Added Value

Alternative Investment Management Universe

Alternative investment products differ from their traditional counterparts in that their returns are not dependent on any broad market direction. Rather, alternative investment managers see it as their brief to add value to the investor, regardless of the relative attractiveness of the investment climate. Using a mix of equity, bond, currency and commodity markets, alternative investment managers adopt a wide variety of directional and arbitrage strategies in order to consistently sustain this independent stream of return.

The industry has grown significantly over the past number of years owing to the superior risk adjusted returns that alternative investment managers have displayed when compared to traditional investment managers.


Commodity Trading Advisors (CTA's)

At John Locke Investments, we believe that historical prices are the best indicator of future prices and that trends persist over time in certain markets. To this end, we adopt a systematic or quantitative approach where mathematical models are employed to identify and capture these trends.

The graph below shows the relative performance of the SG CTA Index to the MSCI World AC Index. JLI funds have outperformed these benchmarks over the last years, which is a testament to the robustness of our investment approach.

Chart.


* Prior to July 2011, the performance presented here is the performance of the FCIMT Cyril Systematic Fund adjusted to incorporate current risk and fee structures.

The index data included in this graph has been provided by a reputable source and is presumed, but not guaranteed, to be correct.

Past performance is not necessarily indicative of future results.

John Locke Investments strengths in the CTA Universe

  • JLI Funds have regularly outperformed the CTA benchmarks over the last 10 years
  • JLI Funds demonstrate a relatively low correlation to their peer group
  • JLI Funds offer daily liquidity
  • JLI Funds are only active in the most liquid markets
  • JLI Performance is non-correlated with equity and bonds indices
  • All cash management is secure
  • JLI only works with established and recognized clearers, custodians, administrators, auditors and attorneys

 
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