| AFM ADVANCED ANALYTICS | 4D Global Infrastructure Fund (Unhedged):
Mar 2016
-
May 2026 Index: S&P Global Infrastructure TR Index (AUD) |
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|---|---|---|---|---|---|---|---|
| Recent Returns | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 | May-26 |
| 4D Global Infrastructure Fund (Unhedged) | 4.18% | -2.39% | 2.34% | 5.26% | -2.11% | -0.49% | -4.67% |
| S&P Global Infrastructure TR Index (AUD) | 3.36% | -2.59% | 0.71% | 5.54% | -1.95% | -0.87% | -2.34% |
| Annual Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Annual Return per annum | 6.63% | 11.52% | 9.96% | 9.05% | 9.04% | 7.76% | 9.61% |
| Index Annual Return per annum | 5.25% | 15.06% | 13.77% | 10.96% | 12.90% | 9.22% | 9.98% |
| Fund Cumulative Return (on $100) | $106.63 | $124.38 | $132.96 | $141.42 | $154.13 | $168.77 | $256.07 |
| Index Cumulative Return (on $100) | $105.25 | $132.38 | $147.24 | $151.59 | $183.43 | $185.36 | $265.07 |
| Fund Annualised Standard Deviation | 9.51 | 9.92 | 9.98 | 11.15 | 10.31 | 12.32 | 11.50 |
| Index Annualised Standard Deviation | 7.96 | 8.60 | 8.57 | 9.61 | 8.96 | 12.06 | 11.29 |
| Fund Sharpe Ratio | 0.33 | 0.75 | 0.60 | 0.51 | 0.61 | 0.49 | 0.68 |
| Index Sharpe Ratio | 0.21 | 1.22 | 1.09 | 0.75 | 1.07 | 0.61 | 0.73 |
| Fund Sortino Ratio | 0.42 | 1.18 | 0.93 | 0.70 | 0.87 | 0.60 | 0.94 |
| Index Sortino Ratio | 0.29 | 2.29 | 1.94 | 1.12 | 1.71 | 0.74 | 0.95 |
| Fund Skew | -0.14 | 0.00 | 0.24 | -0.15 | -0.17 | -1.17 | -1.01 |
| Index Skew | 0.76 | 0.07 | 0.04 | -0.32 | -0.41 | -2.00 | -1.67 |
| Fund Kurtosis | -0.37 | 0.26 | 0.27 | -0.20 | 0.11 | 5.72 | 5.26 |
| Index Kurtosis | 0.41 | -0.66 | -0.52 | -0.47 | -0.15 | 9.67 | 8.50 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | 0.54% | 0.91% | 0.79% | 0.72% | 0.72% | 0.62% | 0.82% |
| Index Average monthly return | 0.43% | 1.18% | 1.08% | 0.87% | 1.02% | 0.74% | 0.85% |
| Fund % of Positive Months | 58% | 67% | 64% | 63% | 65% | 64% | 63% |
| Index % of Positive Months | 58% | 71% | 72% | 71% | 70% | 67% | 65% |
| Fund Average +ve Return | 2.48% | 2.45% | 2.47% | 2.75% | 2.49% | 2.62% | 2.71% |
| Index Average +ve Return | 1.92% | 2.46% | 2.29% | 2.36% | 2.39% | 2.51% | 2.58% |
| Fund Best Month | 5.26% | 7.19% | 7.53% | 7.53% | 7.53% | 9.76% | 9.76% |
| Index Best Month | 5.54% | 5.94% | 5.94% | 5.94% | 5.94% | 8.01% | 8.01% |
| Fund Average -ve Return | -2.10% | -2.04% | -2.05% | -2.52% | -2.43% | -2.78% | -2.44% |
| Index Average -ve Return | -1.61% | -1.84% | -1.96% | -2.61% | -2.07% | -2.61% | -2.36% |
| Fund Worst Month | -4.67% | -4.91% | -4.91% | -6.58% | -6.58% | -16.56% | -16.56% |
| Index Worst Month | -2.59% | -3.19% | -3.95% | -5.69% | -5.69% | -18.26% | -18.26% |
| Fund Largest Drawdown | -7.14% | -7.14% | -7.73% | -7.73% | -10.99% | -19.77% | -19.77% |
| Index Largest Drawdown | -5.08% | -5.08% | -6.58% | -8.36% | |-8.36% | -24.67% | -24.67% |
| Fund Downside Deviation | 6.37 | 5.90 | 5.92 | 7.14 | 6.57 | 8.68 | 7.66 |
| Index Downside Deviation | 4.77 | 4.43 | 4.60 | 6.02 | 5.39 | 8.94 | 7.90 |
| Performance in Positive Markets | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Number of months market was positive | 7 | 17 | 26 | 34 | 42 | 56 | 80 |
| Fund % positive months, when market positive | 86% | 82% | 81% | 82% | 86% | 89% | 90% |
| Cumulative Fund return in positive market | 16.26% | 41.83% | 64.32% | 109.44% | 140.88% | 270.89% | 617.95% |
| Cumulative Index return in positive market | 14.15% | 50.83% | 79.58% | 119.71% | 168.06% | 296.39% | 655.69% |
| Up Capture Ratio | 114.94% | 82.29% | 80.82% | 91.43% | 83.83% | 91.39% | 94.24% |
| Performance in Negative Markets | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Number of months market was negative | 5 | 7 | 10 | 14 | 18 | 28 | 43 |
| Fund % positive months, when market negative | 20% | 29% | 20% | 14% | 17% | 14% | 14% |
| Cumulative Fund return in negative market | -8.28% | -12.30% | -19.09% | -32.48% | -36.01% | -54.50% | -64.33% |
| Cumulative Index return in negative market | -7.80% | -12.23% | -18.01% | -31.00% | -31.57% | -53.24% | -64.92% |
| Down Capture Ratio | 106.21% | 100.57% | 105.99% | 104.75% | 114.07% | 102.36% | 99.09% |