Fact sheet: John Locke Jl Equity Mkt Neutral

Fund information
Fund name
John Locke Jl Equity Market Neutral A
Fund manager company
John Locke Investments
Fund type
No data available.
Fund manager
No data available.
Fund objective
No data available.
Benchmark
No data available.
Investment style
Long/Short
Investment method
Equity
Quick stats
1 Year return
2.6%
1 Year rank in sector
33/106
Sector
FO Hedge/Stru Prod - Equity
Yield
-
Fund size
£0m
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
74
Top in this sector
Fund name1 Year
MontLake ToscaMiCaUCITS21.8%
Ennismore Eurpn Smallar Cos19.8%
Income Partners AllSeasnAsCred18.7%
BlackRock SF Asia Extnn16.9%
Majedie Tortoise16.9%
...more in FO Hedge/Stru Prod - Equity

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.7%-1.1%-3.2%2.6%10.3%32.1%
Sector0.5%1.7%1.2%-1%5.4%15.6%
Rank within sector17 / 120100 / 12298 / 11633 / 10633 / 7515 / 53
Quartile1st4th4th2nd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund-1.1%2.7%8.7%11.5%3.4%
Sector-1.8%2.7%2.5%7.1%3.9%
Rank within sector53 / 11250 / 9912 / 8037 / 7144 / 58
Quartile2nd3rd1st3rd4th
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
2.74
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.23
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-0
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
5.43
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
5.95
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
0.18
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.02
Price movement
52 week high1415.91
52 week low1261.42
Current bid price-
Current offer price-
Current mid price1350.16
Region
No data available.
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
No data available.
Fund manager company
John Locke Investments
Fund type
No data available.
Fund objective
No data available.
Benchmark
No data available.
Investment style
Long/Short
Investment method
Equity
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
France, United Kingdom
John Locke Jl Equity Market Neutral A
Initial charge4%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1350.16
CurrencyEUR
Price updated26/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGRLE
John Locke Jl Equity Market Neutral B
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1179.97
CurrencyGBP
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKICV
John Locke Jl Equity Market Neutral C
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1126.46
CurrencyUSD
Price updated26/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKICW
Data provided by

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