Performance

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.

This share class is exclusively for professional investors, who should read the monthly report in conjunction with the KIID and Prospectus. The minimum initial subscription amount for this Fund is EUR 500,000.


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

NAV  (Source: John Locke Investments)
Date 31/10/2017
NAV 1,299.55 EUR
Historical Values

Performance October 2017 +1.41 %
Performance YTD -3.81 %
Perf. Since Inception (20/04/2010) +42.43 %
Annualised Return +4.77 %
Sharpe Ratio (0.35%) 0.67    
Annualised Monthly Volatility 6.61 %
Maximum Monthly Drawdown -9.08 %
Best Monthly Performance +6.10 %
Worst Monthly Performance -5.48 %

ISIN Code FR0010881821
Bloomberg Code JLEMNEU FP
German tax information

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

Hedge fund performance as ranked by the BarclayHedge's database

Chart.

Since December 2013 the Fund is valued daily by RBC. Returns shown above prior to that date, based on the calendar month, were calculated by John Locke Investments and reconciled to RBC's weekly NAVs. The returns prior to January 2013 have been adjusted to reflect current leverage and fee strucutres.
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.

 
Copyright 2017 John Locke, All rights reserved
Legal Notice I Contact I Design by Internet Solutions