Numeric China A Core
The China A Core strategy applies Man Numeric’s long history of experience in bottom-up stock selection utilizing fundamentally-based models adjusted for the nuances of the China A Share market.
We believe our focus on quantitative, bottom-up stock selection, built upon our eight years, five strategies, and over USD 5 billion in emerging markets assets, offers potential future alpha opportunity in the China A-Share market.
Approach
Key features
- Sophisticated alpha models, not generic factors, combined in an effort to produce stable outperformance across various market environments
- Research team focused on model enhancements
Portfolio Construction
- Portfolio construction and risk management aim to maximize alpha exposure while minimizing economic risk exposures
- Daily portfolio rebalance overseen by experienced portfolio management team
Performance
Strategy
MSCI China A Net Return USD Index
Relative Return
2.09%
-1.39%
3.48%
-5.70%
-8.76%
3.05%
-12.43%
-14.56%
2.13%
2.14%
0.11%
2.02%
3.95%
2.48%
1.47%
Performance by calendar years
Strategy
-11.11%
-26.63%
14.50%
37.56%
32.57%
As at June 30, 2024
Inception date September 1, 2018
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 1.00% has been applied. * Annualized
Related content
Investment Solutions
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.
UCITS
Alternative investment funds
US 40 ACT
Regional funds
Separate accounts
Advisory mandates
Managed accounts
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.
Considerations
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.
Emerging Markets - The Strategy may invest a significant proportion of its assets in securities with exposure to emerging markets which involve additional risks relating to matters such as the illiquidity of securities and the potentially volatile nature of markets not typically associated with investing in other more established economies or markets.
Single Region/Country Risk - The Strategy is a specialist country-specific Strategy or focuses on a particular geographic region, the investment carries greater risk than a more internationally diversified portfolio.
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.
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