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About

Morningstar Fund Report

Winton Global Alpha

Retail

Fund Report | Report generated 06 May 2021 |  Read the Analyst Research Report

Performance

31 Mar 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-18 Jun-19 Jun-20 Mar-21
Fund 8.71 -2.40 -13.92 -0.65
+/- Cat 11.57 -4.85 -9.38 -1.56
+/- Index 6.89 -4.24 -14.63 -0.69

Trailing Total Returns

as at 31 Mar 2021
Total Return +/- Cat +/- Index Cat Rank
1 Month 0.30 0.71 0.30 12 / 18
3 Month 2.20 1.52 2.20 14 / 17
1 Year -9.30 -2.39 -9.37 16 / 18
3 Year -4.77 -2.96 -5.80 11 / 13
5 Year -2.86 0.19 -4.20 10 / 11

Risk Analysis

as at 31 Mar 2021
3-Year Risk Measures Fund Category Index
Standard Deviation 7.96 16.74 0.23
Sharpe Ratio -0.71 -0.1 --
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 31 Mar 2021)
580.69
Minimum Investment $ 20,000
Regular Savings Plan
(Yes/No)
--
Cash Distributions Semi-Annually

Current Investment Style

 

Style Box is unavailable.

Asset Allocation

% as at 31 Mar 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 03 May 2021

APIR Code MAQ0482AU
Legal Type Investment Trusts
Status Open
Category Alternative Strategies – Managed Futures
Entry Price $ 1.0287
Exit Price $ 1.0277
Exit Price
1 Week Change $
0.0120

Morningstar Ratings

Overall 2
3 Year 2
5 Year 2
10 Year  

Fees & Expenses

One-Time

Entry Fee/Contribution Fee 0.00%
Exit Fee/Withdrawal Fee 0.00%
Buy/Sell Spread 0.1006

Annual

ICR pa (30 Jun 2020) 2.0400
Max Management Fee pa 1.48%
Max Admin Fee pa 0.00%
Performance Fee pa
(30 Jun 2020)
0.26%
Max Brokerage 0.0000