JL Equity Market Neutral

Overview

Fund Strategy Market Neutral
Fund Geography Global
Investment Advisor John Locke Investments
Portfolio Manager Sebastien Valeyre
Fund Currency EUR
Fund AUM €154.0m
Fund AUM (GBP) £134m
Fund AUM as of 18 May 2018
Fund Inception 20 April 2010
Fund Indices AH Market Neutral UCITS Index
Sub Index - Market Neutral Systematic

Fund Objective

The Fund is a European focused equity market neutral Fund that seeks to generate uncorrelated returns and maintain a low beta ratio to European 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 weekly liquidity.

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