London-based quant hedge fund Winton has launched the Winton Trend-Enhanced Global Equity (UCITS) Fund, offering investors a capital-efficient blend of systematic trend-following and passive equity exposure, according to a report by CityWire.
The fund provides a dual exposure model, allocating equally to the MSCI World Total Return Index, covering large and mid-cap equities across 23 developed markets, and
the Winton Major-Market Trend Strategy, a systematic, futures-based CTA strategy that capitalises on price trends across commodities, currencies, fixed income, and equity indices.
This approach leverages futures and swaps to achieve exposure while maintaining liquidity within a daily-dealing UCITS structure.
The Winton Major-Market Trend Strategy, which has been available as a standalone product since 2018, has delivered a 5.6% annualised return, outperforming the SG CTA Index benchmark of 4.3%. It has also demonstrated negative correlations with both equities (-0.22 to MSCI World) and bonds (-0.36 to Bloomberg Global Aggregate), reinforcing its role as a diversification tool for hedge fund portfolios.
The new UCITS fund, set to launch on 27 March, carries a 0.8% annual management fee and is aimed at institutional investors and wealth managers looking for an efficient way to integrate trend-following strategies into their portfolios.
It joins Winton’s suite of UCITS products, including the Winton Alma Diversified Macro Fund, which is linked to the firm’s $3.8bn Diversified Macro CTA strategy, and the
Winton Multi-Strategy UCITS, which combines systematic macro and equity market-neutral approaches.
