Fact sheet: Winton European Equity

Fund information

Fund name
Winton European Equity I GBP
Fund company manager
Winton Capital Management Ltd
Fund type
SIB
Fund manager(s)
David Harding
since 01/10/2009
Fund objective
The investment objective of the Fund is to seek to achieve long term investment growth, with a view to outperforming the MSCI Europe Index Net Dividend Reinvested (the “MSCI Europe Index”) over a 5 year investment horizon. The MSCI Europe Index represents a broad and diverse group of equities covering approximately 75 per cent of the total market capitalisation of all publicly traded European developed market equities. The “European Developed Markets” are defined by MSCI and amended from time to time.
Benchmark
MSCI Europe
Investment style
Active
Investment method
Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

23.32 %

1 Year rank in sector

-

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 103.0 m

FE Risk score

106

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-1.86 %3.32 %23.32 %43.88 %0 %
Sector-0.6 %0.9 %16.5 %21.99 %59.49 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund15.49 %17.13 %0 %0 %0 %
Sector10.65 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha8.98
Beta0.65
Sharpe1.07
Volatility10.79
Tracking error8.63
Information ratio0.65
R-Squared0.54

Price movement

52 week high136.173
52 week low105.857
Current bid price0
Current offer price0
Current mid price131.976

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-