The fund follows the Winton Diversified Programme, a flagship program and one of the longest running and most successful CTA strategies within the absolute return space, investing globally in long and short positions. The strategy attempts to provide positive returns irrespective of market conditions and with a low correlation to traditional asset classes. This is a fully systematic investment process, which performs statistical analysis and mathematical modelling on historical data, searching for patterns and structures that give rise to a small degree of predictability in an attempt to identify profitable investment opportunities. The fund will invest in approximately 100 futures markets globally, across equity indices, bonds, currency, commodities and cash equities.
The resources employed within the strategy are impressive and highly experienced, with input from 136 individuals across multiple global locations, which includes David Harding, who founded Winton Capital Management. In addition, we like this fund for its low volatility profile, in particular when compared to its peer group.