General Information

AMP FLAP- Winton Global Alpha
AMP Superannuation Limited
Alternative Strategies
Not Rated
Allocated Pension
21 Nov 2011
$2.21 million (as at 30 Jun 2017)
$1.13887 (as at 15 Aug 2017)
$1.13887 (as at 15 Aug 2017)

Fund performance (30 Jun 2017)

NOTE : returns for periods greater than 1 year are annualised
  1 Month % 3 Month % 6 Month % 1 Year % p.a. 2 Year % p.a. 3 Year % p.a. 5 Year % p.a. 10 Year % p.a.
Total return -0.84 -0.72 -2.9 -5.39 -1.9 3.27 3.07 -
Growth return -1.45 -0.96 -3.2 -7.18 -3.16 1.68 2.34 -
Income return 0.61 0.24 0.3 1.79 1.26 1.59 0.73 -

Market index (RBA Bank accepted Bills 90 Days)

Total return 0.14 0.43 0.86 1.75 1.97 2.13 2.42 3.72

Asset Allocation (30 Jun 2017)

Australian Equities 0%
International Equities 0%
Cash 3.54%
Property 0%
Fixed Interest 0%
Alternatives 96.46%
Asset Allocation

Objectives and Strategy

To generate long-term total returns from a managed futures strategy which uses proprietary trading systems to take long and short futures exposure across a diverse number of markets. Ultimately the strategy is seeking to produce positive returns that exhibit low correlation to those of traditional asset classes.
This is a systematic, trend-following strategy implemented primarily through the trading of exchange traded futures. The strategy utilises statistical research to identify trends in the financial markets where it takes long and short positions across categories such as share indices, bonds, interest rates, currencies and commodities. Risk Management is heavily integrated into the investment process and designed to achieve a consistent level of volatility and some downside protection.

Offer information

Indirect Cost Ratio (ICR) 3.21% (as at 30 Jun 2016)
Minimum initial investment $20,000
Minimum additional investments $1,500.00
Minimum redemption amount

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