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Winton Alma Diversified Macro Fund I5D-G/  LU1266813309  /

Fonds
NAV2024-11-04 Chg.-0.6500 Type of yield Investment Focus Investment company
126.0200GBP -0.51% paying dividend Alternative Investments Worldwide Alma Capital IM ▶
  • Dividends adjusted Dividends adjusted

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2017 - - - -0.66 0.47 -2.09 -0.14 2.90 -2.13 2.62 1.92 2.67 -
2018 4.14 -4.16 -1.55 1.47 -0.48 0.80 -0.17 1.09 -0.01 -2.19 1.54 -2.16 -1.92%
2019 -1.81 0.86 1.66 1.63 0.19 -1.80 2.60 4.60 -2.56 -1.92 -1.36 0.59 +2.46%
2020 -0.61 -3.46 -4.89 -0.54 -3.29 -3.42 -1.93 -3.07 0.25 -0.18 -1.17 4.66 -16.57%
2021 -0.03 3.15 0.59 2.21 2.39 -1.47 0.88 0.53 1.01 1.02 -4.84 1.30 +6.73%
2022 2.26 3.00 7.63 3.55 -0.36 0.67 -1.81 2.38 2.65 0.32 -2.87 0.37 +18.84%
2023 -0.31 2.65 -2.92 3.37 1.92 2.69 -0.36 1.29 2.47 0.48 -0.71 -1.16 +9.62%
2024 2.42 4.21 2.93 2.35 -1.54 -1.28 -1.71 -1.56 0.12 -0.71 -0.51 - -
Single months: Dividends not considered

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 5.98% 5.81% 5.81% 7.47% 8.05%
Sharpe ratio 0.40 -2.04 0.08 0.90 0.11
Best month +4.21% +0.12% +4.21% +7.63% +7.63%
Worst month -1.71% -1.71% -1.71% -4.84% -4.89%
Maximum loss -8.69% -8.02% -8.69% -8.69% -22.38%
Outperformance +11.43% - +5.14% -8.82% -
 
All quotes in GBP

Share classes

Name   Type of yield Repurchase p. 1 Year 3 Years
Winton Alma Diversified Macro Fu... reinvestment 124.7900 -0.12% +22.60%
Winton Alma Diversified Macro Fu... reinvestment 114,117.0703 +2.51% +28.92%
Winton Alma Diversified Macro Fu... reinvestment 27,773.3594 +0.96% +27.31%
Winton Alma Diversified Macro Fu... reinvestment 11,273.8604 -0.66% +20.67%
Winton Alma Diversified Macro Fu... reinvestment 152.0200 +2.37% +27.83%
Winton Alma Diversified Macro Fu... reinvestment 174.3500 +3.77% +33.11%
Winton Alma Diversified Macro Fu... reinvestment 155.6900 +3.65% +32.60%
Winton Alma Diversified Macro Fu... paying dividend 138.6700 +3.56% +32.64%
Winton Alma Diversified Macro Fu... reinvestment 141.0100 +3.94% +33.18%
Winton Alma Diversified Macro Fu... paying dividend 126.0200 +3.54% +32.39%
Winton Alma Diversified Macro Fu... reinvestment 12,069.0498 +2.28% +27.48%
Winton Alma Diversified Macro Fu... reinvestment 13,212.8301 +2.29% +27.51%
Winton Alma Diversified Macro Fu... reinvestment 15,885.8701 +3.14% +30.87%
Winton Alma Diversified Macro Fu... reinvestment 13,816.3301 +3.33% +32.08%
Winton Alma Diversified Macro Fu... reinvestment 14,087.7002 +2.82% +30.31%
Winton Alma Diversified Macro Fu... reinvestment 13,444.3496 +3.48% +32.35%
Winton Alma Diversified Macro Fu... reinvestment 13,567.6104 +1.63% +25.34%

Performance

YTD  
+4.58%
6 Months
  -4.44%
1 Year  
+3.54%
3 Years  
+32.39%
5 Years  
+21.28%
10 Years     -
Since start  
+27.40%
Year
2023  
+9.62%
2022  
+18.84%
2021  
+6.73%
2020
  -16.57%
2019  
+2.46%
2018
  -1.92%