monthly Standard Deviation: 7.20%
  • Returns 12 Months (until May 03): 47.40%
  • Annualised Return (Since Inception, Apr. 1998 to Mar 03): 24.80%

Charging Structure:

  • Management Fee: 3% per annum + 20% Incentive Fee High Watermark
  • Bid/Offer Spread: Nil
  • Redemption Fee: Year 2: 3%; Year 4: 2%: Year 6: 1%

Other Details:

This fund will be subject to volatility and may go down in value as well as increase. This risk is reduced the longer the investment is held. Past performance is no guarantee of future performance.

This fund will be subject to volatility and may go down in value as well as increase. This risk is reduced the longer the investment is held. Past performance is no guarantee of future performance.