| AFM ADVANCED ANALYTICS | 4D Global Infrastructure Fund (Unhedged):
Mar 2016
-
Apr 2026 Index: S&P Global Infrastructure TR Index (AUD) |
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|---|---|---|---|---|---|---|---|
| Recent Returns | Oct-25 | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 |
| 4D Global Infrastructure Fund (Unhedged) | 2.55% | 4.18% | -2.39% | 2.34% | 5.26% | -2.11% | -0.49% |
| S&P Global Infrastructure TR Index (AUD) | 0.76% | 3.36% | -2.59% | 0.71% | 5.54% | -1.95% | -0.87% |
| Annual Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Annual Return per annum | 13.95% | 15.79% | 10.61% | 11.00% | 10.72% | 8.65% | 10.21% |
| Index Annual Return per annum | 11.99% | 18.43% | 13.20% | 12.14% | 13.51% | 9.62% | 10.32% |
| Fund Cumulative Return (on $100) | $113.95 | $134.07 | $135.33 | $151.80 | $166.39 | $178.74 | $268.62 |
| Index Cumulative Return (on $100) | $111.99 | $140.26 | $145.06 | $158.13 | $188.43 | $190.26 | $271.42 |
| Fund Annualised Standard Deviation | 7.81 | 9.11 | 9.71 | 10.83 | 10.05 | 12.15 | 11.42 |
| Index Annualised Standard Deviation | 8.02 | 8.34 | 8.80 | 9.48 | 8.83 | 12.01 | 11.29 |
| Fund Sharpe Ratio | 1.24 | 1.23 | 0.68 | 0.69 | 0.78 | 0.57 | 0.74 |
| Index Sharpe Ratio | 0.99 | 1.61 | 1.01 | 0.89 | 1.16 | 0.65 | 0.76 |
| Fund Sortino Ratio | 2.41 | 2.29 | 1.11 | 1.03 | 1.19 | 0.72 | 1.03 |
| Index Sortino Ratio | 1.94 | 3.26 | 1.71 | 1.35 | 1.87 | 0.79 | 1.00 |
| Fund Skew | 0.13 | 0.07 | 0.36 | -0.19 | -0.20 | -1.23 | -1.04 |
| Index Skew | 0.44 | -0.07 | -0.05 | -0.39 | -0.44 | -2.04 | -1.70 |
| Fund Kurtosis | -0.60 | 0.54 | 0.28 | -0.01 | 0.26 | 6.26 | 5.57 |
| Index Kurtosis | -0.37 | -0.54 | -0.47 | -0.31 | -0.00 | 9.98 | 8.64 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | 1.09% | 1.23% | 0.84% | 0.87% | 0.85% | 0.69% | 0.87% |
| Index Average monthly return | 0.95% | 1.42% | 1.04% | 0.96% | 1.06% | 0.77% | 0.88% |
| Fund % of Positive Months | 67% | 71% | 64% | 65% | 67% | 65% | 64% |
| Index % of Positive Months | 67% | 75% | 72% | 73% | 72% | 68% | 66% |
| Fund Average +ve Return | 2.41% | 2.47% | 2.47% | 2.74% | 2.50% | 2.59% | 2.71% |
| Index Average +ve Return | 2.17% | 2.52% | 2.29% | 2.34% | 2.34% | 2.47% | 2.58% |
| Fund Best Month | 5.26% | 7.19% | 7.53% | 7.53% | 7.53% | 9.76% | 9.76% |
| Index Best Month | 5.54% | 5.94% | 5.94% | 5.94% | 5.94% | 8.01% | 8.01% |
| Fund Average -ve Return | -1.46% | -1.66% | -1.92% | -2.39% | -2.32% | -2.72% | -2.39% |
| Index Average -ve Return | -1.42% | -1.76% | -2.11% | -2.63% | -2.06% | -2.62% | -2.36% |
| Fund Worst Month | -2.39% | -4.91% | -4.91% | -6.58% | -6.58% | -16.56% | -16.56% |
| Index Worst Month | -2.59% | -3.19% | -3.95% | -5.69% | -5.69% | -18.26% | -18.26% |
| Fund Largest Drawdown | -2.59% | -4.91% | -7.73% | -10.99% | -10.99% | -19.77% | -19.77% |
| Index Largest Drawdown | -2.81% | -3.19% | -6.58% | -8.36% | |-8.36% | -24.67% | -24.67% |
| Fund Downside Deviation | 3.91 | 4.71 | 5.50 | 6.69 | 6.17 | 8.47 | 7.52 |
| Index Downside Deviation | 3.93 | 4.00 | 4.94 | 5.86 | 5.25 | 8.88 | 7.89 |
| Performance in Positive Markets | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Number of months market was positive | 8 | 18 | 26 | 35 | 43 | 57 | 80 |
| Fund % positive months, when market positive | 88% | 83% | 81% | 83% | 86% | 89% | 90% |
| Cumulative Fund return in positive market | 18.43% | 45.73% | 64.32% | 114.32% | 147.89% | 274.45% | 617.95% |
| Cumulative Index return in positive market | 18.62% | 56.07% | 79.58% | 123.82% | 168.93% | 297.34% | 655.69% |
| Up Capture Ratio | 99.01% | 81.56% | 80.82% | 92.32% | 87.55% | 92.30% | 94.24% |
| Performance in Negative Markets | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Number of months market was negative | 4 | 6 | 10 | 13 | 17 | 27 | 42 |
| Fund % positive months, when market negative | 25% | 33% | 20% | 15% | 18% | 15% | 14% |
| Cumulative Fund return in negative market | -3.79% | -8.01% | -17.64% | -29.17% | -32.88% | -52.27% | -62.58% |
| Cumulative Index return in negative market | -5.59% | -10.13% | -19.23% | -29.35% | -29.93% | -52.12% | -64.08% |
| Down Capture Ratio | 67.78% | 79.02% | 91.75% | 99.38% | 109.84% | 100.28% | 97.66% |