Winton Alma Diversified Macro Fund Gains 1.77% in March, Extends 2026 Return to 9.50%

The Winton Alma Diversified Macro Fund delivered a 1.77% gain in March, bringing its year-to-date return to 9.50%. Launched in 2010, the $109 million systematic macro strategy maintains broad exposure across global futures and foreign exchange markets.

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Performance Assessment

The fund follows a systematic investment process derived from the broader Winton Diversified Macro Strategy. It trades across more than 140 liquid markets, spanning commodities, fixed income, equity indices, currencies, rates, and credit indices. Portfolio construction allocates 75% to trend-following models, with the remaining 25% using diversifying signals to improve resilience.