Information to JL Equity Market Neutral clients: in accordance with the Article 32 of the AMF Instruction DOC-2011-19, we inform our clients that JLEMN fund auditors will only produce biannual financial statements (as of June 30 and December 31) and no more quarterly reports. This decision will apply from September 30, 2020.
The Fund is a European/US equity market neutral fund that seeks to generate uncorrelated returns and maintain a low beta ratio to European and US equity indices. The Fund is fully systematic in its approach and deploys multiple quantitative models that seek to identify mispricing between a pre-defined universe of equity markets. An adaptive risk management technique is also employed that hedges against broad directional market risk and other risk factors that may be present within the investment portfolio. 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.
Net asset value | Daily return | Monthly return | YTD |
1 300.36 EUR | 0.06% | 1.97% | 1.97% |
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
2010 | 0.38% | -3.02% | -1.13% | -0.41% | 0.46% | 2.70% | 2.13% | -0.05% | -0.61% | 0.33% | |||
2011 | 1.71% | 2.10% | -0.05% | 0.84% | 0.39% | -2.91% | 0.84% | 2.73% | -3.32% | -3.73% | -0.58% | 6.10% | 11.79% |
2012 | -1.5% | 0.36% | -0.04% | -1.05% | 0.95% | 4.93% | 0.19% | 0.70% | 2.10% | 0.04% | 0.38% | 0.06% | 7.20% |
2013 | 0.93% | 2.67% | -1.16% | 3.28% | 0.98% | 0.79% | 0.88% | 2.17% | 0.87% | -0.22% | -0.75% | 0.54% | 11.46% |
2014 | 2.12% | -0.84% | 2.42% | 0.60% | 0.62% | -0.90% | -1.81% | 2.36% | -3.27% | 3.44% | 2.38% | 1.26% | 8.47% |
2015 | -2.50% | 1.85% | 0.63% | -1.15% | -0.02% | 1.12% | 0.90% | -1.01% | 0.75% | 1.67% | 0.25% | 2.80% | 2.95% |
2016 | -2.65% | 2.62% | 3.32% | 0.00% | -1.59% | -1.73% | 0.53% | -2.72% | 0.63% | -1.98% | -0.19% | 2.95% | -1.06% |
2017 | 1.14% | 0.68% | 0.47% | -1.04% | -5.48% | 1.31% | 1.31% | -2.36% | -1.09% | 1.41% | -2.61% | -1.77% | -7.98% |
2018 | 1.99% | -0.42% | 1.19% | -2.08% | 1.58% | 0.28% | 2.84% | 0.47% | -3.19% | -0.33% | 0.83% | -1.05% | 1.95% |
2019 | -0.87% | 0.66% | 1.85% | 0.63% | -1.27% | 0.66% | 2.42% | 0.95% | -3.72% | -1.03% | -0.21% | 0.63% | 0.57% |
2020 | 0.20% | -0.91% | -5.40% | 0.34% | 0.84% | 2.13% | 1.38% | -0.40% | 0.48% | -2.55% | 0.53% | 3.71% | 0.04% |
Net asset value | Daily return | Monthly return | YTD |
1 162.17 GBP | 0.05% | 1.77% | 1.77% |
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
2013 | 1.61% | 0.91% | 2.27% | 0.42% | 0.16% | -0.73% | 0.55% | 5.28% | |||||
2014 | 2.15% | -0.83% | 2.43% | 0.61% | 0.63% | -0.89% | -1.71% | 2.32% | -2.94% | 3.16% | 2.40% | 1.24% | 8.70% |
2015 | -2.39% | 1.85% | 0.76% | -1.18% | 0.01% | -1.04% | 0.92% | -1.01% | 0.83% | -1.64% | 0.25% | 2.99% | 3.56% |
2016 | -2.58% | 2.64% | 3.32% | 0.03% | -1.47% | -1.67% | 0.60% | -2.52% | 0.71% | -1.95% | -0.12% | 2.98% | -0.23% |
2017 | 1.04% | 0.72% | 0.50% | -0.99% | -5.31% | 1.40% | 1.39% | -2.29% | -1.10% | 1.48% | -2.52% | -1.67% | -11.02% |
2018 | 2.05% | -0.35% | 1.25% | -1.98% | 1.79% | 0.36% | 2.91% | 0.53% | -3.09% | -0.25% | 0.80% | -0.89% | 3.01% |
2019 | -0.79% | 0.76% | 1.96% | 0.70% | -1.20% | 0.72% | 2.14% | 0.91% | -3.17% | -0.89% | -0.12% | 0.71% | 1.62% |
2020 | 0.27% | -1.29% | -5.52% | 0.36% | 0.91% | 2.09% | 1.42% | -0.35% | 0.48% | -2.54% | 0.33% | 3.72% | -0.42% |
Net asset value | Daily return | Monthly return | YTD |
1 162.50 USD | 0.05% | 1.57% | 1.57% |
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
2013 | 0.89% | -0.76% | 0.54% | 0.66% | |||||||||
2014 | 2.11% | -0.84% | 2.41% | 0.59% | 0.60% | -0.90% | -1.74% | 2.30% | -3.10% | 3.28% | 2.38% | 1.23% | 8.41% |
2015 | -2.40% | 1.88% | 0.85% | -1.13% | 0.00% | -1.07% | 0.91% | -0.99% | 0.76% | 1.62% | -0.23% | 3.35% | 3.47% |
2016 | -2.58% | 2.65% | 3.37% | 0.08% | -1.52% | -1.54% | 0.54% | -2.49% | 0.75% | -1.84% | -0.15% | 3.01% | 0.15% |
2017 | 1.13% | 0.71% | 0.59% | -0.93% | -5.13% | 1.44% | 1.51% | -2.22% | -0.96% | 1.56% | -2.45% | -1.52% | -6.33% |
2018 | 2.18% | -0.23% | 1.39% | -1.86% | 1.82% | 0.49% | 2.88% | 0.12% | -2.38% | -0.10% | 0.88% | -0.60% | 4.53% |
2019 | -0.57% | 0.78% | 1.54% | 0.69% | -0.81% | 0.73% | 2.13% | 1.02% | -2.89% | -0.65% | -0.03% | 0.71% | 2.58% |
2020 | 0.28% | -0.71% | -5.17% | 0.55% | 0.91% | 2.17% | 1.43% | -0.31% | 0.50% | -2.50% | 0.40% | 3.50% | 0.76% |
Net asset value | Daily return | Monthly return | YTD |
964.07 EUR | 0.06% | 1.91% | 1.91% |
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
2013 | -0.99% | 0.46% | -0.53% | ||||||||||
2014 | 2.03% | -0.94% | 2.34% | 0.50% | 0.52% | -1.02% | -2.29% | 2.54% | -3.67% | 3.63% | 2.31% | 1.15% | 7.06% |
2015 | -2.61% | 1.74% | 0.59% | -1.33% | -0.13% | -1.25% | 0.78% | -1.13% | 0.63% | 1.70% | 0.19% | 2.71% | 1.77% |
2016 | -2.76% | 2.50% | 3.26% | -0.11% | -1.70% | -1.95% | 0.56% | -2.96% | 0.51% | -2.10% | -0.30% | 2.83% | -2.46% |
2017 | 1.12% | 0.76% | 0.43% | -1.34% | -5.74% | 1.19% | 1.19% | -2.48% | -1.20% | 1.29% | -2.73% | -1.88% | -9.25% |
2018 | 1.86% | -0.53% | 1.08% | -2.20% | 1.46% | 0.17% | 2.71% | 0.35% | -3.30% | -0.46% | 0.72% | -1.17% | 0.53% |
2019 | -0.99% | 0.56% | 1.74% | 0.51% | -1.38% | 0.55% | 2.29% | 0.95% | -3.95% | -1.14% | -0.32% | 0.51% | -0.84% |
2020 | 0.08% | -1.02% | -5.51% | 0.23% | 0.73% | 2.00% | 1.26% | -0.52% | 0.37% | -2.66% | 0.41% | 3.59% | -1.35% |