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Lyxor/WNT Fund I GBP

Ranked 5 out of 17 in - Managed Futures over 12 months
All calculations are in GBP unless stated

Managed by

David Harding

David Harding is a director of Winton Capital Management and is the Chief Executive Officer of Winton Capital Group. He co-founded Winton Capital Management in 1997. David graduated from Cambridge University in 1982 with a First Class Honours degree in Natural Sciences specializing in Theoretical Physics. He then embarked on a career in the analysis of futures and trading markets, which led him to co-found Adam, Harding and Lueck Ltd (“AHL”) in 1987 with Martin Lueck and Michael Adam. AHL rapidly became one of the leading CTAs in the UK and was acquired by Man Group plc in 1994.

Objective

The Investment Objective of the Sub-Fund is to seek capital appreciation over the medium to long term. The 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.

Showing fund performance in United Kingdom View performance globally

Performance

Managed Futures over : 31/12/2016 - 31/12/2017
  • Rank 5/17 Total Return
  • Rank 3/17 Standard Deviation
  • Rank 1/17 Max Drawdown
Fund Name Currency Return
3 Montlake Dunn WMA Institutional UCITS Inst B GBP GBP

10.2%

4 Man AHL Diversity Alternative DN H GBP Acc

Currency exposure is hedged

Currency exposure is hedged

GBP

9.4%

5 Lyxor/WNT Fund I GBP GBP

7.0%

6 Fulcrum Multi Asset Trend Z GBP GBP

6.9%

7 DB Platinum IV Systematic Alpha I1C-G GBP

6.8%

Fund Name Currency Risk
1 Goldman Sachs Alternative Trend Pf R GBP-H

Currency exposure is hedged

Currency exposure is hedged

GBP

4.3

2 AQR Managed Futures UCITS C Acc GBP GBP

4.3

3 Lyxor/WNT Fund I GBP GBP

4.9

4 MLIS ML WNT Diversified Futures UCITS GBP Z Acc

Currency exposure is hedged

Currency exposure is hedged

GBP

4.9

5 PIMCO GIS TRENDS Mgd Fut Strat E GBP Hdg Inc

Currency exposure is hedged

Currency exposure is hedged

GBP

5.3

Fund Name Currency Loss
1 Lyxor/WNT Fund I GBP GBP

-1.0%

2 Goldman Sachs Alternative Trend Pf R GBP-H

Currency exposure is hedged

Currency exposure is hedged

GBP

-1.9%

3 MLIS ML WNT Diversified Futures UCITS GBP Z Acc

Currency exposure is hedged

Currency exposure is hedged

GBP

-2.0%

4 PIMCO GIS TRENDS Mgd Fut Strat E GBP Hdg Inc

Currency exposure is hedged

Currency exposure is hedged

GBP

-2.2%

5 SEB 1 Asset Selection C (H-GBP) GBP

-2.3%

Total Return

Quarterly Performance

to 31/12/2017 Annual Q1 Q2 Q3 Q4
2017 7.0% 2.0% 0.0% 0.4% 4.5%
2016 4.8% 1.8% 1.9% 1.6% -0.6%
2015 -4.8% 5.3% -6.1% 0.9% -4.6%
2014 1.5% 5.2%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. France
  2. Ireland
  3. Singapore
  4. Switzerland
  5. United Kingdom

Fund Info

  • Launch date03/06/2014
  • Share Class size12Mn
  • Base currencyGBP
  • ISIN IE00B9L6HC09

Purchase Info

  • Min. initial investment100,000
  • Min. regular additional investment0

Charges

  • Annual management1.00%
  • Initial investment1

Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in the currency and currencies indicated).