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About

Morningstar Fund Report

Winton Global Alpha

Retail

Fund Report | Report generated 24 Oct 2021 |  Read the Analyst Research Report

Performance

30 Sep 2021

Growth of $10,000

Fund
Fund: Winton Global Alpha
Index
Index: RBA Bank accepted Bills 90 Days
Category
Category: Alternative Strategies – Managed Futures

Financial Year Total Returns

Jun-19 Jun-20 Jun-21 Sep-21
Fund -2.40 -13.92 4.57 6.46
+/- Cat -4.85 -9.38 -0.05 3.64
+/- Index -4.24 -14.63 4.52 6.46

Trailing Total Returns

as at 30 Sep 2021
Total Return +/- Cat +/- Index Cat Rank
1 Month 3.20 1.95 3.20 9 / 17
3 Month 6.46 3.64 6.46 7 / 17
1 Year 17.35 7.21 17.32 9 / 17
3 Year -2.59 -4.49 -3.30 11 / 15
5 Year -0.50 0.22 -1.65 10 / 11

Risk Analysis

as at 30 Sep 2021
3-Year Risk Measures Fund Category Index
Standard Deviation 8.41 15.97 0.21
Sharpe Ratio -0.35 0.19 --
R-Squared -- -- --
Beta -- -- --
Alpha -- -- --

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 30 Sep 2021)
363.34
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 Sep 2021

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 20 Oct 2021

APIR Code MAQ0482AU
Legal Type Investment Trusts
Status Open
Category Alternative Strategies – Managed Futures
Entry Price $ 1.1214
Exit Price $ 1.1202
Exit Price
1 Week Change $
0.0018

Morningstar Ratings

Overall 3
3 Year 3
5 Year 2
10 Year 3

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%