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.

 Key figures for the JL Equity Market Neutral Fund (UCITS) Share Class P (net of all costs) 

NAV  (Source: John Locke Investments)
Date 31/10/2017
NAV 1,007.84 EUR
Historical Values

Performance October 2017 +1.29 %
Performance YTD -4.92 %
Perf. Since Inception (25/10/2013) +0.79 %
Annualised Return +0.20 %
Sharpe Ratio (0%) +0.03    
Annualised Monthly Volatility 6.81 %
Maximum Monthly Drawdown -11.04 %
Best Monthly Performance +3.63 %
Worst Monthly Performance -5.74 %

ISIN Code FR0011584390
Bloomberg Code JLEMNER FP
German tax information

Prospectus (German Investors)
Prospectus (Italian Investors)
Information for UK Investors
Information for Austrian Investors
Monthly Report

The index data included in this graph has been provided by a reputable source and is presumed, but not guaranteed, to be correct.
Share Class P was launched on 25th October 2013. The return for October 2013 has been incorporated into the November 2013 return.
Past performance is not necessarily indicative of future results.

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