| Report Date | |
| Manager | |
| Fund Name | |
| Strategy | |
| Latest Return Date | |
| Latest Return | |
| Latest 6 Months | |
| Latest 12 Months | |
| Latest 24 Months (pa) | |
| Annualised Since Inception | |
| Inception Date | |
| FUM (millions) | |
| Fund Overview | |
| Manager Comments | The Bennelong Twenty20 Australian Equities Fund has a track record of 12 years and 8 months and has outperformed the ASX 200 Total Return Index since inception in November 2009, providing investors with an annualised return of 9.13% compared with the index's return of 7.19% over the same period. On a calendar year basis, the fund has experienced a negative annual return on 2 occasions in the 12 years and 8 months since its inception. Over the past 12 months, the fund's largest drawdown was -22.27% vs the index's -11.9%, and since inception in November 2009 the fund's largest drawdown was -26.09% vs the index's maximum drawdown over the same period of -26.75%. The fund's maximum drawdown began in February 2020 and lasted 9 months, reaching its lowest point during March 2020. The fund had completely recovered its losses by November 2020. The Manager has delivered these returns with 0.6% more volatility than the index, contributing to a Sharpe ratio which has fallen below 1 five times over the past five years and which currently sits at 0.55 since inception. The fund has provided positive monthly returns 95% of the time in rising markets and 7% of the time during periods of market decline, contributing to an up-capture ratio since inception of 117% and a down-capture ratio of 98%. |
| More Information |
