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 18 Oct 2019 :

Net asset value Daily return Monthly return YTD
30 586.17 EUR -0.17% -2.89% 15.34%

Summary:

Update : 30/09/2019
Perf. since inception (03/07/2000):+268.05%
Annualised Return:+7.00%
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%2.06%-4.79%0.42%-7.69%
2019-3.29%-2.88%6.71%0.58%8.72%1.07%5.09%2.47%-0.44%18.77%
Prior to July 2011, the performance presented here is the performance of the FCIMT Cyril Systematic Fund adjusted to reflect the current risk structure and fee structure of 2% management fee and 20% performance fee. For the period after July 2011, the above table reflects actual performance including the applicable fee structure. The management fee was reduced from 2% to 1.5% in January 2018. Past performance is not necessarily indicative of future results.

Performances:

Sources: John Locke Investments, Société Générale, MSCI Barra.

Fund performance as of 18 Oct 2019 :

Net asset value Daily return Monthly return YTD
1 008.19 EUR -0.17% -2.93% 14.21%

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%1.87%-4.74%0.34%-8.33%
2019-3.36%-2.95%6.64%0.50%8.28%1.01%5.02%2.41%-0.50%17.66%
Share Class P was launched on 13th July 2012 and closed on 10th January 2014. It was reactivated on 6th June 2016. Past performance is not necessarily indicative of future results.

Referencing:

Fund performance as of 18 Oct 2019 :

Net asset value Daily return Monthly return YTD
35 501.84 USD -0.13% -2.23% 18.34%

Historical data:

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
20190.92%-2.53%5.94%0.64%8.06%1.42%6.66%-0.03%-1.24%21.03%
Share Class C was launched on 25th January 2019. Past performance is not necessarily indicative of future results.