Fact sheet: Winton Global Equity

Fund information
Fund name
Winton Global Equity I GBP
Fund manager company
Winton Capital Management Ltd
Fund type
No data available.
Fund managers
  • David Hardingsince 01/10/2009
Fund objective
The Winton Global Equity Fund (WGEF) follows a fully-invested, non-levered equity core investment strategy that aims to achieve long-term outperformance of the MSCI World Index by systematically exploiting fundamental and price-based predictive signals and their interactions, to select those stocks with a higher probability of excess returns. Portfolio construction seeks to maximise expected returns whilst attaining a tracking error target under a strict turnover budget. Execution is lgorithmic. The models employed are continuously improved by the Firm's leading research effort.
Benchmark
  • MSCI World Net TR
Investment style
Active
Investment method
Shares
Quick stats
1 Year return
24.7%
1 Year rank in sector
-
Sector
FO Equity - International
Yield
-
Fund size
£1,133m (£1,097m last year)
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.
98
Top in this sector
Fund name1 Year
Heptagon Kprnk GblAlCpEq49.3%
Sanlam Prv Wlt Glbl HgQul40.5%
SKAGEN Focus36%
Veritas Global Equity Income35.8%
JOHCM Gbl Opps35.3%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.4%15.4%15.3%24.7%30.2%-
Sector0.6%6.2%7.8%9.3%18.6%63.5%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund17.7%-4.1%7.2%29.7%13.7%
Sector5.6%0.7%6%21.3%12.7%
Rank within sector-----
Quartile
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.
3.54
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.
0.93
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.
0.62
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%.
11.07
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.
6.3
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.
0.45
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.
0.68
Price movement
52 week high108.01
52 week low81.88
Current bid price-
Current offer price-
Current mid price108.54
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
No data available.
Fund objective
The Winton Global Equity Fund (WGEF) follows a fully-invested, non-levered equity core investment strategy that aims to achieve long-term outperformance of the MSCI World Index by systematically exploiting fundamental and price-based predictive signals and their interactions, to select those stocks with a higher probability of excess returns. Portfolio construction seeks to maximise expected returns whilst attaining a tracking error target under a strict turnover budget. Execution is lgorithmic. The models employed are continuously improved by the Firm's leading research effort.
Benchmark
  • MSCI World Net TR
Investment style
Active
Investment method
Shares
Fund managers
NameSinceBiography
David Harding01/10/2009Mr. Harding is a director of WFM and WCM and is the Chief Executive Officer of WCG. Mr Harding is an Associated Person of Winton Capital US LLC and WFM. Mr. Harding, born in 1961, graduated from Cambridge University in 1982 with a First Class Honours degree in Natural Sciences specialising in Theoretical Physics. Mr. Harding then embarked on a career in the analysis of futures and trading markets, which led him to co-found Adam, Harding and Lueck Ltd (“AHL”) in 1987 with Martin Lueck and Michael Adam. AHL rapidly became one of the leading CTAs in the UK and was acquired by Man Group plc in 1994. In August 1996, Mr. Harding left Man Group plc and took leave until February 1997. In February 1997, he co-founded Winton with Martin Hunt (an associate of Mr. Harding’s from AHL) and Osman Murgian (an early investor in AHL) with a commitment to applying financial mathematics and empirical scientific research to creating and developing trading systems for the financial markets.
Compliance
Transparent for Swiss Tax, IA Recognised, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Australia, Canada, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Ireland, Italy, Japan, Luxembourg, Netherlands, Norway, Offshore, Sweden
Winton Global Equity A EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.96%
Bid price-
Offer price-
Mid price92.817
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMENU
Winton Global Equity I GBP
Initial charge-
Annual charge0.4%
Min single investment£5,000,000
Min regular saving£250,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.64%
Bid price-
Offer price-
Mid price108.541
CurrencyGBP
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM9OB
Winton Global Equity I USD
Initial charge-
Annual charge0.4%
Min single investment£5,000,000
Min regular saving£250,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.64%
Bid price-
Offer price-
Mid price155.869
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM6EF
Winton Global Equity N EUR
Initial charge-
Annual charge-
Min single investment£20,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.16%
Bid price-
Offer price-
Mid price106.663
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKZXB
Winton Global Equity N USD
Initial charge-
Annual charge-
Min single investment£20,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.16%
Bid price-
Offer price-
Mid price106.004
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKR0S
Winton Global Equity R EUR
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 price94.683
CurrencyEUR
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE3WZ
Winton Global Equity Z USD
Initial charge-
Annual charge-
Min single investment£1,000,000
Min regular saving£250,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.16%
Bid price-
Offer price-
Mid price158.302
CurrencyUSD
Price updated23/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code08Q1
Data provided by

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