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MLIS ML WNT Diversified Futures UCITS GBP Z Acc

Ranked 9 out of 19 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

To provide investors with exposure to a synthetic reference portfolio managed by Winton Capital Management Ltd. The Reference Portfolio seeks to achieve its investment objective by pursuing a systematic, quantitative and primarily directional investment strategy that trades a highly diversified portfolio of futures and forward contracts on equity indices, government bonds, short term interest rates and currencies and does not necessarily rely upon favourable conditions in any particular market, or on market direction. The Winton Diversified Trading Program relies on the instructions it receives from the Winton Computer Trading System.

Showing fund performance in United Kingdom View performance globally

Performance

Managed Futures over : 30/04/2017 - 30/04/2018
  • Rank 9/19 Total Return
  • Rank 4/19 Standard Deviation
  • Rank 7/19 Max Drawdown
Fund Name Currency Return
7 MS Long Term Trends B UCITS GBP Acc GBP

3.6%

8 GAM Star Keynes Quantitative Strategies GBP Acc GBP

3.6%

9 MLIS ML WNT Diversified Futures UCITS GBP Z Acc

Currency exposure is hedged

Currency exposure is hedged

GBP

3.5%

10 FundLogic Quantica Managed Futures UCITS B1 GBP GBP

3.4%

11 Akragas UCITS-SICAV - Demetra Fund (GBP) D

Currency exposure is hedged

Currency exposure is hedged

GBP

1.7%

Fund Name Currency Risk
2 Man AHL TargetRisk I H GBP

Currency exposure is hedged

Currency exposure is hedged

GBP

6.8

3 Lyxor/WNT Fund EB GBP GBP

7.0

4 MLIS ML WNT Diversified Futures UCITS GBP Z Acc

Currency exposure is hedged

Currency exposure is hedged

GBP

7.5

5 AQR Managed Futures UCITS F Acc GBP GBP

7.8

6 Goldman Sachs Alternative Trend Pf R GBP-H

Currency exposure is hedged

Currency exposure is hedged

GBP

8.4

Total Return

Quarterly Performance

to 31/03/2018 Annual Q1 Q2 Q3 Q4
2018 -1.8%
2017 5.0% 1.2% -0.9% -0.4% 5.1%
2016 8.6% 4.4% 3.1% 0.7% 0.2%
2015 -5.2% 5.1% -4.2% -2.4% -3.6%
2014 4.5%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. Belgium
  3. Cyprus
  4. Denmark
  5. Finland
  6. France
  7. Germany
  8. Iran (Islamic Republic Of)
  9. Ireland
  10. Italy
  11. Luxembourg
  12. Netherlands
  13. Norway
  14. Portugal
  15. Puerto Rico
  16. Singapore
  17. Spain
  18. Sweden
  19. Switzerland
  20. United Kingdom

Fund Info

  • Launch date17/09/2014
  • Share Class size00Mn
  • Base currencyGBP
  • ISIN LU0955028229
  • Currency exposure is hedged

Purchase Info

  • Min. initial investment10,000
  • Min. regular additional investment0

Charges

  • Annual management1.20%
  • Initial investment0

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