Man AHL Diversified Markets EU A/  NL0000319606  /

Fonds
NAV9/26/2016 Chg.+0.3100 Type of yield Investment Focus Investment company
36.4000EUR +0.86% reinvestment Alternative Investments Worldwide Man Investment AG 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
1994 - - - - - - - - - - - 0.00 -
1995 1.42 -1.20 -3.24 4.18 6.63 1.69 -5.19 -4.30 0.61 -3.45 5.67 11.13 -
1996 -4.65 -3.94 -0.78 5.12 -8.99 8.23 -4.37 1.79 13.28 5.52 10.95 -3.53 -
1997 4.43 4.97 -1.11 -5.21 2.38 5.37 7.58 -9.35 3.25 -0.55 1.93 8.10 +22.29%
1998 2.00 5.39 2.21 -3.86 6.97 1.66 2.39 16.88 1.18 -1.71 1.74 4.40 +45.19%
1999 -5.93 4.11 -5.88 7.46 -5.90 -1.29 -0.65 2.16 0.74 -7.04 8.55 5.07 -0.26%
2000 -0.43 0.17 -4.49 -1.18 2.20 -3.23 -2.04 4.25 -2.81 3.54 7.12 8.58 +11.29%
2001 0.54 3.08 13.23 -9.64 -1.31 -1.70 2.03 4.87 11.26 3.54 -8.12 -0.33 +16.11%
2002 -3.80 -4.99 -1.24 -3.40 0.92 11.52 5.44 1.10 6.82 -7.34 -4.51 9.38 +8.14%
2003 7.96 7.89 -8.85 0.76 10.03 -4.40 -0.88 -0.77 2.23 1.74 -1.66 5.94 +19.93%
2004 0.10 4.93 -2.15 -7.56 -1.95 -5.19 -0.12 1.28 2.82 4.09 7.26 -0.15 +2.42%
2005 -5.47 3.24 -0.77 -2.44 4.41 4.18 0.98 3.49 3.98 -1.53 6.40 -1.20 +15.57%
2006 3.13 -3.03 3.17 5.27 -4.88 -3.41 - -2.44 1.43 -0.09 0.35 2.85 +1.83%
2007 7.43 -2.74 -7.97 7.46 3.06 4.53 4.95 -11.98 5.44 8.90 4.23 -4.47 +17.54%
2008 5.85 2.74 3.81 1.13 3.12 1.20 -6.16 -3.86 -0.41 16.11 1.26 5.63 +32.93%
2009 -2.10 0.33 -5.84 -4.13 0.31 -3.41 0.86 -0.95 2.74 -1.70 2.05 -6.15 -16.99%
2010 -2.20 -0.77 5.56 2.06 -1.48 1.02 -2.37 6.77 0.91 8.18 -8.37 5.79 +14.77%
2011 -3.53 1.31 -4.96 4.17 -1.72 -1.60 0.12 5.51 0.90 -6.50 1.14 -1.91 -7.48%
2012 0.31 2.16 -1.69 -1.48 -1.65 2.76 1.20 -2.84 1.10 -3.67 1.13 0.64 -2.23%
2013 2.88 0.22 1.91 6.49 -4.22 -8.05 -2.57 -0.36 -3.74 6.37 0.32 -0.52 -2.25%
2014 -2.82 0.93 -0.23 -0.20 6.84 4.23 4.74 0.43 3.09 1.26 3.56 5.82 +30.87%
2015 7.53 -2.12 2.57 1.06 -7.09 -7.06 3.73 0.89 4.40 -4.65 2.17 -2.79 -2.53%
2016 4.88 1.96 -3.99 -4.31 -2.74 0.40 1.22 -1.26 -3.50 - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 13.39% 11.68% 13.52% 14.56% 13.20%
Sharpe ratio -0.73 -1.59 -0.90 0.56 0.09
Best month +4.88% +1.22% +4.88% +7.53% +7.53%
Worst month -4.31% -4.31% -4.65% -7.09% -8.05%
Maximum loss -15.46% -12.24% -15.46% -19.58% -19.58%
Outperformance -4.01% - -5.28% +4.36% +6.60%
 
All quotes in EUR

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
Man AHL Diversified Markets EU B reinvestment 36.4000 -12.37% +25.30%
Man AHL Diversified Markets EU C reinvestment 37.7600 -11.51% +28.39%
Man AHL Diversified Markets EU A reinvestment 36.4000 -12.37% +25.30%

Performance

YTD
  -7.47%
6 Months
  -9.88%
1 Year
  -12.37%
3 Years  
+25.30%
5 Years  
+4.63%
Since start  
+701.76%
Year
2015
  -2.53%
2014  
+30.87%
2013
  -2.25%
2012
  -2.23%
2011
  -7.48%
2010  
+14.77%
2009
  -16.99%
2008  
+32.93%
2007  
+17.54%