CYRIL SYSTEMATIC

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 analyses risk factors such as rising correlations, reversal risk and sideway risk at the portfolio level. The average holding period of the Fund is approximately three weeks. 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.



Fund performance as of 09 Nov 2018 :

Net asset value Daily return Monthly return YTD
26 983.69 EUR -0.42% -2.71% -6.07%

Summary:

Update : 28/09/2018
Perf. since inception (03/07/2000):+217.57%
Annualised Return:+6.54%
Maximum Monthly Drawdown:-20.75%
Best Monthly Performance:+16.24%
Worst Monthly Performance:-9.69%

Historical data:

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2000-4.39%1.13%-3.31%-2.82%4.43%11.93%6.19%
20012.75%-0.15%6.25%-3.03%2.28%-2.63%-2.77%4.01%2.08%4.63%-4.03%-0.42%8.67%
2002-2.04%-8.94%5.90%-1.76%-1.74%11.77%4.10%-0.40%3.58%-6.03%-1.72%9.10%10.31%
20033.01%2.72%-4.52%-5.12%9.63%-1.94%5.11%-2.67%8.29%2.45%-6.88%4.29%13.58%
20042.12%6.42%0.80%2.50%1.44%-5.89%2.26%2.10%-3.56%0.43%3.89%-2.84%9.41%
2005-9.69%6.93%-4.85%-1.42%2.91%3.13%-0.77%5.98%-1.16%1.99%5.46%0.13%7.63%
20065.28%-3.33%-1.49%16.24%1.62%-8.02%-2.60%0.66%0.42%-0.26%1.75%-5.44%2.91%
20070.92%-2.14%-1.15%0.49%-2.45%5.24%0.66%-0.23%7.01%2.47%4.02%0.53%15.97%
20084.79%6.95%0.55%-0.07%2.62%-1.05%-4.11%6.71%-0.04%6.48%1.10%1.66%27.99%
2009-1.09%-0.24%-4.96%-4.87%6.93%-0.59%0.56%-0.13%0.65%-3.40%3.63%-3.48%-7.38%
2010-2.21%-0.80%0.45%-0.57%0.98%1.16%-1.33%5.13%0.96%2.37%-3.99%5.25%7.22%
2011-3.00%1.18%-3.96%2.66%-4.23%-2.89%4.81%2.88%2.67%-7.54%-1.85%0.36%-9.27%
2012-0.76%1.37%-3.35%0.80%4.90%-5.49%6.54%-1.47%-2.97%-5.05%-0.51%1.55%-5.04%
2013-0.82%-0.88%1.12%4.47%-1.84%-3.13%-2.90%-2.28%-1.16%2.05%4.44%1.33%0.03%
2014-3.14%4.37%-3.52%-0.93%3.05%2.88%-0.14%6.17%3.48%0.98%8.40%2.42%26.00%
20156.16%1.52%-0.17%-3.19%0.12%-7.02%-1.33%-1.59%2.08%-5.05%1.52%-3.67%-10.77%
201611.23%5.51%-3.68%-0.38%-3.29%8.03%1.74%-3.71%-5.29%-4.73%5.98%3.90%14.51%
2017-3.11%6.54%-0.80%2.92%3.05%-0.69%3.74%0.28%-1.40%4.34%0.87%0.59%17.11%
20188.56%-5.01%-4.61%-2.78%-0.85%-1.47%-0.03%3.77%-2.39%-5.40%
Prior to July 2011, the performance presented here is the performance of the FCIMT Cyril Systematic Fund adjusted to incorporate current risk and fee structures.

Performances:

Fund performance as of 09 Nov 2018 :

Net asset value Daily return Monthly return YTD
899.38 EUR -0.43% -2.61% -6.60%

Historical data:

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
20165.11%1.70%-3.79%-5.01%-5.81%6.29%4.86%5.15%
2017-3.90%8.21%-1.03%3.63%3.20%-1.03%3.67%0.18%-1.48%4.25%0.72%0.50%17.63%
20188.42%-5.11%-4.68%-2.65%-0.81%-1.54%-0.10%3.28%-2.13%-5.85%
Share Class P was launched on 13th July 2012 and closed on 10th January 2014. It was reactivated on 6th June 2016.

Referencing: