Fact sheet: Winton Futures

Fund information

Fund name
Winton Futures D GBP
Fund company manager
Winton Capital Management Ltd
Fund type
SIB
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
Mixed

Quick stats

1 Year return

-4.09 %

1 Year rank in sector

134/152

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 9.3 b

FE Risk score

56

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %-2.6 %-4.09 %8.24 %18.68 %
Sector0.72 %1.5 %2.54 %2.51 %7.96 %
Rank within sector / 147 / 168134 / 15237 / 10224 / 77
Quartile th th4 th4 th2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund-1.22 %-3.03 %1.55 %14.27 %9.34 %
Sector2.55 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector136 / 16289 / 12935 / 10620 / 9122 / 80
Quartile th4 th3 rd2 nd1 st2 nd

Risk statistics

Alpha1.29
Beta2.22
Sharpe-0
Volatility8.53
Tracking error7.72
Information ratio0.24
R-Squared0.26

Price movement

52 week high315.69
52 week low304.35
Current bid price0
Current offer price0
Current mid price304.53

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-