Fact sheet: ML Divfd Fut UCITS

Fund information

Fund name
ML Diversified Futures UCITS C Acc USD
Fund company manager
Merrill Lynch International
Fund type
SIB
Fund manager
Winton Capital Management Limited
since 24/06/2016
Fund objective
The Fund aims to achieve long term investment growth by investing in a range of financial instruments in accordance with a computer-based trading strategy designed by Winton Capital Management Ltd (“Investment Manager” or “Winton”). The investment strategy is a systematic strategy based on the Winton Diversified Program (“Program”). The Program uses statistical analysis of a large amount of data to attempt to determine the probability of a particular market rising or falling, and along with the assessment of a variety of risks, determine what the Fund should hold in order to maximise the chance of making a profit.
Benchmark
HFRX Macro: Systematic Diversified CTA Index
Investment style
Managed Futures
Investment method
Futures

Quick stats

1 Year return

6.04 %

1 Year rank in sector

41/151

Sector

FO Hedge/Stru Prod - Mixed

Yield

0.0025

Fund size

£ 269.7 m

FE Risk score

114

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Global Fixed Interest
    100.2%
  • International Equities
    69.1%
  • Money Market
    -6.8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.99 %0.52 %6.04 %0 %0 %
Sector0.89 %1.64 %3.06 %2.82 %8.21 %
Rank within sector67 / 150104 / 16741 / 151 / /
Quartile th2 nd3 rd2 nd th th

Calendar performance

YTD-20172016201520142013
Fund2.41 %7.5 %0 %0 %0 %
Sector2.7 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector86 / 16116 / 130 / / /
Quartile th3 rd1 st th th th

Price movement

52 week high105.94
52 week low99.31
Current bid price0
Current offer price0
Current mid price105.94

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 100.2% Global Fixed Interest
  • 69.1% International Equities
  • -6.8% Money Market

Individual holdings

-