| AFM ADVANCED ANALYTICS | Glenmore Australian Equities Fund:
Jun 2017
-
May 2026 Index: ASX200 Total Return |
||||||
|---|---|---|---|---|---|---|---|
| Recent Returns | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 | May-26 |
| Glenmore Australian Equities Fund | -3.76% | -0.62% | 0.42% | -2.06% | -6.56% | 4.27% | 1.96% |
| ASX200 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 | 7.02% | 9.63% | 16.03% | 9.33% | 13.24% | 14.16% | 17.19% |
| Index Annual Return per annum | 6.89% | 10.08% | 11.02% | 8.93% | 8.10% | 8.47% | 8.88% |
| Fund Cumulative Return (on $100) | $107.02 | $120.18 | $156.21 | $142.87 | $186.25 | $252.76 | $416.89 |
| Index Cumulative Return (on $100) | $106.89 | $121.17 | $136.84 | $140.81 | $147.63 | $176.63 | $215.09 |
| Fund Annualised Standard Deviation | 11.90 | 14.33 | 14.99 | 17.64 | 17.98 | 21.71 | 20.19 |
| Index Annualised Standard Deviation | 9.98 | 10.44 | 10.63 | 12.59 | 12.30 | 14.90 | 13.77 |
| Fund Sharpe Ratio | 0.32 | 0.44 | 0.80 | 0.39 | 0.62 | 0.62 | 0.79 |
| Index Sharpe Ratio | 0.34 | 0.60 | 0.66 | 0.45 | 0.46 | 0.47 | 0.54 |
| Fund Sortino Ratio | 0.36 | 0.54 | 1.19 | 0.43 | 0.82 | 0.72 | 1.00 |
| Index Sortino Ratio | 0.36 | 0.76 | 0.91 | 0.57 | 0.58 | 0.53 | 0.64 |
| Fund Skew | -0.51 | -0.33 | -0.23 | -0.43 | -0.27 | -1.31 | -1.36 |
| Index Skew | -1.72 | -0.93 | -0.50 | -0.48 | -0.42 | -1.56 | -1.57 |
| Fund Kurtosis | 0.01 | -0.42 | -0.13 | -0.18 | -0.08 | 5.91 | 6.51 |
| Index Kurtosis | 3.51 | 0.38 | 0.01 | -0.10 | -0.05 | 6.38 | 7.06 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | 0.57% | 0.77% | 1.25% | 0.75% | 1.04% | 1.11% | 1.51% |
| Index Average monthly return | 0.56% | 0.80% | 0.87% | 0.72% | 0.65% | 0.68% | 0.79% |
| Fund % of Positive Months | 67% | 67% | 69% | 65% | 67% | 68% | 69% |
| Index % of Positive Months | 75% | 71% | 69% | 65% | 62% | 65% | 66% |
| Fund Average +ve Return | 2.56% | 3.25% | 3.60% | 3.99% | 4.13% | 4.40% | 4.27% |
| Index Average +ve Return | 1.98% | 2.51% | 2.63% | 3.01% | 3.00% | 3.09% | 2.88% |
| Fund Best Month | 5.40% | 8.64% | 10.47% | 10.47% | 12.52% | 16.63% | 16.63% |
| Index Best Month | 4.11% | 4.57% | 7.26% | 7.26% | 7.26% | 10.21% | 10.21% |
| Fund Average -ve Return | -3.25% | -3.93% | -3.80% | -4.80% | -4.72% | -5.18% | -4.77% |
| Index Average -ve Return | -3.53% | -3.18% | -2.96% | -3.28% | -2.96% | -3.62% | -3.21% |
| Fund Worst Month | -6.56% | -7.91% | -7.91% | -12.59% | -12.59% | -29.34% | -29.34% |
| Index Worst Month | -7.15% | -7.15% | -7.15% | -8.77% | -8.77% | -20.65% | -20.65% |
| Fund Largest Drawdown | -12.10% | -12.39% | -12.39% | -13.29% | -16.18% | -36.91% | -36.91% |
| Index Largest Drawdown | -7.15% | -7.15% | -7.19% | -7.19% | |-11.90% | -26.75% | -26.75% |
| Fund Downside Deviation | 8.40 | 9.68 | 9.22 | 12.22 | 11.61 | 15.29 | 13.91 |
| Index Downside Deviation | 8.12 | 7.48 | 7.09 | 8.62 | 8.35 | 11.09 | 10.12 |
| 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 | 71 |
| Fund % positive months, when market positive | 78% | 82% | 88% | 90% | 89% | 89% | 90% |
| Cumulative Fund return in positive market | 16.42% | 52.22% | 115.91% | 199.13% | 319.07% | 815.69% | 1567.03% |
| Cumulative Index return in positive market | 19.19% | 52.09% | 90.65% | 149.43% | 196.51% | 428.13% | 641.14% |
| Up Capture Ratio | 85.54% | 100.26% | 127.86% | 133.26% | 162.37% | 190.52% | 244.41% |
| 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 | 37 |
| Fund % positive months, when market negative | 33% | 29% | 27% | 18% | 30% | 28% | 30% |
| Cumulative Fund return in negative market | -8.07% | -21.05% | -27.65% | -52.24% | -55.56% | -72.40% | -74.99% |
| Cumulative Index return in negative market | -10.32% | -20.33% | -28.23% | -43.55% | -50.21% | -66.56% | -70.98% |
| Down Capture Ratio | 78.17% | 103.55% | 97.96% | 119.96% | 110.64% | 108.78% | 105.65% |