Winton Trend Fund (UCITS) I/ IE00BG382R37 /
| NAV6/2/2023 | Chg.+0.3270 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 131.3020EUR | +0.25% | reinvestment | Alternative Investments Worldwide | Winton Capital M. ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | - | - | - | - | - | - | - | 2.85 | -0.95 | -4.06 | -1.55 | 1.57 | - |
| 2019 | -3.18 | -0.67 | 4.13 | 1.36 | 1.13 | 1.95 | 2.81 | 7.55 | -6.35 | -3.90 | 0.06 | 0.19 | +4.40% |
| 2020 | 0.43 | -0.59 | 4.59 | -2.04 | -1.82 | -1.19 | 1.34 | 0.21 | -2.56 | -1.12 | 2.52 | 5.34 | +4.85% |
| 2021 | 0.34 | 3.79 | 1.12 | 2.67 | 1.54 | -1.43 | 0.39 | 0.04 | 0.64 | 3.15 | -5.56 | 0.61 | +7.21% |
| 2022 | 1.65 | 3.26 | 7.23 | 4.57 | -0.55 | 0.94 | -4.94 | 3.63 | 5.60 | -1.65 | -4.34 | 0.59 | +16.33% |
| 2023 | -1.29 | 0.65 | -3.37 | 1.83 | 1.45 | 0.58 | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 7.34% | 6.81% | 8.90% | 9.03% | -% |
| Sharpe ratio | -0.55 | -0.16 | -0.72 | 0.67 | - |
| Best month | +1.83% | +1.83% | +5.60% | +7.23% | +7.55% |
| Worst month | -3.37% | -3.37% | -4.94% | -5.56% | -6.35% |
| Maximum loss | -5.64% | -5.64% | -11.45% | -11.45% | - |
| Outperformance | - | - | - | - | - |
All quotes in EUR
Performance
| YTD | -0.25% | ||
|---|---|---|---|
| 6 Months | +1.17% | ||
| 1 Year | -2.90% | ||
| 3 Years | +31.35% | ||
| 5 Years | +31.30% | ||
| Since start | +31.30% | ||
| Year | |||
| 2022 | +16.33% | ||
| 2021 | +7.21% | ||
| 2020 | +4.85% | ||
| 2019 | +4.40% | ||