| AFM ADVANCED ANALYTICS | Bennelong Twenty20 Australian Equities Fund:
Nov 2009
-
May 2026 Index: ASX 200 Total Return |
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|---|---|---|---|---|---|---|---|
| Recent Returns | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 | May-26 |
| Bennelong Twenty20 Australian Equities Fund | -6.34% | -0.31% | 2.12% | 3.24% | -8.27% | 2.27% | 0.21% |
| ASX 200 Total Return | -2.66% | 1.30% | 1.78% | 4.11% | -7.15% | 2.18% | 1.15% |
| Annual Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Annual Return per annum | -2.89% | 3.74% | 7.18% | 5.00% | 2.31% | 7.05% | 8.74% |
| Index Annual Return per annum | 6.89% | 10.08% | 11.02% | 8.93% | 8.10% | 8.47% | 8.24% |
| Fund Cumulative Return (on $100) | $97.11 | $107.62 | $123.12 | $121.54 | $112.10 | $161.06 | $401.51 |
| Index Cumulative Return (on $100) | $106.89 | $121.17 | $136.84 | $140.81 | $147.63 | $176.63 | $371.72 |
| Fund Annualised Standard Deviation | 12.53 | 12.68 | 13.11 | 14.83 | 14.52 | 16.73 | 14.07 |
| Index Annualised Standard Deviation | 9.98 | 10.44 | 10.63 | 12.59 | 12.30 | 14.90 | 13.04 |
| Fund Sharpe Ratio | -0.47 | 0.04 | 0.29 | 0.16 | 0.03 | 0.36 | 0.49 |
| Index Sharpe Ratio | 0.34 | 0.60 | 0.66 | 0.45 | 0.46 | 0.47 | 0.48 |
| Fund Sortino Ratio | -0.60 | -0.03 | 0.31 | 0.11 | -0.06 | 0.37 | 0.59 |
| Index Sortino Ratio | 0.36 | 0.76 | 0.91 | 0.57 | 0.58 | 0.53 | 0.58 |
| Fund Skew | -1.27 | -0.83 | -0.44 | -0.22 | -0.21 | -1.21 | -1.01 |
| Index Skew | -1.72 | -0.93 | -0.50 | -0.48 | -0.42 | -1.56 | -1.14 |
| Fund Kurtosis | 0.82 | -0.17 | -0.27 | -0.54 | -0.50 | 4.04 | 3.71 |
| Index Kurtosis | 3.51 | 0.38 | 0.01 | -0.10 | -0.05 | 6.38 | 4.46 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | -0.24% | 0.31% | 0.58% | 0.41% | 0.19% | 0.57% | 0.79% |
| Index Average monthly return | 0.56% | 0.80% | 0.87% | 0.72% | 0.65% | 0.68% | 0.73% |
| Fund % of Positive Months | 58% | 63% | 64% | 58% | 55% | 62% | 61% |
| Index % of Positive Months | 75% | 71% | 69% | 65% | 62% | 65% | 63% |
| Fund Average +ve Return | 2.20% | 2.77% | 3.00% | 3.48% | 3.35% | 3.58% | 3.29% |
| Index Average +ve Return | 1.98% | 2.51% | 2.63% | 3.01% | 3.00% | 3.09% | 2.95% |
| Fund Best Month | 3.93% | 5.25% | 8.34% | 8.61% | 8.61% | 10.78% | 10.78% |
| Index Best Month | 4.11% | 4.57% | 7.26% | 7.26% | 7.26% | 10.21% | 10.21% |
| Fund Average -ve Return | -3.50% | -3.61% | -3.50% | -3.67% | -3.48% | -4.00% | -3.14% |
| Index Average -ve Return | -3.53% | -3.18% | -2.96% | -3.28% | -2.96% | -3.62% | -3.09% |
| Fund Worst Month | -8.27% | -8.27% | -8.27% | -8.49% | -8.49% | -21.44% | -21.44% |
| Index Worst Month | -7.15% | -7.15% | -7.15% | -8.77% | -8.77% | -20.65% | -20.65% |
| Fund Largest Drawdown | -12.04% | -12.04% | -12.04% | -12.04% | -22.27% | -26.09% | -26.09% |
| Index Largest Drawdown | -7.15% | -7.15% | -7.19% | -7.19% | |-11.90% | -26.75% | -26.75% |
| Fund Downside Deviation | 11.25 | 10.04 | 9.44 | 10.55 | 10.59 | 12.42 | 9.95 |
| Index Downside Deviation | 8.12 | 7.48 | 7.09 | 8.62 | 8.35 | 11.09 | 9.34 |
| Performance in Positive Markets | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Number of months market was positive | 9 | 17 | 25 | 31 | 37 | 55 | 126 |
| Fund % positive months, when market positive | 78% | 88% | 88% | 87% | 84% | 89% | 93% |
| Cumulative Fund return in positive market | 15.98% | 49.82% | 94.40% | 154.04% | 182.82% | 487.03% | 4389.36% |
| Cumulative Index return in positive market | 19.19% | 52.09% | 90.65% | 149.43% | 196.51% | 428.13% | 3706.16% |
| Up Capture Ratio | 83.24% | 95.64% | 104.14% | 103.09% | 93.03% | 113.76% | 118.43% |
| Performance in Negative Markets | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Number of months market was negative | 3 | 7 | 11 | 17 | 23 | 29 | 73 |
| Fund % positive months, when market negative | 0% | 0% | 9% | 6% | 9% | 10% | 7% |
| Cumulative Fund return in negative market | -16.27% | -28.17% | -36.67% | -52.16% | -60.36% | -72.56% | -91.06% |
| Cumulative Index return in negative market | -10.32% | -20.33% | -28.23% | -43.55% | -50.21% | -66.56% | -90.23% |
| Down Capture Ratio | 157.64% | 138.57% | 129.90% | 119.78% | 120.22% | 109.02% | 100.91% |