| Morningstar Fund Report | 05/04/2025 |  |
Winton UCITS Funds ICAV -Winton Diversified Fund (UCITS) I EUR Accumulation |
| Performance History | 31/03/2025 |
| Growth of 1,000 (GBP) | Advanced Graph |
 | Fund | 0.4 | 19.0 | 1.0 | 3.8 | 1.8 |
| +/-Cat | 2.7 | 16.0 | -0.1 | 3.1 | -0.2 |
| +/-B’mrk | 4.2 | 27.0 | -3.6 | 3.4 | 0.8 |
| Category: Multistrategy EUR | ||||||
| Category Benchmark: Morningstar EU Cau Gbl Tgt ... | ||||||
| Key Stats | ||
| NAV 03/04/2025 | EUR 109.37 | |
| Day Change | 0.04% | |
| Morningstar Category™ | Multistrategy EUR | |
| ISIN | IE00BYWTYZ58 | |
| Fund Size (Mil) 03/04/2025 | USD 104.97 | |
| Share Class Size (Mil) 03/04/2025 | USD 28.81 | |
| Max Initial Charge | - | |
| Ongoing Charge 31/01/2024 | 1.49% | |
| Morningstar Research |
| Analyst Report | 16/02/2024 Simon Scott, Director Morningstar, Inc |
Winton Diversified UCITS has many distinctive elements, but it is still a work in progress. The fund's Morningstar Analyst Ratings remain Neutral across all share classes. The year 2020 was a watershed moment for Winton, but the firm is now in a... | |
| Click here to read this analyst report on the underlying fund. | |
| Morningstar Pillars | |
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| People | 23 |
| Parent | 23 |
| Process | 23 |
| Performance | |
| Price | |
| Investment Objective: Winton UCITS Funds ICAV -Winton Diversified Fund (UCITS) I EUR Accumulation |
| The investment objective of the Fund is to achieve long-term capital appreciation through compound growth. There can be no assurance that the Fund will achieve its investment objective over any time period and a capital loss may occur. |
| Returns | |||||||||||||
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| Management | ||
Manager Name Start Date | ||
David Harding 03/07/2017 | ||
Carsten Schmitz 03/07/2017 | ||
| Click here to see others | ||
Inception Date 03/07/2017 | ||
| Category Benchmark | |
| Fund Benchmark | Morningstar Benchmark |
| Not Benchmarked | Morningstar EU Cau Gbl Tgt Alloc NR EUR |
| Portfolio Profile for Winton UCITS Funds ICAV -Winton Diversified Fund (UCITS) I EUR Accumulation | 31/12/2024 |
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| Growth Of 1000 (GBP) | 31/03/2025 |
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| Annual Returns (GBP) | 31/03/2025 | |||||||
| 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 31/03 | |
| Price Return | -1.03 | -6.08 | -16.87 | 0.41 | 19.00 | 1.04 | 3.81 | 1.77 |
| +/- Category | 2.45 | -6.40 | -21.32 | 2.72 | 15.97 | -0.13 | 3.08 | -0.19 |
| +/- Category Index | -0.77 | -8.38 | -26.47 | 4.22 | 27.02 | -3.58 | 3.44 | 0.75 |
| % Rank in Category | 28 | 85 | 97 | 22 | 5 | 44 | 14 | 59 |
| Trailing Returns (GBP) | 03/04/2025 | ||
| Total Returns | +/- Category | +/- Category Index | |
| 1 Day | 0.04 | -0.72 | -0.21 |
| 1 Week | 0.61 | -0.46 | -0.38 |
| 1 Month | 2.06 | 0.48 | 1.66 |
| 3 Months | 1.39 | -1.87 | 0.18 |
| 6 Months | 2.95 | 0.17 | 2.75 |
| YTD | 1.75 | -2.12 | 0.18 |
| 1 Year | -1.49 | -3.45 | -3.53 |
| 3 Years Annualised | 4.79 | 1.06 | 3.96 |
| 5 Years Annualised | 3.03 | -0.05 | 2.28 |
| 10 Years Annualised | - | - | - |
| Category: Multistrategy EUR | |||
| Category Index: Morningstar EU Cau Gbl Tgt Alloc NR EUR | |||
| Quarterly Returns (GBP) | 31/03/2025 | |||
| Quarter 1 | Quarter 2 | Quarter 3 | Quarter 4 | |
| 2025 | 1.77 | - | - | - |
| 2024 | 6.32 | -0.01 | -3.59 | 1.28 |
| 2023 | -2.62 | 1.64 | 5.54 | -3.27 |
| 2022 | 10.22 | 6.33 | 2.51 | -0.94 |
| 2021 | -1.57 | 3.09 | 2.61 | -3.56 |
| 2020 | -8.25 | -2.73 | -3.72 | -3.25 |
| Morningstar Rating™(Relative to Category) | 28/02/2025 | ||||||||||||||||||||
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| Category : Multistrategy EUR | Click here to see our Methodology | ||||||||||||||||||||
| Volatility Measurements | 31/03/2025 | ||||||||||
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| Modern Portfolio Statistics | 31/03/2025 | 31/03/2025 |
| Standard Index | Best Fit Index | |
| Morningstar EU Cau Gbl Tgt Alloc NR EUR | Morningstar Gbl Corp Bd GR Hdg CHF | |
| 3-Yr Beta | -0.64 | -0.46 |
| 3-Yr Alpha | 1.80 | 1.73 |
| Investment Style Details | 31/12/2024 | ||||||||||||||||||||||||||||||||||||||||
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| Category: Multistrategy EUR | |||||||||||||||||||||||||||||||||||||||||
| Fixed Income Style | - | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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| Asset Allocation | 31/12/2024 |
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| World Regions | 31/12/2024 | ||||||||||||||||||||||||||||||||||||||||||
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| Category: Multistrategy EUR | |||||||||||||||||||||||||||||||||||||||||||
| Sector Weightings | 31/12/2024 | |||
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| Category: Multistrategy EUR | ||||
| Top 10 Holdings | 31/12/2024 |
| Portfolio NEW | |
| Total Number of Equity Holdings | 4186 |
| Total Number of Bond Holdings | 82 |
| Assets in Top 10 Holdings | 94.18 |
| Name | Sector | Country | % of Assets | ||
| United States Treasury Notes 2.75% |  | United States | 14.30 | ||
| United States Treasury Notes 2.625% | | United States | 12.82 | ||
 Sfi - Ms Trading Portfolio 1 Sp (Xs22...
| | United States | 12.11 | ||
| United States Treasury Notes 0.375% | | United States | 11.46 | ||
| Stt Strt USD Lqudty LVNAV Dis Stbl NAV | | Ireland | 9.00 | ||
| United States Treasury Notes 2.75% | | United States | 8.80 | ||
| United States Treasury Notes 0.5% | | United States | 7.94 | ||
| United States Treasury Notes 0.25% | | United States | 7.88 | ||
| United States Treasury Notes 0.25% | | United States | 5.07 | ||
| United States Treasury Notes 3% | | United States | 4.80 | ||
 Increase Decrease  New since last portfolio | |||||
| Category: Multistrategy EUR | |||||
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| Biography | |
| David Harding, the founder and president of Winton Capital Management, is a successful global investment manager, an entrepreneur and an advocate for science education and physics research. Mr Harding is Chairman of Winton’s Executive Committee. Since graduating from Cambridge University with a First Class Honours degree in Natural Sciences specialising in Theoretical Physics in 1982, Mr Harding has started two of the world’s leading alternative investment companies. Winton, which he founded in 1997, is a global leader in financial mathematics and scientific research into financial markets and one of the UK’s most successful private companies, currently managing assets in excess of $25 billion. In 1987 Mr Harding co-founded Adam Harding and Lueck (AHL), one of the first systematic trend following CTAs in Europe, which was subsequently bought by the Man Group and remains one of the cornerstones of the FTSE listed company. Mr Harding is deeply committed to furthering science, risk literacy and education in Europe. In November 2010 he pledged £20 million to Cambridge University’s Cavendish Laboratory to fund the Winton Programme for the Physics of Sustainability. He has also made substantial donations to the Max Planck Institute for Human Development in Berlin, the Royal Society, and the Centre for Science and Public Policy at Cambridge University.Winton has endowed a Chair in the Public Understanding of Risk at Cambridge University and sponsored the Institute for the Study of Monetary History at the Ashmolean Museum in Oxford. |
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| Fund Manager | Carsten Schmitz |
| Manager Start Date | 03/07/2017 |
| Career Start Year | 2008 |
| Education |
| University of Zurich, Ph.D. |
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| Biography | |
| Carsten leads the development of Winton’s investment strategies and is responsible for the firm’s Portfolio Manager Platform initiative. Prior to this, Carsten oversaw the management of Winton’s research division. Carsten joined Winton in London as a senior scientist in 2008 and opened Winton’s Zurich office in 2012. He previously managed a team of researchers whose main focus is return forecasting and the testing and improving of Winton’s futures trading systems. Prior to that, Carsten worked on the modelling of transaction costs and led the design efforts for Winton’s in-house execution algorithms. Carsten became Investment Management Director in August 2016. Carsten earned a diploma in physics with distinction from RWTH Aachen in Germany and holds a PhD with distinction in particle physics from the University of Zurich. For his PhD and postdoctoral position, he worked at the DESY collider facility in Hamburg from 2003 to 2008, where he analysed data from high-energy particle collisions. |
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| Fund Manager | Simon Judes |
| Manager Start Date | 03/07/2017 |
| Education |
| University of Oxford, B.A. |
| Columbia University, Ph.D. |
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| Biography | |
| Simon leads the development of Winton’s investment strategies and is responsible for the firm’s bespoke products. Previously, Simon was Winton’s Futures Strategy Manager since March 2016, responsible for all futures trading systems. Simon joined Winton in 2008 as a Researcher immediately after completing his PhD. He has worked on projects including the design of several commodity and equity systems. Simon has a first-class honours degree from Oxford University, as well as a PhD in physics from Columbia University, where his thesis focused on string theory and cosmology. He initially focused on research into commodities futures, before moving on to other futures and forwards markets, and also cash equities from 2011. In early 2014, Simon joined the Investment Systems team, and became Head of Monitoring later that year. Simon holds a BA (honours) degree in Physics and Philosophy from Oxford University, and a PhD in Physics from Columbia University, where his research work was in string theory and cosmology. |
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| Fund Manager | Dan Mercer |
| Manager Start Date | 03/07/2017 |
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