Fact sheet: Lyxor WNT

Fund information

Fund name
Lyxor WNT A EUR
Fund company manager
Lyxor Asset Management S.A.S
Fund type
SIB
Fund manager(s)
Winton Capital Management Limited
since 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
-
Investment style
Multi Strategy
Investment method
Mixed

Quick stats

1 Year return

3.26 %

1 Year rank in sector

82/150

Sector

FO Hedge/Stru Prod - Mixed

Yield

5.4523

Fund size

£ 766.5 m

FE Risk score

114

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.14 %1.17 %3.26 %2.55 %0 %
Sector0.41 %2.28 %3.56 %4.19 %8.75 %
Rank within sector142 / 153105 / 16982 / 15060 / 101 /
Quartile th4 th3 rd3 rd3 rd th

Calendar performance

YTD-20172016201520142013
Fund2.37 %2.09 %-6.11 %10.46 %0 %
Sector3.14 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector91 / 16140 / 12689 / 10326 / 88 /
Quartile th3 rd2 nd4 th2 nd th

Risk statistics

Alpha-1.09
Beta2.53
Sharpe-0
Volatility7.18
Tracking error6.01
Information ratio-0.02
R-Squared0.48

Price movement

52 week high114.7249
52 week low107.121
Current bid price0
Current offer price0
Current mid price113.4195

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-