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 (over $30 bn assets under management as of 30 June 2017), benefits from a track record of 30 years in futures trading built on his scientific approach and further sustained by over 450 professionals, including 119 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

Key Investment Professionals at Winton Capital Management Ltd

David Harding, Chief Executive Officer

David has been at the forefront of systematic, scientific investment management for over 25 years and has started two of the world’s leading alternative investment companies: AHL and Winton. He founded Winton in 1997 in the continuing belief that there exist long-term rewards for scientific research into financial markets.

Jonathan Duke, Chief  Risk Officer

Jonathan joined Winton in 2004. He was appointed  Assistant CIO in 2008. In 2013 he became Head of  Investment Systems, responsible for the preparation of  the system, its implementation, and the oversight of its  operation. In 2016 he was appointed Chief Risk Officer.

Carsten Schmitz, Head  of Investment Strategy

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 was return forecasting and the improving of  Winton’s futures trading systems. Carsten became Head  of Investment Strategy in August 2016.

Simon Judes, Strategy  Manager - Futures

Simon joined Winton in 2008 as a Researcher after  completing his PhD in Physics, where his research work  was in string theory and cosmology. In 2014, Simon  joined the Investment Systems team, and became Head  of Monitoring later that year. Simon became Strategy  Manager for Futures in March 2016.

 

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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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