Cyril Systematic (UCITS)


Fund Strategy Managed Futures
Fund Geography Global
Investment Advisor John Locke Investments
Portfolio Manager John Locke Investments
Fund Currency EUR
Fund AUM €30m
Fund AUM (GBP) £26m
Fund AUM as of 04 September 2019
Fund Inception 28 June 2011
Fund Indices AH Managed Futures UCITS Index

Fund Objective

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 analyzes risk factors such as rising correlations and reversal risk at the portfolio level. The average holding period of the Fund is approximately two weeks. The Fund provides for daily liquidity. The Fund was converted to a UCITS structure in June 2011.

Reference Index



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Absolute Hedge Bronze Award Winner 2014 Managed Futures