Performance

The Fund adopts a systematic approach to investing in global futures markets. Multiple trend detection techniques are employed, over multiple time horizons to a diverse basket of futures markets. Risk is equalised across all contracts through the use of real time volatility measures. A dynamic risk management tool also analyses risk factors such as rising correlations, reversal risk and sideway risk at the portfolio level. The average holding period of the Fund is approximately three weeks. The Fund provides for daily liquidity.

The recommended investment period is a minimum of 3 years. This Fund may not suit investors planning to withdraw their contribution within that period.


 Key monthly figures for the Cyril Systematic (UCITS) Fund - Share Class I (net of all costs) 

NAV  (Source: John Locke Investments)
Date 31/08/2017
NAV 27,522.28 EUR

Fund Details 

Domicile France
Denomination EUR
Liquidity Daily
Asset Class Multi Asset Class, Diversified
Regions Covered Global
Overall Risk Rating 5

Fund Performance 
Performance August 2017 +0.28 %
Performance YTD +12.20 %
Perf. Since Inception (03/07/2000) +221.61 %
Annualised Return +7.04 %
Maximum Monthly Drawdown -20.75 %
Best Monthly Performance +16.24 %
Worst Monthly Performance -9.69 %

ISIN Code FR0000976342
Bloomberg Code CYRSYST FP Equity

 Documents 
Prospectus
Monthly Report
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.

 
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