| AFM ADVANCED ANALYTICS | ECCM Systematic Trend Fund:
Jan 2020
-
May 2026 Index: SG Trend Index |
||||||
|---|---|---|---|---|---|---|---|
| Recent Returns | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 | May-26 |
| ECCM Systematic Trend Fund | -0.10% | 3.78% | 9.07% | 4.59% | -6.27% | 4.47% | 1.42% |
| SG Trend Index | 1.37% | 1.91% | 4.71% | 3.90% | -1.58% | 2.85% | 0.26% |
| Annual Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Annual Return per annum | 36.53% | 9.34% | 12.75% | 13.31% | 11.60% | N/A | 14.79% |
| Index Annual Return per annum | 27.51% | 1.91% | 4.26% | 3.02% | 7.07% | N/A | 8.04% |
| Fund Cumulative Return (on $100) | $136.53 | $119.56 | $143.32 | $164.87 | $173.14 | $N/A | $242.31 |
| Index Cumulative Return (on $100) | $127.51 | $103.85 | $113.33 | $112.64 | $140.71 | $N/A | $164.20 |
| Fund Annualised Standard Deviation | 13.75 | 16.11 | 15.11 | 13.77 | 13.29 | N/A | 13.50 |
| Index Annualised Standard Deviation | 6.86 | 10.12 | 10.21 | 11.26 | 11.81 | N/A | 11.08 |
| Fund Sharpe Ratio | 2.08 | 0.39 | 0.61 | 0.71 | 0.67 | N/A | 0.92 |
| Index Sharpe Ratio | 3.05 | -0.15 | 0.07 | -0.01 | 0.38 | N/A | 0.54 |
| Fund Sortino Ratio | 4.09 | 0.47 | 0.86 | 1.04 | 0.97 | N/A | 1.54 |
| Index Sortino Ratio | 10.67 | -0.27 | 0.02 | -0.08 | 0.49 | N/A | 0.75 |
| Fund Skew | -0.63 | -0.24 | -0.18 | -0.26 | -0.20 | N/A | 0.13 |
| Index Skew | 0.13 | -0.08 | -0.03 | -0.35 | -0.07 | N/A | -0.05 |
| Fund Kurtosis | 0.77 | -0.59 | -0.46 | -0.09 | -0.13 | N/A | 0.22 |
| Index Kurtosis | -0.18 | -0.86 | -0.65 | -0.37 | 0.08 | N/A | 0.29 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | 2.63% | 0.75% | 1.00% | 1.05% | 0.92% | N/A | 1.23% |
| Index Average monthly return | 2.05% | 0.16% | 0.35% | 0.25% | 0.57% | N/A | 0.70% |
| Fund % of Positive Months | 75% | 54% | 56% | 63% | 63% | N/A | 64% |
| Index % of Positive Months | 83% | 58% | 58% | 58% | 62% | N/A | 62% |
| Fund Average +ve Return | 4.45% | 4.43% | 4.29% | 3.56% | 3.29% | N/A | 3.44% |
| Index Average +ve Return | 2.64% | 2.31% | 2.46% | 2.56% | 2.76% | N/A | 2.64% |
| Fund Best Month | 9.07% | 9.07% | 9.07% | 9.07% | 9.07% | N/A | 11.50% |
| Index Best Month | 5.73% | 5.73% | 6.45% | 6.45% | 9.67% | N/A | 9.67% |
| Fund Average -ve Return | -2.53% | -3.37% | -2.89% | -2.93% | -2.98% | N/A | -2.63% |
| Index Average -ve Return | -0.81% | -2.75% | -2.50% | -2.86% | -2.80% | N/A | -2.52% |
| Fund Worst Month | -6.27% | -9.40% | -9.40% | -9.40% | -9.40% | N/A | -9.40% |
| Index Worst Month | -1.58% | -4.89% | -4.89% | -7.73% | -7.73% | N/A | -7.73% |
| Fund Largest Drawdown | -6.27% | -18.32% | -18.32% | -18.32% | -18.32% | N/A | -18.32% |
| Index Largest Drawdown | -1.58% | -16.32% | -20.43% | -20.43% | |-20.43% | N/A | -20.43% |
| Fund Downside Deviation | 6.79 | 10.69 | 9.37 | 8.57 | 8.29 | N/A | 7.49 |
| Index Downside Deviation | 1.95 | 7.62 | 7.22 | 8.41 | 7.88 | N/A | 7.13 |
| Performance in Positive Markets | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Number of months market was positive | 10 | 14 | 21 | 28 | 37 | N/A | 48 |
| Fund % positive months, when market positive | 90% | 86% | 71% | 75% | 78% | N/A | 77% |
| Cumulative Fund return in positive market | 47.46% | 72.48% | 91.43% | 121.91% | 163.63% | N/A | 272.74% |
| Cumulative Index return in positive market | 29.61% | 37.37% | 65.96% | 102.26% | 171.71% | N/A | 245.81% |
| Up Capture Ratio | 160.28% | 193.95% | 138.61% | 119.21% | 95.30% | N/A | 110.96% |
| Performance in Negative Markets | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Number of months market was negative | 2 | 10 | 15 | 20 | 23 | N/A | 29 |
| Fund % positive months, when market negative | 0% | 10% | 33% | 45% | 39% | N/A | 41% |
| Cumulative Fund return in negative market | -7.41% | -30.68% | -25.13% | -25.71% | -34.32% | N/A | -34.99% |
| Cumulative Index return in negative market | -1.62% | -24.40% | -31.72% | -44.31% | -48.21% | N/A | -52.52% |
| Down Capture Ratio | 458.17% | 125.73% | 79.25% | 58.01% | 71.19% | N/A | 66.63% |