Fact sheet: Lyxor WNT

Fund information
Fund name
Lyxor WNT A EUR
Fund manager company
Lyxor Asset Management S.A.S
Fund type
No data available.
Fund manager
  • Winton Capital Management Limitedsince 25/01/2013
Fund objective
The Investment Objective of the Lyxor/WNT Fund is to seek capital appreciation over the medium to long term. The Lyxor/WNT Fund executes a computer-based Trading System in which it can hold long or short positions in futures markets around the world. The program blends short-term trades with long-term trend following, incorporating both multiple time frames and systems.
Benchmark
No data available.
Investment style
Multi Strategy
Investment method
Mixed
Quick stats
1 Year return
-4.7%
1 Year rank in sector
81/123
Sector
FO Hedge/Stru Prod - Mixed
Yield
5.5%
Fund size
£0m
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
112
Top in this sector
Fund name1 Year
LFIS VisionPremiaOpps18.7%
Castellain Value17.6%
Avia Altus14.6%
Garraway Garr FT11.1%
Nordea 1 Alpha 1510.6%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-2.1%-2.7%1.7%-4.7%4.3%-
Sector-0.5%-1.2%-0.2%-2.1%3.2%6.9%
Rank within sector97 / 116102 / 14037 / 13781 / 12334 / 82-
Quartile4th3rd2nd3rd2nd
Calendar performance
 YTD - 20162015201420132012
Fund-0.2%-6.1%10.5%--
Sector-1.3%-0.6%5.1%1.4%1.9%
Rank within sector52 / 12493 / 10818 / 89--
Quartile2nd4th1st
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
-0.35
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
2.25
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-0
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
7.07
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
5.95
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
0.19
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.42
Price movement
52 week high113.77
52 week low106.24
Current bid price-
Current offer price-
Current mid price108.32
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
Lyxor
Fund manager company
Lyxor Asset Management S.A.S
Fund type
No data available.
Fund objective
The Investment Objective of the Lyxor/WNT Fund is to seek capital appreciation over the medium to long term. The Lyxor/WNT Fund executes a computer-based Trading System in which it can hold long or short positions in futures markets around the world. The program blends short-term trades with long-term trend following, incorporating both multiple time frames and systems.
Benchmark
No data available.
Investment style
Multi Strategy
Investment method
Mixed
Fund manager
NameSinceBiography
Winton Capital Management Limited25/01/2013David Harding founded Winton in 1997. His intention, born from his experiences with AHL, the UK investment company he co-founded in 1987, was to build an investment management company based on the scientific method, driven by his belief that the widely accepted wisdom of market efficiency was wrong. From managing less than US$2 million with three employees the company has grown to be a global investment management business. As of February 2014 we had US$24 billion in assets under management, with 280 employees.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Spain, France, United Kingdom, Ireland, Italy, Luxembourg, Offshore
Lyxor WNT
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price106.4948
CurrencyGBP
Price updated22/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKRSA
Lyxor WNT A
Initial charge-
Annual charge2.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price95.317
CurrencyCHF
Price updated22/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKPYG
Lyxor WNT A EUR
Initial charge-
Annual charge2.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price108.3196
CurrencyEUR
Price updated22/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKRPO
Lyxor WNT A USD
Initial charge-
Annual charge2.25%
Min single investment£10,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price95.2258
CurrencyUSD
Price updated22/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeM3AL
Lyxor WNT EB EUR
Initial charge-
Annual charge1.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price107.1166
CurrencyEUR
Price updated22/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKRPM
Lyxor WNT EB GBP
Initial charge-
Annual charge1.1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price107.1698
CurrencyGBP
Price updated22/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKRPN
Lyxor WNT EB USD
Initial charge-
Annual charge1.1%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price111.9067
CurrencyUSD
Price updated22/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKRPK
Lyxor WNT I
Initial charge-
Annual charge1.4%
Min single investment£500,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price108.9705
CurrencyUSD
Price updated22/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJ9TY
Lyxor WNT I GBP
Initial charge-
Annual charge1.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price105.102
CurrencyGBP
Price updated22/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKRPQ
Data provided by

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