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You are here: Manager factsheet

Carsten Schmitz

Winton Capital Management Ltd
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Manager profile
Carsten is Co-Chief Investment Officer, with overall responsibility for investment and research. He is also a member of Winton’s executive management and investment committees. He was previously Head of Research, overseeing the day-to-day management of Winton’s research division. Carsten joined Winton in 2008 as a researcher focused on the design of quantitative trading strategies. In subsequent years, Carsten led research into transaction cost minimisation, new futures systems, and initiated Winton’s expansion into alpha-capture trading strategies. Carsten earned a Diploma with distinction from RWTH Aachen in Germany and a PhD with distinction from the University of Zurich. For his PhD and postdoctoral position, Carsten worked at the DESY collider facility in Hamburg, analysing data from high-energy particle collisions.
Total return for Carsten Schmitz
Discrete calendar year performance : Carsten Schmitz

Manager career performance
Discrete performance
  0-12m 12-24m 24-36m 36-48m 48-60m 60-72m 72-84m 84-96m 96-108m 108-120m
Carsten Schmitz -14.6 8.4 -3.0 26.5 -13.6 -8.0 3.3 1.3 - -
Peer Group Composite -4.0 4.0 1.8 6.8 1.0 0.6 0.5 1.6 - -
Over / Under -10.6 4.4 -4.8 19.7 -14.6 -8.6 2.8 -0.3 - -
Performance vs peer group composite: Carsten Schmitz
How a manager matches up against their peers gives you some idea of how talented they are. Very few managers perform equally well in rising and falling markets, so knowing which type of market a manager is capable of performing well within is also important.
 
Overall markets
Up
Outperformed peer group composite
3 years
out of a possible 8
 
Overall markets
Up
Underperformed peer group composite
5 years
out of a possible 8
 
Rising markets
UpDown
Outperformed peer group composite
3 years
out of a possible 7
 
Falling markets
UpDown
Outperformed peer group composite
0 years
out of a possible 1
Funds currently managed
Fund Sole/Co-managed Sector Periods
Winton Tranche Co-managed FO Hedge/Stru Prod - Mixed since Jan 01 2008 to present
Winton Multi-Strategy (UCITS) Co-managed FO Hedge/Stru Prod - Mixed since Mar 07 2017 to present
Winton Trend (UCITS) Co-managed FO Hedge/Stru Prod - Mixed since Jul 02 2018 to present
Funds managed previously
Fund Periods
No previously managed funds
Data provided by FE fundinfo. Care has been taken to ensure that the information is correct, but FE fundinfo neither warrants, represents nor guarantees the contents of information, nor does it accept any responsibility for errors, inaccuracies, omissions or any inconsistencies herein. Past performance does not predict future performance, it should not be the main or sole reason for making an investment decision. The value of investments and any income from them can fall as well as rise.

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