Products

MS Long Term Trends UCITS Fund (3)

MS Long Term Trends UCITS FundThe MS Long Term Trends UCITS Fund seeks to provide exposure to the Winton Futures Program. Winton Capital Management, which operates the Winton Futures Program, is one of the leaders in systematic investment management, selecting amongst 100+ futures contracts in currencies, fixed-income, equity indices and commodities markets. David Harding, founder and president of Winton Capital Management ($31.7 bn assets under management as of 31 March 2017), benefits from a track record of 30 years in futures trading built on his scientific approach and further sustained by over 460 professionals, including 105 R&D staff, and best in class practices.

Winton Futures Program Overview

  • A systematic investment approach taking long and short positions
  • Currently expecting long term average monthly profit of approx. 0.5% - 1% per month
  • Investing in liquid instruments approximately 100+ Futures, Forwards Markets and Equity indices and CFD’s

Details

STRATEGY
  • The Winton Futures Program utilizes a systematic approach that blends short-term trading with long-term trend following, using multiple time frames and multiple models while allocating for maximum diversification
PHILOSOPHY
  • The Winton Futures Program does not rely upon favorable conditions in any particular market, nor on market direction.
  • The Winton Futures Program tracks the daily price movements and other data from the markets it follows, and carries out certain computations to determine each day how long to short the strategy should be to maximize profit within a certain range of risk
    • If rising prices are anticipated, a long position will be established
    • If prices are expected to fall, a short position will be established
  • As a result of its statistical research, the Winton Futures Program attempts to have each trade establish a slight statistical advantage leading to sustained profits over time
MARKETS
  • The strategy seeks to combine highly liquid financial instruments offering positive Sharpe ratios and generally low correlation over the long term to other markets such as equities and fixed income
  • Mainly includes stock indices, bonds, short-term interest rates, currencies, precious and base metals, grains, livestock, energy, and agricultural products
GEOGRAPHY
  • Global

Winton Capital Management Ltd

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 $34 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 companies.

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Fund Facts

Legal Structure: UCITS Irish OEIC

Umbrella Fund: FundLogic Alternatives PLC

Fund Manager: FundLogic SAS

Passporting: Approved in France, Germany, Italy, Spain, U.K., Swizterland; Belgium and Austria

Base Currency: USD

Other Currency Share Classes: EUR, GBP

Liquidity: Weekly (every Friday that is a Business Day)

Dealing Deadline (Subscription): 12 midday Irish time 3 Business Days prior to the relevant Dealing Day

Dealing Deadline (Redemption): 12 midday Irish time 3 Business Days prior to the relevant Dealing Day

Settlement Date (Subscription): 12 midday Irish time 1 Business Day prior to the relevant Dealing Day

Settlement Date (Redemption): within 5 Business Days after the relevant Dealing Day

Fund Share Class Details

ISIN Code BBG Code Inception Mgmt Fee Perf Fee TER KIID Link
MS Long Term Trends UCITS Fund (3) (Exposure to the Winton Futures Program)
Early Bird * E EUR IE00B7LB7P45 FMSMFEE ID 08.02.2013 N.A. N.A. N.A. KIID
Inst. Seeding B USD IE00B731X101 FMSMFBU ID 18.09.2014 1.30% 20% 1.70% KIID
Inst. Seeding B EUR IE00B8DL2C15 FMSMFBE ID 19.07.2013 1.30% 20% 1.70% KIID
Inst. Seeding B GBP IE00B84YP422 FMSMFBS ID 12.04.2013 1.30% 20% 1.70% KIID
Retail A USD IE00B757S338 FMSMFAU ID 15.05.2015 2.35% 20% 2.75% KIID
Retail A EUR IE00B8B21L82 FMSMFAE ID 15.05.2015 2.35% 20% 2.75% KIID
Retail A CHF IE00B7M5YF40 FMSMFAC ID 15.05.2015 2.35% 20% 2.75% KIID

* Reference share classes used to report NAVs, Daily, MTD, YTD and LTD performances. 

Source: Northern Trust

The above figures refer to the past. Past performance are net of fees and are not a reliable indicator of future results.

(1) Includes 0.30% p.a. administration fee covering services providers, audit, passporting, KIID management costs and Risk Management responsibilities performed by Morgan Stanley International plc

(2) Includes 0.37% p.a. administration fee covering services providers, audit, passporting, KIID management costs and Risk Management responsibilities performed by Morgan Stanley International plc

(3) Includes 0.40% p.a. administration fee covering services providers, audit, passporting, KIID management costs and Risk Management responsibilities performed by Morgan Stanley International plc

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