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About

Morningstar Fund Report

Winton Global Alpha

Retail

Fund Report | Report generated 20 May 2022 |  Read the Analyst Research Report

Performance

30 Apr 2022

Growth of $10,000

Fund
Fund: Winton Global Alpha
Index
Index: RBA Bank accepted Bills 90 Days
Category
Category: Alternative - Systematic Trend

Financial Year Total Returns

Jun-19 Jun-20 Jun-21 Apr-22
Fund -2.40 -13.92 4.57 23.69
+/- Cat -4.85 -9.38 -0.05 4.66
+/- Index -4.24 -14.63 4.52 23.61

Trailing Total Returns

as at 30 Apr 2022
Total Return +/- Cat +/- Index Cat Rank
1 Month 5.44 -0.01 5.40 8 / 13
3 Month 16.18 0.44 16.13 8 / 13
1 Year 27.06 7.45 26.98 8 / 12
3 Year 2.56 -3.76 2.20 12 / 12
5 Year 3.04 -0.24 2.08 8 / 8

Risk Analysis

as at 30 Apr 2022
3-Year Risk Measures Fund Category Index
Standard Deviation 10.14 12 0.13
Sharpe Ratio 0.26 0.83 --
R-Squared 22.11 13.1 --
Beta -165.13 -141.32 --
Alpha -7.57 0.98 --

Fund Details

Fund Inception 28 May 2007
Responsible Entity Macquarie Investment Management Aus Ltd.
Fund Manager Winton Capital Management Ltd.
Base Currency $A
Net Assets $Mil
(as at 31 Mar 2022)
331.41
Minimum Investment $ 20,000
Regular Savings Plan
(Yes/No)
--
Cash Distributions Semi-Annually

Current Investment Style

 

Style Box is unavailable.

Asset Allocation

% as at 30 Apr 2022

Domestic Equity 0.000
International Equity 0.000
Listed Property 0.000
Unlisted Property 0.000
Domestic Fixed Interest 0.000
International Fixed Interest 0.000
Cash 0.000
Other 100.000

Morningstar Sustainability Rating  Learn more

Quick Stats

as at 18 May 2022

APIR Code MAQ0482AU
Legal Type Investment Trusts
Status Open
Category Alternative - Systematic Trend
Entry Price $ 1.3039
Exit Price $ 1.3025
Exit Price
1 Week Change $
-0.0021

Morningstar Ratings

Overall 1
3 Year 1
5 Year  
10 Year  

Prosective Fees & Costs

as at 01 Jul 2021

Total Cost Ratio (Prospective) 1.68%
Investment Management Fee 1.48%
Performance Fee Costs 0.10%
Administration Fees & Costs --
Buy Spread/Sell Spread 0.05% / 0.05%