| AFM ADVANCED ANALYTICS | Skerryvore Global Emerging Markets All-Cap Equity Fund:
Aug 2021
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May 2026 Index: MSCI Emerging Markets (MMEF) AUD |
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|---|---|---|---|---|---|---|---|
| Recent Returns | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 | May-26 |
| Skerryvore Global Emerging Markets All-Cap Equity... | 1.36% | -0.85% | -2.55% | 2.32% | -6.61% | -0.04% | 1.37% |
| MSCI Emerging Markets (MMEF) AUD | -2.56% | 1.28% | 3.62% | 3.70% | -9.54% | 9.28% | 9.60% |
| Annual Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Annual Return per annum | -5.90% | 2.32% | 4.12% | 6.81% | N/A | N/A | 3.38% |
| Index Annual Return per annum | 38.02% | 26.97% | 20.81% | 15.65% | N/A | N/A | 9.82% |
| Fund Cumulative Return (on $100) | $94.10 | $104.69 | $112.87 | $130.15 | $N/A | $N/A | $117.41 |
| Index Cumulative Return (on $100) | $138.02 | $161.23 | $176.32 | $178.86 | $N/A | $N/A | $157.27 |
| Fund Annualised Standard Deviation | 8.58 | 8.21 | 7.55 | 7.90 | N/A | N/A | 8.50 |
| Index Annualised Standard Deviation | 17.38 | 13.97 | 12.91 | 13.31 | N/A | N/A | 13.20 |
| Fund Sharpe Ratio | -1.10 | -0.16 | 0.04 | 0.41 | N/A | N/A | 0.07 |
| Index Sharpe Ratio | 1.75 | 1.51 | 1.23 | 0.89 | N/A | N/A | 0.55 |
| Fund Sortino Ratio | -1.19 | -0.26 | 0.00 | 0.52 | N/A | N/A | 0.04 |
| Index Sortino Ratio | 2.81 | 2.53 | 2.09 | 1.46 | N/A | N/A | 0.79 |
| Fund Skew | -1.06 | -0.81 | -0.86 | -0.72 | N/A | N/A | -0.65 |
| Index Skew | -1.12 | -0.68 | -0.34 | -0.02 | N/A | N/A | 0.07 |
| Fund Kurtosis | 1.83 | 1.31 | 1.46 | 1.23 | N/A | N/A | 0.35 |
| Index Kurtosis | 1.92 | 1.72 | 1.15 | 0.48 | N/A | N/A | 0.36 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | -0.51% | 0.19% | 0.34% | 0.55% | N/A | N/A | 0.31% |
| Index Average monthly return | 2.72% | 2.01% | 1.59% | 1.22% | N/A | N/A | 0.86% |
| Fund % of Positive Months | 42% | 54% | 58% | 63% | N/A | N/A | 60% |
| Index % of Positive Months | 75% | 75% | 69% | 65% | N/A | N/A | 59% |
| Fund Average +ve Return | 1.75% | 1.95% | 1.82% | 1.97% | N/A | N/A | 1.92% |
| Index Average +ve Return | 5.18% | 3.85% | 3.55% | 3.51% | N/A | N/A | 3.38% |
| Fund Best Month | 2.95% | 3.83% | 3.83% | 5.60% | N/A | N/A | 5.60% |
| Index Best Month | 9.60% | 9.60% | 9.60% | 9.64% | N/A | N/A | 9.64% |
| Fund Average -ve Return | -2.06% | -1.83% | -1.68% | -1.75% | N/A | N/A | -2.14% |
| Index Average -ve Return | -4.16% | -3.18% | -2.65% | -2.75% | N/A | N/A | -2.72% |
| Fund Worst Month | -6.61% | -6.61% | -6.61% | -6.61% | N/A | N/A | -6.61% |
| Index Worst Month | -9.54% | -9.54% | -9.54% | -9.54% | N/A | N/A | -9.54% |
| Fund Largest Drawdown | -7.70% | -7.73% | -7.73% | -7.73% | N/A | N/A | -16.74% |
| Index Largest Drawdown | -9.54% | -9.54% | -9.54% | -9.54% | |N/A | N/A | -23.55% |
| Fund Downside Deviation | 8.23 | 6.50 | 5.80 | 5.61 | N/A | N/A | 6.39 |
| Index Downside Deviation | 10.30 | 7.97 | 7.19 | 7.50 | N/A | N/A | 7.97 |
| 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 | 18 | 25 | 31 | N/A | N/A | 34 |
| Fund % positive months, when market positive | 33% | 56% | 64% | 71% | N/A | N/A | 74% |
| Cumulative Fund return in positive market | -1.35% | 10.93% | 23.56% | 45.29% | N/A | N/A | 54.45% |
| Cumulative Index return in positive market | 57.16% | 96.28% | 137.59% | 188.54% | N/A | N/A | 206.35% |
| Up Capture Ratio | -2.35% | 11.35% | 17.12% | 24.02% | N/A | N/A | 26.39% |
| 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 | 6 | 11 | 17 | N/A | N/A | 24 |
| Fund % positive months, when market negative | 67% | 50% | 45% | 47% | N/A | N/A | 42% |
| Cumulative Fund return in negative market | -4.62% | -5.63% | -8.65% | -10.42% | N/A | N/A | -23.98% |
| Cumulative Index return in negative market | -12.18% | -17.86% | -25.79% | -38.01% | N/A | N/A | -48.66% |
| Down Capture Ratio | 37.89% | 31.51% | 33.56% | 27.41% | N/A | N/A | 49.28% |