Investment Objective
Winton Alma Diversified Macro Fund (ex Alma Platinum IV Systematic Alpha) is a systematic strategy, which combines a core Trend Following allocation (75%) with diversifying Systematic Macro signals (25%).
The strategy is expected to be a cornerstone CTA allocation that can provide long-term diversification for equities, bonds and other alternative investments.
The investment objective is to achieve long term capital appreciation through compound growth by gaining exposure to global exchange-traded futures, forwards and options markets on more than 180 markets, spanning all the world’s major liquid asset classes: equities, fixed income, commodities, currencies, and credit.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.1 | 0.3 | 0.2 | 0.6 | 0.0 | 0.3 | 0.9 | 0.4 | 0.2 | 0.5 | 0.2 | 0.0 | 0.9 | |
| 2023 | 0.8 | 0.4 | 0.9 | 0.2 | 0.0 | 0.8 | 0.6 | 0.4 | 0.8 | 0.6 | 0.9 | 0.9 | 0.6 |
