DetailsChartProfileRisk matrixNewsDocuments

Winton Alma Diversified Macro Fund R0C-G/  LU0871989017  /

Fonds
NAV02/10/2024 Chg.-106.2100 Type of yield Investment Focus Investment company
13,878.5801GBP -0.76% reinvestment Alternative Investments Worldwide Alma Capital IM ▶
 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2017 - - - -0.71 0.45 -2.08 -0.14 2.87 -2.11 2.58 1.93 2.66 -
2018 4.11 -5.16 -0.51 1.47 -0.49 0.79 -0.19 1.08 -0.03 -2.19 1.52 -2.17 -2.06%
2019 -1.83 0.85 1.66 1.61 0.18 -1.81 2.62 4.59 -2.56 -1.89 -1.36 0.58 +2.42%
2020 -0.60 -3.51 -4.88 -0.52 -3.47 -3.43 -1.88 -3.08 0.17 -0.19 -1.18 4.62 -16.84%
2021 -0.02 3.11 0.54 2.22 2.39 -1.50 0.83 0.50 1.00 1.01 -4.85 1.30 +6.47%
2022 2.26 3.02 7.80 3.54 -0.45 0.66 -1.73 2.37 2.63 0.31 -2.89 0.35 +18.94%
2023 -0.32 2.64 -2.93 3.35 1.91 2.67 -0.35 1.30 2.46 0.48 -0.72 -1.17 +9.50%
2024 2.42 4.20 2.93 2.32 -1.53 -1.28 -1.72 -1.58 0.10 -0.88 - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 5.77% 6.09% 5.65% 7.51% 8.08%
Sharpe ratio 0.57 -2.18 -0.11 0.86 0.01
Best month +4.20% +2.32% +4.20% +7.80% +7.80%
Worst month -1.72% -1.72% -1.72% -4.85% -4.88%
Maximum loss -6.72% -6.72% -6.72% -6.72% -23.07%
Outperformance +11.33% - +4.93% -9.31% -
 
All quotes in GBP

Share classes

Name   Type of yield Repurchase p. 1 Year 3 Years
Winton Alma Diversified Macro Fu... reinvestment 125.7900 -0.76% +22.94%
Winton Alma Diversified Macro Fu... reinvestment 114,554.1172 +1.66% +28.72%
Winton Alma Diversified Macro Fu... reinvestment 27,970.3594 +0.37% +27.50%
Winton Alma Diversified Macro Fu... reinvestment 11,356.4102 -1.46% +20.83%
Winton Alma Diversified Macro Fu... reinvestment 152.6700 +1.56% +27.70%
Winton Alma Diversified Macro Fu... reinvestment 175.1200 +3.08% +33.10%
Winton Alma Diversified Macro Fu... reinvestment 156.1500 +2.80% +32.34%
Winton Alma Diversified Macro Fu... paying dividend 139.1100 +2.73% +32.38%
Winton Alma Diversified Macro Fu... reinvestment 141.4000 +3.07% +32.94%
Winton Alma Diversified Macro Fu... paying dividend 126.4300 +2.71% +32.19%
Winton Alma Diversified Macro Fu... reinvestment 12,121.5000 +1.47% +27.33%
Winton Alma Diversified Macro Fu... reinvestment 13,270.3896 +1.48% +27.40%
Winton Alma Diversified Macro Fu... reinvestment 15,953.4404 +2.36% +30.73%
Winton Alma Diversified Macro Fu... reinvestment 13,878.5801 +2.63% +32.02%
Winton Alma Diversified Macro Fu... reinvestment 14,140.8398 +1.99% +30.06%
Winton Alma Diversified Macro Fu... reinvestment 13,505.6699 +2.79% +32.33%
Winton Alma Diversified Macro Fu... reinvestment 13,635.3301 +0.83% +25.21%

Performance

YTD  
+4.85%
6 Months
  -5.16%
1 Year  
+2.63%
3 Years  
+32.02%
5 Years  
+17.83%
10 Years     -
Since start  
+26.54%
Year
2023  
+9.50%
2022  
+18.94%
2021  
+6.47%
2020
  -16.84%
2019  
+2.42%
2018
  -2.06%