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Winton Alma Diversified Macro Fund R1C-E/  LU0462954800  /

Fonds
NAV11/4/2024 Chg.-71.7393 Type of yield Investment Focus Investment company
13,567.6104EUR -0.53% reinvestment Alternative Investments Worldwide Alma Capital IM ▶
 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2010 - - - - - - - 4.71 -1.43 2.16 -1.75 3.90 -
2011 -0.03 1.41 0.04 2.60 -2.21 -2.66 4.45 1.43 0.09 -2.53 0.74 1.49 +4.66%
2012 0.68 -0.81 -0.88 -0.16 -0.11 -3.56 4.25 -1.40 -2.40 -2.68 0.75 1.36 -5.08%
2013 2.31 -0.52 1.89 2.71 -2.05 -2.27 -1.45 -3.07 2.96 2.70 2.36 0.14 +5.56%
2014 -2.19 2.16 -0.47 1.53 1.85 0.24 -2.47 3.88 -0.78 3.27 5.54 0.82 +13.86%
2015 2.09 0.15 2.10 -4.21 0.38 -3.63 4.38 -3.50 3.11 -2.40 3.35 -1.99 -0.69%
2016 1.78 1.84 -4.16 -2.18 -2.02 3.50 0.81 -1.78 -0.75 -2.67 -1.10 1.12 -5.73%
2017 -1.28 2.32 -0.20 -0.83 0.38 -2.20 -0.30 2.77 -2.23 2.48 1.76 2.51 +5.11%
2018 4.01 -5.26 -0.65 1.28 -0.68 0.83 -0.54 0.92 -0.18 -2.35 1.27 -2.34 -3.92%
2019 -2.00 0.70 1.44 1.44 -0.02 -1.98 2.43 4.48 -2.75 -2.08 -1.58 0.52 +0.34%
2020 -0.88 -3.55 -4.95 -0.67 -3.55 -3.57 -2.03 -3.16 0.05 -0.30 -1.32 4.51 -18.06%
2021 -0.14 3.03 0.42 2.07 2.32 -1.63 0.78 0.40 0.89 0.92 -4.92 1.19 +5.21%
2022 2.10 2.89 7.72 3.81 -0.53 0.43 -2.20 2.39 2.49 0.12 -3.10 0.12 +16.98%
2023 -0.55 2.50 -3.23 3.26 1.75 2.50 -0.50 1.13 2.26 0.31 -0.83 -1.32 +7.32%
2024 2.26 4.01 2.78 2.15 -1.67 -1.44 -1.87 -1.68 -0.06 -0.86 -0.53 - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 6.06% 5.90% 5.87% 7.64% 8.17%
Sharpe ratio 0.06 -2.28 -0.25 0.62 -0.12
Best month +4.01% -0.06% +4.01% +7.72% +7.72%
Worst month -1.87% -1.87% -1.87% -4.92% -4.95%
Maximum loss -9.63% -8.81% -9.63% -9.63% -23.48%
Outperformance +5.94% - -3.28% -17.18% -8.57%
 
All quotes in EUR

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  
+2.92%
6 Months
  -5.29%
1 Year  
+1.63%
3 Years  
+25.34%
5 Years  
+11.03%
10 Years  
+11.37%
Since start  
+35.68%
Year
2023  
+7.32%
2022  
+16.98%
2021  
+5.21%
2020
  -18.06%
2019  
+0.34%
2018
  -3.92%
2017  
+5.11%
2016
  -5.73%
2015
  -0.69%