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Winton Alma Diversified Macro Fund R6C-E/  LU1125015922  /

Fonds
NAV02/10/2024 Chg.-93.0996 Type of yield Investment Focus Investment company
12,121.5000EUR -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 - - - -0.77 0.45 -2.13 -0.14 2.82 -2.17 2.53 1.84 2.57 -
2018 4.08 -5.20 -0.58 1.38 -0.57 0.70 -0.27 0.98 -0.13 -2.31 1.37 -2.30 -3.12%
2019 -1.92 0.78 1.54 1.51 0.03 -1.89 2.46 4.50 -2.75 -2.03 -1.48 0.55 +1.05%
2020 -0.78 -3.50 -4.90 -0.62 -3.51 -3.52 -2.01 -3.12 0.13 -0.23 -1.24 4.59 -17.47%
2021 -0.06 3.07 0.47 2.14 2.34 -1.59 0.85 0.47 0.93 0.97 -4.84 1.25 +5.93%
2022 2.19 2.97 7.85 3.54 -0.48 0.52 -1.99 2.19 2.51 0.18 -3.05 0.18 +17.42%
2023 -0.46 2.53 -3.15 3.27 1.81 2.55 -0.44 1.19 2.32 0.37 -0.78 -1.26 +8.01%
2024 2.30 4.05 2.84 2.23 -1.62 -1.38 -1.81 -1.64 -0.01 -0.88 - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 5.73% 6.06% 5.61% 7.54% 8.10%
Sharpe ratio 0.35 -2.34 -0.32 0.68 -0.12
Best month +4.05% +2.23% +4.05% +7.85% +7.85%
Worst month -1.81% -1.81% -1.81% -4.84% -4.90%
Maximum loss -7.15% -7.15% -7.15% -7.15% -23.85%
Outperformance +6.27% - -2.57% -15.38% -
 
All quotes in EUR

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  
+3.92%
6 Months
  -5.64%
1 Year  
+1.47%
3 Years  
+27.33%
5 Years  
+11.97%
10 Years     -
Since start  
+17.13%
Year
2023  
+8.01%
2022  
+17.42%
2021  
+5.93%
2020
  -17.47%
2019  
+1.05%
2018
  -3.12%