Fact sheet: Winton Global Equity

Fund information

Fund name
Winton Global 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 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

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

11.24 %

1 Year rank in sector

-

Sector

FO Equity - International

Yield
-
Fund size

£ 458.8 m

FE Risk score

105

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.23 %5.05 %11.24 %36.93 %103.07 %
Sector0.77 %6.18 %16.99 %24.12 %63.79 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund8.76 %25.23 %0.26 %13.89 %27.31 %
Sector14.56 %7.94 %0.71 %5.96 %21.26 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha6
Beta0.77
Sharpe0.84
Volatility10.26
Tracking error7.74
Information ratio0.51
R-Squared0.47

Price movement

52 week high126.735
52 week low109.858
Current bid price0
Current offer price0
Current mid price125.554

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-