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Winton Alma Diversified Macro Fund I1D-G/  LU1106524371  /

Fonds
NAV02/10/2024 Chg.-1.0700 Type of yield Investment Focus Investment company
139.1100GBP -0.76% 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 - 2.46 -0.06 -0.70 0.46 -2.07 -0.12 2.86 -2.09 2.58 1.96 2.66 +6.57%
2018 4.13 -5.09 -0.51 1.49 -0.47 0.81 -0.17 1.09 -0.02 -2.20 1.52 -2.17 -1.85%
2019 -1.80 0.87 1.66 1.63 0.19 -1.80 2.61 4.61 -2.55 -1.90 -1.35 0.58 +2.52%
2020 -0.59 -3.43 -5.02 -0.50 -3.48 -3.39 -1.93 -3.04 0.20 -0.17 -1.17 4.66 -16.79%
2021 -0.02 3.12 0.59 2.21 2.41 -1.50 0.87 0.54 0.99 1.02 -4.87 1.33 +6.62%
2022 2.27 3.03 7.71 3.55 -0.36 0.67 -1.80 2.37 2.66 0.33 -2.87 0.36 +18.98%
2023 -0.31 2.66 -2.93 3.37 1.92 2.68 -0.34 1.31 2.47 0.49 -0.71 -1.17 +9.64%
2024 2.43 4.21 2.93 2.32 -1.52 -1.27 -1.69 -1.58 0.11 -0.88 - - -
Single months: Dividends not considered

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 5.77% 6.09% 5.65% 7.49% 8.06%
Sharpe ratio 0.59 -2.16 -0.09 0.88 0.02
Best month +4.21% +2.32% +4.21% +7.71% +7.71%
Worst month -1.69% -1.69% -1.69% -4.87% -5.02%
Maximum loss -6.66% -6.66% -6.66% -6.66% -23.05%
Outperformance +11.38% - +5.05% -9.08% -
 
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  
+4.94%
6 Months
  -5.10%
1 Year  
+2.73%
3 Years  
+32.38%
5 Years  
+18.36%
10 Years     -
Since start  
+30.25%
Year
2023  
+9.64%
2022  
+18.98%
2021  
+6.62%
2020
  -16.79%
2019  
+2.52%
2018
  -1.85%
2017  
+6.57%