DetailsChartProfileRisk matrixNewsDocuments

Winton Alma Diversified Macro Fund I1C-G/  LU0462954552  /

Fonds
NAV2024-12-20 Chg.-0.1100 Type of yield Investment Focus Investment company
158.9300GBP -0.07% reinvestment Alternative Investments Worldwide Alma Capital IM ▶
 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2017 - 2.47 -0.02 -0.69 0.47 -2.09 -0.15 2.91 -2.16 2.63 1.92 2.67 +6.53%
2018 4.13 -4.17 -1.56 1.49 -0.49 0.99 -0.36 1.10 -0.02 -2.19 1.54 -2.16 -1.94%
2019 -1.81 0.86 1.66 1.63 0.19 -1.80 2.62 4.58 -2.56 -1.90 -1.35 0.59 +2.48%
2020 -0.60 -3.50 -4.88 -0.34 -3.46 -3.43 -1.92 -3.07 0.22 -0.17 -1.18 4.69 -16.59%
2021 -0.01 3.11 0.55 2.23 2.41 -1.52 0.85 0.51 1.00 1.03 -4.85 1.31 +6.57%
2022 2.25 3.02 7.69 3.55 -0.36 0.67 -1.81 2.38 2.65 0.32 -2.87 0.36 +18.91%
2023 -0.31 2.65 -2.92 3.35 1.92 2.68 -0.34 1.30 2.46 0.50 -0.71 -1.16 +9.60%
2024 2.44 4.22 2.95 2.34 -1.52 -1.27 -1.71 -1.56 0.11 -0.67 0.16 1.40 -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 5.85% 5.71% 5.77% 7.01% 8.05%
Sharpe ratio 0.73 -1.19 0.64 1.33 0.19
Best month +4.22% +1.40% +4.22% +7.69% +7.69%
Worst month -1.71% -1.71% -1.71% -2.92% -4.88%
Maximum loss -8.78% -7.68% -8.78% -8.78% -22.42%
Outperformance +11.36% - +5.08% -8.87% -
 
All quotes in GBP

Share classes

Name   Type of yield Repurchase p. 1 Year 3 Years
Winton Alma Diversified Macro Fu... reinvestment 126.9000 +2.65% +29.97%
Winton Alma Diversified Macro Fu... reinvestment 116,299.6172 +5.24% +37.14%
Winton Alma Diversified Macro Fu... reinvestment 28,353.0605 +3.98% +35.43%
Winton Alma Diversified Macro Fu... reinvestment 11,439.3203 +1.99% +27.75%
Winton Alma Diversified Macro Fu... reinvestment 154.8900 +5.12% +35.71%
Winton Alma Diversified Macro Fu... reinvestment 178.2400 +6.74% +41.72%
Winton Alma Diversified Macro Fu... reinvestment 158.9300 +6.51% +41.02%
Winton Alma Diversified Macro Fu... paying dividend 141.5600 +6.43% +41.07%
Winton Alma Diversified Macro Fu... reinvestment 143.8900 +6.75% +41.53%
Winton Alma Diversified Macro Fu... paying dividend 128.6400 +6.40% +40.84%
Winton Alma Diversified Macro Fu... reinvestment 12,293.5400 +5.01% +35.31%
Winton Alma Diversified Macro Fu... reinvestment 13,460.0303 +5.03% +35.41%
Winton Alma Diversified Macro Fu... reinvestment 16,205.7598 +5.97% +39.19%
Winton Alma Diversified Macro Fu... reinvestment 14,116.5703 +6.29% +40.62%
Winton Alma Diversified Macro Fu... reinvestment 14,366.6396 +5.65% +38.63%
Winton Alma Diversified Macro Fu... reinvestment 13,756.9004 +6.57% +41.05%
Winton Alma Diversified Macro Fu... reinvestment 13,802.2998 +4.28% +33.02%

Performance

YTD  
+6.87%
6 Months
  -2.00%
1 Year  
+6.51%
3 Years  
+41.02%
5 Years  
+23.98%
10 Years     -
Since start  
+32.55%
Year
2023  
+9.60%
2022  
+18.91%
2021  
+6.57%
2020
  -16.59%
2019  
+2.48%
2018
  -1.94%
2017  
+6.53%