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JL Equity Market Neutral A

Ranked 31 out of 73 in - Market Neutral over 12 months
All calculations are in EUR unless stated

Managed by

Sebastien Valeyre

Sebastien Valeyre joined John Locke Investments in 2009 to develop the firm’s equity research programme. He is the portfolio manager of the JL Equity Market Neutral Fund and oversees all equity research at the firm. Valeyre has extensive experience in nuclear physics, quantitative research and risk management systems. Prior to joining John Locke, Valeyre worked as a physicist specialising in neutronics at the French Nuclear Agency (2002-2007) before transitioning to finance and developing the quantitative trading models and risk systems of BPHI Capital’s equity strategy (2007-2009). Valeyre holds a BEng in physics from the Ecole Supérieure de Physique et Chimie Industrielle, Paris (2002), an MSc in petroleum engineering from Imperial College London (2002) and a masters in finance from Parix IX Dauphine University, Paris (2007). He is currently pursuing a PhD and has published an array of academic papers and articles on subjects such as a new reactive volatility model, a new beta estimating model, factor trading and correlation matrix modeling.

Objective

The Fund's objective is to deliver long-term capital appreciation with no correlation to equity indices, by maintaining a beta of close to zero and a volatility of below 7%. The Fund employs a robust mix of several unocorellated strategies in order to do so within a framework of tightly controlled risk

Showing fund performance in Denmark View performance globally

Performance

Market Neutral over : 30/09/2017 - 30/09/2018
  • Rank 31/73 Total Return
  • Rank 63/73 Standard Deviation
  • Rank 42/73 Max Drawdown
Fund Name Currency Loss
40 Pictet TR - Diversified Alpha-P EUR EUR

-4.1%

40 FT Alpha Europe Market Neutral (IT) EUR

-4.1%

42 JL Equity Market Neutral A EUR

-4.3%

43 Sycomore L/S Market Neutral R EUR

-4.4%

44 Man GLG European Equity Alternative DN EUR EUR

-4.4%

44 Pictet TR - Phoenix HP EUR dy

Currency exposure is hedged

Currency exposure is hedged

EUR

-4.4%

Total Return

Quarterly Performance

to 30/09/2018 Annual Q1 Q2 Q3 Q4
2018 2.8% -0.3% 0.0%
2017 -8.0% 2.3% -5.2% -2.2% -3.0%
2016 -1.1% 3.2% -3.3% -1.6% 0.7%
2015 3.0% -0.1% -2.3% 0.6% 4.8%
2014 8.5% 3.2% 0.9% -2.8% 7.2%
2013 11.5% 2.5% 5.1% 3.6% -0.1%
2012 3.4% -0.6% 2.4% 1.3% 0.2%
2011 7.0% 2.6% 0.1% -0.4% 4.6%
2010 1.2% 0.3%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. France
  3. Germany
  4. Italy
  5. United Kingdom

Fund Info

  • Launch date20/04/2010
  • Share Class size135Mn
  • Base currencyEUR
  • ISIN FR0010881821

Purchase Info

  • Min. initial investment500,000
  • Min. regular additional investment0

Charges

Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in the currency and currencies indicated).