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Man AHL DiversifiedFutures Ltd

20096

Man AHL Diversified Futures Ltd ()

2

Man AHL Diversified Futures Ltd

Man Investments Ltd

Man

Man Investments (Hong Kong) Ltd81301

Man Investments (Hong Kong) Ltd

3Man Investments(Singapore) Pte Ltd

289()

(Monetary Authority of Singapore)(i)304(ii)305305(I)(iii)

www.maninvestments.com

3

1983

4332

Man Investments

1783

(EMG)100

541

151,8002

Man Group plc

Man Group plc

Man12009331374022009630

4

12009331ManManRMFGlenwoodMan Global Strategies NephilaOre Hill Man

Man Investments

AHL

2041

198720

5

AHL

AHL

1041

69

18

17

824

90

12009331

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AHL 24

150

7


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12009629

9.3 %5

17.2 %316.6 %4

19.2 %2

5.5 %79.0 %6

23.1 %1

36

150

11:00

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8910

18:00

1211 123

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24:00

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9

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1

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11


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13

1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009

500

1000

1500

2000

2500

3000350040004500

Man AHL Diversified Futures Ltd1

World stocksTaiwan stocks (TWD)Hong Kong Stocks (HKD)

() ()


ManMan AHL Diversified Futures Ltd()1220044.6%200516.2%20065.4%200718.0% 200824.9%2009-12.5% (2009629)3


19985122009630 Man AHL Diversified

Futures Ltd

()

()

272.6 % 77.0 % -22.5 % -14.1 %

12.5 % 5.2 % -2.3 % -1.3 %

15.6 % 26.2 % 28.0 % 15.8 %

3 0.60 0.18

-17.4 % -59.1 % -63.1 % - 51.9 %

0110025

0710

003

0710

3

14

-5 %

0 %

5 %

10 %

15 %

20 %

25 %

19

98

19

99

20

00

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01

20

02

20

03

20

04

20

05

20

06

20

07

20

08

Ann

ual r

etur

n (U

SD

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12.5%2009629-12.5 %42009

24.9 %2008

18.0 %2007

5.4 %2006

16.2 %2005

4.6 %2004

19.4 %2003

9.8 %2002

15.6 %2001

18.4 %2000

3.6 %1999

21.4 %31998


1998512200812292

Man1Man AHL Diversified Futures Ltd2 3 42009629

(

)

15

2004 2005 2006 2007 2008 2009

-10 %

0 %

10 %

20 %

30 %

Hong Kong stocks (HKD)

World stocksTaiwan stocks (TWD)



ManMan AHL Diversified Futures Ltd()120044.6%200516.2%20065.4%200718.0% 200824.9%2009-12.5% (2009629)

19985122009630

Man AHL Diversified Futures Ltd () ()

5

16

-10 %

-5 %

0 %

5 %

10 %

0.5 %

6.6 %

3.3 %

6.8 %

-8.5 %

0.1%0.6 %

2.3 %

Ret

urn

(US

D)

Average return during world stocks

up quarters

Average return during world stocks

down quarters

Average return during all quarters

World stocksWorld bonds


1.4 %


ManMan AHL Diversified Futures Ltd()120044.6%200516.2%20065.4%200718.0% 200824.9%2009-12.5% (2009629)

19985122009630


17

1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009

Inde

x va

lue

USD

(log

sca

le)

1000

3000

5000

7000 Periods of equity market difficulty

World stocks Man AHL Diversified Futures Ltd


ManMan AHL Diversified Futures Ltd()1 20044.6%200516.2%20065.4%200718.0% 200824.9%2009-12.5% (2009629)


19985122009630

1 2 3

-39.9 %16.7 % 2007712009630

-8.0 %11.8 % 19988119981031

- 47.8 %63.5 % 2000412003331

Man AHL Diversified

Futures Ltd1

1

2

3

18

1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009

1000

1500

2000

2500

3000

3500

4000450050005500

Man AHL Diversified Futures Ltd1DrawdownMonths to recovery

-17.4 %

3 m

-14.1 %

2 m-13.4 %

11 m

-12.5 %

n/a


18.4 %24.2 %47.4 %

12

4

123

Man1 Man AHL Diversified Futures Ltd1998512200962920044.6%200516.2%20065.4%200718.0%200824.9%2009-12.5% (2009629)

12

3

4

2

11

3

19

ManMan AHL Diversified Futures Ltd())120044.6%200516.2%20065.4%200718.0% 200824.9%2009-12.5% (2009629)

()

()

Man AHL Diversified

Futures Ltd


-0.12 -0.15 -0.32 0.27 1.00

-0.18 -0.25 -0.33 1.00

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() 0.56 1.00

() 1.00

19985122009630


1.00-1.00

20


ManMan AHL Diversified Futures Ltd())3120044.6%200516.2%20065.4%200718.0% 200824.9%2009-12.5% (2009629) 2

1,5101,6041,8011,4201,000

2

0.060.100.210.02

-38.3 %-35.8 %-30.7 %-40.7 %

12.2 %11.5 %10.2 %13.0 %

3.8 %4.3 %5.4 %3.2 %

51.0 %60.4 %80.1 %42.0 %

19985122009630

Man AHL DiversifiedFutures 10% 90%



40%() 30% 20% 10%

21


1,2161,3071,5011,1301,000

2

0.04

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21.6 %30.7 %50.1 %13.0 %

19985122009630




40%() 30% 20% 10%

ManMan AHL Diversified Futures Ltd())3120044.6%200516.2%20065.4%200718.0% 200824.9%2009-12.5% (2009629) 2

22


20,00010,000

20,0002,000

200

Man Investments Limited

AHL

2 4.0%4 2.5%6 1.0%

www.maninvestments.com Morningstar SIX Telekurs

24

Man Group

: 1Private Banking Survey, Euromoney20081220087Global Investor Magazine 3Funds Europe2007Funds Europe Awardswww.funds-europe.com4FinancialNews20066

Man Investments4

Man Group3

2007

2006

Man Investments1

2008

Man Group2

25

Oxford-ManMan ()

Oxford-Man (OMI)

2007Man

Man ()

Oxford-Man

AHL

AHL

AHL

27

(Tim Wong)

AHLMan Investments1991AHL1991

AHL1996Man Investments24Mr Hutton1990Man1978Mr HuttonGill and Duffus Limited

Mr Hutton1977Marshall French and Lucas Limited

Dr Robinson1999AHL1997Dr Robinson

Andy Hutton

Mike Robinson

28

Man Research Laboratory (Oxford)2001AHLDr LedfordDr Ledford

AHL2004AHLMr Berridge

AHL2003AHLMr SathyanState Street Analytics-UKState StreetMr SathyanLegal & General

Anthony Ledford

Riju Sathyan

Steffan Berridge

29

AHLAHL2004Man InvestmentsMr RzymMr Rzym

AHLAHL2007AHLMrPilsworthMr PilsworthMr Pilsworth19882000

AHL2005AHLMr SkaliotisMr Skaliotis

Harry Skaliotis

Andre Rzym

Den Pilsworth

MA

NPR

ES14

8CH

I

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