| AFM ADVANCED ANALYTICS | DAFM Digital Income Fund (Digital Income Class):
May 2021
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May 2026 Index: RBA Cash Rate + 3% |
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|---|---|---|---|---|---|---|---|
| Recent Returns | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 | May-26 |
| DAFM Digital Income Fund (Digital Income Class) | 0.47% | 0.08% | 0.18% | 0.14% | 0.15% | 0.01% | 0.20% |
| RBA Cash Rate + 3% | 0.53% | 0.53% | 0.53% | 0.55% | 0.57% | 0.59% | 0.59% |
| Annual Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Annual Return per annum | 7.77% | 14.42% | 16.56% | 12.72% | 14.53% | N/A | 19.99% |
| Index Annual Return per annum | 6.83% | 7.04% | 7.11% | 6.75% | 6.01% | N/A | 5.96% |
| Fund Cumulative Return (on $100) | $107.77 | $130.92 | $158.34 | $161.46 | $197.03 | $N/A | $252.53 |
| Index Cumulative Return (on $100) | $106.83 | $114.57 | $122.87 | $129.84 | $133.89 | $N/A | $134.23 |
| Fund Annualised Standard Deviation | 2.74 | 3.90 | 5.97 | 5.92 | 5.80 | N/A | 13.20 |
| Index Annualised Standard Deviation | 0.08 | 0.08 | 0.08 | 0.22 | 0.45 | N/A | 0.46 |
| Fund Sharpe Ratio | 1.36 | 2.49 | 1.94 | 1.45 | 1.86 | N/A | 1.22 |
| Index Sharpe Ratio | 1431.06 | 1292.29 | 1425.28 | 480.70 | 239.40 | N/A | 235.29 |
| Fund Sortino Ratio | 7.13 | 22.59 | 27.53 | 3.76 | 5.37 | N/A | 7.84 |
| Index Sortino Ratio | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| Fund Skew | 1.85 | 0.99 | 3.10 | 2.14 | 1.82 | N/A | 5.78 |
| Index Skew | 1.02 | -0.34 | -0.81 | -2.09 | -1.04 | N/A | -0.97 |
| Fund Kurtosis | 3.00 | 0.03 | 12.64 | 12.42 | 9.96 | N/A | 39.40 |
| Index Kurtosis | -0.33 | -1.60 | -0.78 | 4.50 | -0.64 | N/A | -0.80 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | 0.63% | 1.13% | 1.28% | 1.00% | 1.14% | N/A | 1.59% |
| Index Average monthly return | 0.55% | 0.57% | 0.57% | 0.55% | 0.49% | N/A | 0.48% |
| Fund % of Positive Months | 100% | 100% | 100% | 98% | 98% | N/A | 98% |
| Index % of Positive Months | 100% | 100% | 100% | 100% | 100% | N/A | 100% |
| Fund Average +ve Return | 0.63% | 1.14% | 1.30% | 1.13% | 1.24% | N/A | 1.69% |
| Index Average +ve Return | 0.55% | 0.57% | 0.57% | 0.55% | 0.49% | N/A | 0.48% |
| Fund Best Month | 2.72% | 4.05% | 9.38% | 9.38% | 9.38% | N/A | 28.17% |
| Index Best Month | 0.59% | 0.59% | 0.59% | 0.59% | 0.59% | N/A | 0.59% |
| Fund Average -ve Return | N/A | N/A | N/A | -4.14% | -4.14% | N/A | -4.14% |
| Index Average -ve Return | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| Fund Worst Month | 0.01% | 0.01% | 0.01% | -4.14% | -4.14% | N/A | -4.14% |
| Index Worst Month | 0.53% | 0.53% | 0.53% | 0.31% | 0.25% | N/A | 0.25% |
| Fund Largest Drawdown | 0.00% | 0.00% | 0.00% | -4.14% | -4.14% | N/A | -4.14% |
| Index Largest Drawdown | 0.00% | 0.00% | 0.00% | 0.00% | |0.00% | N/A | 0.00% |
| Fund Downside Deviation | 0.53 | 0.42 | 0.41 | 2.22 | 1.99 | N/A | 1.97 |
| Index Downside Deviation | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | N/A | 0.00 |
| Performance in Positive Markets | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Number of months market was positive | 12 | 24 | 36 | 48 | 60 | N/A | 61 |
| Fund % positive months, when market positive | 100% | 100% | 100% | 98% | 98% | N/A | 98% |
| Cumulative Fund return in positive market | 7.77% | 30.92% | 58.34% | 61.46% | 97.03% | N/A | 152.53% |
| Cumulative Index return in positive market | 6.83% | 14.57% | 22.87% | 29.84% | 33.89% | N/A | 34.23% |
| Up Capture Ratio | 113.79% | 212.23% | 255.09% | 205.98% | 286.33% | N/A | 445.62% |
| Performance in Negative Markets | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Number of months market was negative | 0 | 0 | 0 | 0 | 0 | N/A | 0 |
| Fund % positive months, when market negative | 0% | 0% | 0% | 0% | 0% | N/A | 0% |
| Cumulative Fund return in negative market | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | N/A | 0.00% |
| Cumulative Index return in negative market | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | N/A | 0.00% |
| Down Capture Ratio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | N/A | 0.00% |