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An overview of Winton's quantitative, systematic approach presented by Peter Philips, Head of Client Advisory for the Americas, and Simon Judes, Head of Product Management.

Topics covered:

  • How Winton’s business utilizes computing technology to apply statistical techniques to financial market investment.
  • Why our researchers have PhDs in a range of scientific disciplines, including machine learning and signal processing.
  • The potential for our strategies to enhance the performance of a long-only equity-bond portfolio over the long term.

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Winton Managed Futures

Winton's 21-Year Track Record

Source: Citco Fund Services, Winton Capital Management Limited and BarclayHedge, Ltd. Past performance is not indicative of future results. Winton returns are based on the composite returns of all accounts trading futures and FX forwards, sourced from Arthur Bell, followed by the returns of the Winton Diversified Futures Fund (US) L.P. (sourced from Citco). Performance figures are net of a 1% management fee and 20% performance fee from January 2000 to 31 March 2017. From 01 April 2017 returns are net of a 0.9% management fee and 16% performance fee. Actual fees may vary depending on, among other things, the applicable fee schedule and portfolio size. The advisory fees are available upon request and are described in Part II of the adviser’s Form ADV. February 2019 return is estimated, all other returns are confirmed by the Administrator. Please note that other accounts following the strategy may trade an expanded or constrained subset of the Winton Diversified Macro Strategies full investment universe and performance of such accounts may differ from the performance shown in the chart. Performance of other accounts which started at different times may differ from the performance shown in the chart. No representation is being made that any account will or is likely to achieve profits or losses similar to those being shown. Barclay CTA Index = BARCCTA Index. The reference index has been selected by the Investment Manager for performance illustration and comparison purposes only. It is not a formal benchmark and does not form part of formal investment objectives or investment policy. Data as at 28 February 2019.

Potential to Enhance an Equity-Bond Portfolio

Source: Citco Fund Services, Winton Capital Management Limited, MSCI Inc., JPMorgan Chase & Co. and Bloomberg. Past performance is not indicative of future results. Equities: MSCI World Net TR Index ; Bonds: JPM US Agg Bond TR Index. Portfolios are rebalanced monthly to 48/32/20 (equities/bonds/Winton) or 60/40 (equities/bonds). These results are simulated and do not represent actual trading, the accompanying disclaimers on the last page should be read carefully when reviewing this data. No representation is being made that any account will or is likely to achieve profits or losses similar to those being shown. Winton returns are based on the composite returns of all accounts trading futures and FX forwards, sourced from Arthur Bell, followed by the returns of the Winton Diversified Futures Fund (US) L.P. (sourced from Citco). Performance figures are net of a 1% management fee and 20% performance fee from January 2000 to 31 March 2017. From 01 April 2017 returns are net of a 0.9% management fee and 16% performance fee. Actual fees may vary depending on, among other things, the applicable fee schedule and portfolio size. The advisory fees are available upon request and are described in Part II of the adviser’s Form ADV. February 2019 return is estimated, all other returns are confirmed by the Administrator. Please note that other accounts following the strategy may trade an expanded or constrained subset of the Winton Diversified Macro Strategies full investment universe and performance of such accounts may differ from the performance shown in the chart. Performance of other accounts which started at different times may differ from the performance shown in the chart. Data as at 28 February 2019.

Important Information

This document is solely for the person to whom it was communicated by or on behalf of Winton Capital Management Limited (“WCM” together with its affiliated companies, “Winton”). It is not intended for any person in any jurisdiction where Winton would become subject to licence or registration regulations of that jurisdiction, or the publication or availability of this document is prohibited. This document is confidential and you should not disseminate, distribute or copy it or any of its contents. This document has been provided for informational purposes only and should not be construed as financial, investment, tax, legal, regulatory or other advice.

This document is not an offer to sell or the solicitation of any offer to buy securities in any investment vehicle or account sponsored, managed and/or advised by Winton (each a “Product”). In particular, it is not an offer or sale of securities in the United States or to, or for the account or benefit of, any US person (as defined in relevant US securities laws, including residents of the United States or partnerships or corporations organised there). No fund referred to in this document (if any) has been registered under the US Investment Company Act of 1940 and no interests therein are registered under the US Securities Act of 1933.

Investments in Products are speculative and involve substantial risks, including the risk of loss of the entire investment. No guarantee or representation is made that any Product will achieve its investment objective. Past performance is not indicative of future results.

Investments in Products are to be made solely on the terms of the relevant offering document, investment advisory agreement and/or WCM’s SEC Form ADV (“Legal Documents”) and no reliance should be placed on this document. Prospective investors should consider all of the risks of a Product and should therefore carefully review the description of material risks disclosed in the Legal Documents, before deciding to invest.

This document contains forward-looking statements that are based on current indicators, expectations and assumptions that Winton believes to be reasonable but are subject to a wide range of risks and uncertainties and, therefore, there can be no assurance that actual results will not differ from those expressed or implied by such forward-looking statements. These statements speak only as of the date on which they are made.

This document contains simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity and cannot completely account for the impact of financial risk in actual trading. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any investment will or is likely to achieve profits or losses similar to those being shown.

WCM (ARBN 149 409 530) does not hold an Australian financial services licence and is exempt from the requirement to hold an Australian financial services licence under the Australian Corporations Act 2001 (Cth) (the “Corporations Act”) in respect of the relevant financial service. WCM is authorised and regulated by the FCA under English laws, which differ from Australian laws.

The information in this document 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. Information obtained from third parties has not been independently verified by Winton.

WCM is a company registered in England and Wales with company number 03311531. Its registered office at 20 Old Bailey, London EC4M 7AN, England and it is authorised and regulated by the UK Financial Conduct Authority.

Unless otherwise stated all data as at 28 February 2019.