Objective

The investment objective of the fund is to achieve long-term capital appreciation through compound growth and provide positive investment returns over a rolling three year period in all market conditions. There can be no assurance that the fund will achieve its investment objective over this or any time period and a capital loss may occur.

Who is the fund for?

  • Investors seeking conservative capital appreciation over the long-term through a systematic investment strategy
  • Investors seeking a strategy that has the potential to provide positive returns in a variety of market environments
  • Investors seeking exposure to multiple asset classes and markets as part of a diversified portfolio

Share Class GBP-I

WARF 1 New

Long-term capital appreciation accompanied by low volatility

The fund seeks to deliver returns of cash + 3%, which are expected to be substantially less volatile than those of the stock market.

WARF 2 New

Absolute returns, not relative returns

The fund is benchmark agnostic and aims to make money over rolling three-year periods, regardless of whether markets are rising or falling.*

WARF 3 New

A source of long-term portfolio diversification

The fund’s multi-asset approach provides exposure to more than 100 markets, spanning commodities, currencies, fixed income and equities.

Please note that “cash + 3%” is a target return and not a formal objective of the fund. *Capital is at risk. While the fund aims to achieve positive investment returns over rolling three-year periods, there is no guarantee that this will be achieved over that specific, or any, time period.

Featured Content

Introduction to the Winton Absolute Return Futures Fund

Introduction to the Winton Absolute Return Futures Fund

Demystifying Systematic Investing

What is systematic investing?

WARF Performance Background

Past Performance

As at 30 September 2020

-13.88%

YTD

-3.37%

3 Months

-16.27%

1 Year

-3.17%

Annualised Return Since Inception

3.93%

October 17 – September 18

3.44%

October 18 – September 19

-16.27%

October 19 – September 20

October 17 – September 18
3.93%
October 18 – September 19
3.44%
October 19 – September 20
-16.27%

Past performance is not indicative of future results. Returns are based on Winton Absolute Return Futures Fund GBP I Shares and are net of 1% OCF (0.9% management fee and 0.1% fund expenses). Data as at 30 September 2020.


The markets shown are examples from the fund's full investment universe and can change over time.


Fund Documents

Contact Us

Important Information: The Winton Absolute Return Futures Fund (the "Fund") is a sub-fund of Winton UCITS Funds ICAV (the "Company"). The Company is authorised by the Central Bank of Ireland as an undertaking for collective investment in Transferable Securities pursuant to the UCITS Regulations. This webpage is prepared by Winton Capital Management Limited ("Winton") which is authorised and regulated in the United Kingdom by the Financial Conduct Authority. Registered Office: 20 Old Bailey, London EC4M 7AN.

This webpage is a summary only and potential investors must refer to the prospectus, the supplement and the Key Investor Information Document ("KIID") for the Fund. This webpage is not a recommendation to purchase or sell any investments.

The Fund currently has or intends to have more than 35% of its total holdings in bonds issued by or guaranteed by: EU member state, by its local authorities, by any other OECD member state, or by any public international body of which one or more EU member states are members.

The value of an investment and any income derived from it can go down as well as up and investors may not get back their original amount invested. The information on this webpage is believed to be materially correct but Winton makes no representation or warranty as to its accuracy or completeness and accepts no liability for any inaccuracy or omission. This material is not suitable for distribution in the United States or to US Persons.

Who is the Fund for?

- Investors seeking conservative capital appreciation over the long term.
- Investors seeking a strategy that has the potential to provide positive returns in a variety of market environments.
- Investors seeking exposure to multiple asset classes and markets as part of a diversified portfolio.

Key risks to consider

- Absolute return – The Fund aims to provide positive returns over a rolling three-year period, but a positive return is not guaranteed over any time period and capital is at risk.
- Derivatives – The Fund invests in futures and forwards, which are financial derivative instruments that can increase the size of gains and losses.
- Commodity-related and macroeconomic risk – The Fund will gain exposure to the performance of equity indices, government bonds, interest rates, currencies and commodities, all of which can be volatile and influenced by economic and political developments.
- Process risk – There may be issues with the systems and mathematical models that Winton uses to implement the Fund's strategy or the processes and procedures related to those systems.

A more comprehensive list of risks is provided in the Company's prospectus and Fund supplement.

FundsNetwork is a trademark of Fidelity International Ltd.

‘Alliance Trust Savings’, ‘ATS’ and 'AT Savings' are all brand names of Alliance Trust Savings Limited together with the ‘Alliance Trust Savings’ logo are owned by and used with the permission of Alliance Trust PLC, the previous owner of Alliance Trust Savings Limited.