The JL Smart Equity Fund's objective is to achieve a net return higher than that of the Stoxx Europe 600 Net Return EUR Index (reinvested dividends). The Fund is exposed to the equity markets of the European Union and Switzerland. The Fund's strategy is based on a systematic management process based on a "momentum" type quantitative model aimed at overweighting or underweighting certain sectors/subsets of its investment universe. The investment policy is based on a systematic selection of shares. A daily recalibration of their weightings in the Fund, enables, for example, management styles which have performed the best in the recent past to be overweighted (for instance, large capitalization or small capitalization style, "Value" or "Growth" style, low volatility or high volatility styles, etc.). The portfolio may deviate from its benchmark indicator, in terms of shares, of geographical areas, of styles, etc.

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

NAV  (Source: John Locke Investments)
Date 29/12/2017
Historical Values

Performance December 2017 +0.99 %
Performance YTD +14.42 %
Perf. Since Inception (31/12/2015) +15.95 %
Annualised Return +7.68 %
Sharpe Ratio (0%) 0.66    
Annualised Weekly Volatility 11.61 %
Maximum Monthly Drawdown -7.07 %
Best Monthly Performance +5.23 %
Worst Monthly Performance -7.07 %

ISIN Code FR0012443216
Bloomberg Code JLSMTEQ FP
German tax information

Monthly Report

The Fund was launched on 31st December 2015. The Fund is valued weekly by RBC. The rates of return above, based on the calendar month, were calculated by John Locke Investments and reconciled to RBC's weekly NAVs.
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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