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Winton Alma Diversified Macro Fund I1C-U/  LU0462954479  /

Fonds
NAV2024-09-18 Chg.-0.2300 Type of yield Investment Focus Investment company
177.7500USD -0.13% reinvestment Alternative Investments Worldwide Alma Capital IM ▶
 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2010 - - - - - - -1.57 4.62 0.82 2.40 -2.59 4.06 -
2011 -0.03 1.47 0.06 2.80 -2.21 -2.64 4.51 1.43 -0.11 -2.49 0.74 1.47 +4.85%
2012 0.66 -0.76 -0.82 -0.03 -0.04 -3.50 4.34 -1.30 -2.33 -2.62 1.16 1.17 -4.22%
2013 2.47 -0.45 1.94 2.83 -1.98 -2.32 -1.35 -2.96 3.13 2.80 2.46 0.18 +6.65%
2014 -2.11 2.27 -0.40 1.59 1.87 0.32 -2.39 3.94 -0.73 3.31 5.62 0.84 +14.71%
2015 2.06 0.24 2.13 -4.28 0.44 -3.53 4.52 -3.48 3.17 -2.32 3.43 -1.92 -0.06%
2016 1.94 1.94 -4.11 -2.06 -1.72 3.61 1.05 -1.57 -0.54 -2.47 -0.76 1.28 -3.62%
2017 -1.15 2.54 -0.04 -0.67 0.52 -2.02 -0.05 3.02 -1.97 4.53 0.13 2.85 +7.72%
2018 4.37 -4.90 -0.42 1.57 -0.36 1.11 -0.23 1.22 0.09 -2.02 1.67 -2.06 -0.25%
2019 -1.69 1.03 1.76 1.78 -0.52 -0.87 2.73 4.77 -2.55 -1.86 -1.18 0.67 +3.90%
2020 -0.53 -3.35 -4.75 -0.51 -3.51 -3.55 -1.96 -3.07 0.24 -0.14 -1.15 4.73 -16.50%
2021 -0.01 3.21 0.62 2.25 2.45 -1.45 0.93 0.55 1.01 1.06 -4.80 1.36 +7.16%
2022 2.25 2.98 7.62 3.55 -0.50 0.58 -1.90 2.57 2.66 0.37 -2.96 0.45 +18.69%
2023 -0.26 2.69 -2.87 3.41 1.97 2.77 -0.31 1.32 2.45 0.50 -0.70 -1.11 +10.09%
2024 2.47 4.21 2.97 2.36 -1.53 -1.24 -1.65 -1.51 0.73 - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 5.69% 6.00% 5.54% 7.54% 8.07%
Sharpe ratio 1.08 -1.18 0.37 1.03 0.11
Best month +4.21% +2.97% +4.21% +7.62% +7.62%
Worst month -1.65% -1.65% -1.65% -4.80% -4.80%
Maximum loss -6.53% -6.53% -6.53% -6.53% -22.62%
Outperformance +9.94% - -7.21% -12.10% -2.78%
 
All quotes in USD

Share classes

Name   Type of yield Repurchase p. 1 Year 3 Years
Winton Alma Diversified Macro Fu... reinvestment 127.8500 +1.63% +27.25%
Winton Alma Diversified Macro Fu... reinvestment 116,273.0938 +4.00% +33.06%
Winton Alma Diversified Macro Fu... reinvestment 28,514.1602 +3.11% +32.36%
Winton Alma Diversified Macro Fu... reinvestment 11,545.4404 +0.91% +25.08%
Winton Alma Diversified Macro Fu... reinvestment 155.0100 +3.96% +32.08%
Winton Alma Diversified Macro Fu... reinvestment 177.7500 +5.55% +37.66%
Winton Alma Diversified Macro Fu... reinvestment 158.4800 +5.25% +36.83%
Winton Alma Diversified Macro Fu... paying dividend 141.1800 +5.17% +36.87%
Winton Alma Diversified Macro Fu... reinvestment 143.4400 +5.47% +37.42%
Winton Alma Diversified Macro Fu... paying dividend 128.3300 +5.17% +36.71%
Winton Alma Diversified Macro Fu... reinvestment 12,306.9199 +3.86% +31.68%
Winton Alma Diversified Macro Fu... reinvestment 13,473.3203 +3.87% +31.76%
Winton Alma Diversified Macro Fu... reinvestment 16,188.8203 +4.75% +35.13%
Winton Alma Diversified Macro Fu... reinvestment 14,086.2305 +5.07% +36.51%
Winton Alma Diversified Macro Fu... reinvestment 14,355.8398 +4.42% +34.47%
Winton Alma Diversified Macro Fu... reinvestment 13,728.9102 +5.41% +37.07%
Winton Alma Diversified Macro Fu... reinvestment 13,847.7803 +3.21% +29.50%

Performance

YTD  
+6.78%
6 Months
  -1.82%
1 Year  
+5.55%
3 Years  
+37.66%
5 Years  
+23.85%
10 Years  
+47.71%
Since start  
+77.75%
Year
2023  
+10.09%
2022  
+18.69%
2021  
+7.16%
2020
  -16.50%
2019  
+3.90%
2018
  -0.25%
2017  
+7.72%
2016
  -3.62%
2015
  -0.06%