Fact sheet: Winton Futures

Fund information
Fund name
Winton Futures D GBP
Fund manager company
Winton Capital Management Ltd
Fund type
OEIC
Fund manager
No data available.
Fund objective
The Winton diversified trading program engages in the speculative trading of futures, options, forwards, equities and CFDs on world markets. Winton's investment philosophy is directed towards long term capital appreciation through compound growth. This is achieved by pursuing a sophisticated and widely diversified trading program employing statistically-derived algorithms. The success of this program does not rely on favourable conditions in any particular market or on general appreciation of asset values.
Benchmark
  • No Specified Index
Investment style
Multi Strategy
Investment method
Futures, Commodity/Energy
Quick stats
1 Year return
-5.4%
1 Year rank in sector
98/124
Sector
FO Hedge/Stru Prod - Mixed
Yield
-
Fund size
£9,300m
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.
62
Top in this sector
Fund name1 Year
LFIS VisionPremiaOpps19.4%
Castellain Value16.6%
Avia Altus14.6%
Garraway Garr FT14.5%
Nordea 1 Alpha 1510.8%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund--3.3%0.3%-5.4%12.5%20.4%
Sector0.1%-1.6%-0.5%-1.7%3.4%6.6%
Rank within sector-103 / 14352 / 13898 / 12415 / 8312 / 68
Quartile3rd2nd4th1st1st
Calendar performance
 YTD - 20162015201420132012
Fund-3.5%1.6%14.3%9.3%-3.3%
Sector-1.4%-0.6%5.1%1.4%1.9%
Rank within sector89 / 12726 / 10813 / 8916 / 8162 / 72
Quartile3rd1st1st1st4th
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.
5.04
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.
0.81
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.
0.22
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%.
9.11
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.
8.97
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.
0.49
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.
0.03
Price movement
52 week high330.61
52 week low306.07
Current bid price-
Current offer price-
Current mid price306.94
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
Winton Capital Management
Fund manager company
Winton Capital Management Ltd
Fund type
OEIC
Fund objective
The Winton diversified trading program engages in the speculative trading of futures, options, forwards, equities and CFDs on world markets. Winton's investment philosophy is directed towards long term capital appreciation through compound growth. This is achieved by pursuing a sophisticated and widely diversified trading program employing statistically-derived algorithms. The success of this program does not rely on favourable conditions in any particular market or on general appreciation of asset values.
Benchmark
  • No Specified Index
Investment style
Multi Strategy
Investment method
Futures, Commodity/Energy
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, Reporting Fund Status
Domicile
No data available.
Fund for sale in
United Kingdom, Offshore, Singapore, Virgin Islands - British
Winton Futures B USD
Initial charge-
Annual charge1%
Min single investment£1,000,000
Min regular saving£50,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price995.35
CurrencyUSD
Price updated31/10/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeX997
Winton Futures C EUR
Initial charge-
Annual charge1%
Min single investment£750,000
Min regular saving£50,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price277.25
CurrencyEUR
Price updated31/10/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNFF4
Winton Futures D GBP
Initial charge-
Annual charge1%
Min single investment£500,000
Min regular saving£35,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price306.94
CurrencyGBP
Price updated31/10/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEJS5
Winton Futures E JPY
Initial charge-
Annual charge1%
Min single investment£100,000,000
Min regular saving£7,500,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price19257.03
CurrencyJPY
Price updated31/10/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNFF3
Winton Futures F GBP
Initial charge-
Annual charge1%
Min single investment£500,000
Min regular saving£35,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price118.38
CurrencyGBP
Price updated31/10/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0T3O
Data provided by

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