| AFM ADVANCED ANALYTICS | Bennelong Emerging Companies Fund:
Nov 2017
-
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 Emerging Companies Fund | -6.79% | -4.93% | 0.03% | -1.84% | -11.49% | -0.41% | -1.70% |
| 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 | -13.51% | 8.98% | 13.63% | 11.63% | 6.73% | 13.38% | 15.51% |
| Index Annual Return per annum | 6.89% | 10.08% | 11.02% | 8.93% | 8.10% | 8.47% | 8.73% |
| Fund Cumulative Return (on $100) | $86.49 | $118.78 | $146.70 | $155.29 | $138.48 | $240.80 | $344.83 |
| Index Cumulative Return (on $100) | $106.89 | $121.17 | $136.84 | $140.81 | $147.63 | $176.63 | $205.04 |
| Fund Annualised Standard Deviation | 16.13 | 15.54 | 15.11 | 16.47 | 17.20 | 24.96 | 25.00 |
| Index Annualised Standard Deviation | 9.98 | 10.44 | 10.63 | 12.59 | 12.30 | 14.90 | 14.05 |
| Fund Sharpe Ratio | -1.04 | 0.38 | 0.66 | 0.53 | 0.30 | 0.55 | 0.63 |
| Index Sharpe Ratio | 0.34 | 0.60 | 0.66 | 0.45 | 0.46 | 0.47 | 0.52 |
| Fund Sortino Ratio | -1.20 | 0.41 | 0.86 | 0.68 | 0.29 | 0.61 | 0.75 |
| Index Sortino Ratio | 0.36 | 0.76 | 0.91 | 0.57 | 0.58 | 0.53 | 0.61 |
| Fund Skew | -0.74 | -0.97 | -0.79 | -0.37 | -0.64 | -0.63 | -0.53 |
| Index Skew | -1.72 | -0.93 | -0.50 | -0.48 | -0.42 | -1.56 | -1.55 |
| Fund Kurtosis | 0.64 | 0.77 | 0.41 | 0.23 | 0.73 | 9.02 | 7.16 |
| Index Kurtosis | 3.51 | 0.38 | 0.01 | -0.10 | -0.05 | 6.38 | 6.73 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | -1.20% | 0.72% | 1.07% | 0.92% | 0.54% | 1.05% | 1.48% |
| Index Average monthly return | 0.56% | 0.80% | 0.87% | 0.72% | 0.65% | 0.68% | 0.79% |
| Fund % of Positive Months | 42% | 63% | 67% | 60% | 60% | 64% | 63% |
| Index % of Positive Months | 75% | 71% | 69% | 65% | 62% | 65% | 66% |
| Fund Average +ve Return | 2.97% | 3.61% | 3.64% | 4.10% | 3.86% | 4.86% | 5.21% |
| Index Average +ve Return | 1.98% | 2.51% | 2.63% | 3.01% | 3.00% | 3.09% | 2.94% |
| Fund Best Month | 6.01% | 6.43% | 6.99% | 12.29% | 12.29% | 31.93% | 31.93% |
| Index Best Month | 4.11% | 4.57% | 7.26% | 7.26% | 7.26% | 10.21% | 10.21% |
| Fund Average -ve Return | -3.99% | -3.82% | -3.78% | -3.64% | -4.11% | -5.05% | -4.91% |
| Index Average -ve Return | -3.53% | -3.18% | -2.96% | -3.28% | -2.96% | -3.62% | -3.40% |
| Fund Worst Month | -11.49% | -11.49% | -11.49% | -11.49% | -14.10% | -33.64% | -33.64% |
| Index Worst Month | -7.15% | -7.15% | -7.15% | -8.77% | -8.77% | -20.65% | -20.65% |
| Fund Largest Drawdown | -24.60% | -24.60% | -24.60% | -24.60% | -31.43% | -41.74% | -41.74% |
| Index Largest Drawdown | -7.15% | -7.15% | -7.19% | -7.19% | |-11.90% | -26.75% | -26.75% |
| Fund Downside Deviation | 15.10 | 11.45 | 10.27 | 10.80 | 12.34 | 17.09 | 16.55 |
| Index Downside Deviation | 8.12 | 7.48 | 7.09 | 8.62 | 8.35 | 11.09 | 10.37 |
| 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 | 68 |
| Fund % positive months, when market positive | 56% | 76% | 84% | 84% | 81% | 84% | 82% |
| Cumulative Fund return in positive market | 5.67% | 53.01% | 100.89% | 168.12% | 198.46% | 746.57% | 1494.92% |
| Cumulative Index return in positive market | 19.19% | 52.09% | 90.65% | 149.43% | 196.51% | 428.13% | 606.32% |
| Up Capture Ratio | 29.55% | 101.78% | 111.29% | 112.51% | 100.99% | 174.38% | 246.56% |
| 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 | 35 |
| Fund % positive months, when market negative | 0% | 29% | 27% | 18% | 26% | 28% | 26% |
| Cumulative Fund return in negative market | -18.15% | -22.38% | -26.97% | -42.08% | -53.60% | -71.56% | -78.38% |
| Cumulative Index return in negative market | -10.32% | -20.33% | -28.23% | -43.55% | -50.21% | -66.56% | -70.97% |
| Down Capture Ratio | 175.88% | 110.07% | 95.56% | 96.64% | 106.75% | 107.51% | 110.44% |