Winton Global Alpha Fund
Macquarie Professional Series
Features and benefits
The Winton Global Alpha Fund actively trade in futures markets around the world and brings the benefit of diversification to your portfolio. The Winton Global Alpha Fund offers:
- The ability to take long and short positions in more than 100 different futures markets
- The potential to profit in both rising and falling markets
- Potential for portfolio diversification due to a low historical correlation to traditional asset classes
The unique investment strategy of the Winton Global Alpha Fund may suit a wide range of investors who are seeking to invest for five years or longer. The minimum application for the Winton Global Alpha Fund is $20,000.
About Winton
Winton Capital Management Limited (“Winton”) is a global investment management company that focuses on achieving absolute returns through advanced statistical research into financial markets. Founded in 1997 by David Harding, Winton has become a market leader in the specialised field of managed futures and currently manages in excess of $US28.8 billion as at 29 February 2012.
Winton utilises a proprietary trading system. In summary:
- it is systematic and largely automated
- it is based on mathematical models
- these models are derived through statistical research
This means the quality of the statistical research program will ultimately drive performance over the long term.
A large part of the system that Winton applies to the fund can be described as ‘trend following’. That is, it uses statistical research to analyse market trends and to establish trading strategies that aim to profit from each trend. Accordingly, Winton is likely to perform better in strongly trending markets. Winton may be less likely to perform well in markets that constantly change direction and do not follow an identifiable trend.
More information
| Fund Name | Winton Global Alpha Fund |
| Investment manager | Winton Capital Management Limited, London |
| Investment objective | To generate long-term returns from a specialised managed futures strategy |
| Investment approach | To observe and exploit market inefficiencies by applying statistical research and advanced trading systems |
| Asset allocation |
Exchange traded futures Cash or cash equivalents |
| Minimum investment | $20,000 |
| Distributions | Semi-annual (June and December). If any |
| Applications | Daily |
| Withdrawals | Daily |
| Entry fee | Nil |
| Exit fee | Nil |
| Inception date | 26 March 2007 |
| Benchmark | Barclays CTA Index |
| Buy/sell spread | +0.03%/-0.03%* |
| Management fee | 1.88% per annum, plus a performance fee |
| Performance fee | 20.5% of the dollar value of net profits (if any) from futures trading, provided that any carried forward losses from futures trading have been made up |
* Macquarie may adjust the buy/sell spread on applications, in order to attribute an estimated value to carried forward losses in the Fund.
Macquarie Professional Series
Contact us
Service
1800 806 310
financial adviser
Sales
1800 245 555
