| AFM ADVANCED ANALYTICS | Glenmore Australian Equities Fund:
Jun 2017
-
Apr 2026 Index: ASX 200 Total Return |
||||||
|---|---|---|---|---|---|---|---|
| Recent Returns | Oct-25 | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 |
| Glenmore Australian Equities Fund | 0.80% | -3.76% | -0.62% | 0.42% | -2.06% | -6.56% | 4.27% |
| ASX 200 Total Return | 0.39% | -2.66% | 1.30% | 1.78% | 4.11% | -7.15% | 2.18% |
| Annual Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Annual Return per annum | 14.04% | 9.18% | 12.76% | 7.66% | 13.03% | 14.26% | 17.11% |
| Index Annual Return per annum | 10.12% | 9.95% | 9.66% | 7.91% | 8.36% | 8.55% | 8.83% |
| Fund Cumulative Return (on $100) | $114.04 | $119.19 | $143.37 | $134.37 | $184.49 | $254.19 | $408.88 |
| Index Cumulative Return (on $100) | $110.12 | $120.90 | $131.86 | $135.59 | $149.37 | $177.62 | $212.66 |
| Fund Annualised Standard Deviation | 14.15 | 14.31 | 15.62 | 17.81 | 17.97 | 21.72 | 20.29 |
| Index Annualised Standard Deviation | 10.56 | 10.43 | 10.81 | 12.70 | 12.32 | 14.90 | 13.84 |
| Fund Sharpe Ratio | 0.74 | 0.41 | 0.59 | 0.30 | 0.61 | 0.63 | 0.79 |
| Index Sharpe Ratio | 0.62 | 0.59 | 0.54 | 0.38 | 0.48 | 0.48 | 0.54 |
| Fund Sortino Ratio | 1.13 | 0.50 | 0.80 | 0.31 | 0.81 | 0.73 | 0.99 |
| Index Sortino Ratio | 0.73 | 0.74 | 0.72 | 0.46 | 0.62 | 0.54 | 0.63 |
| Fund Skew | -0.06 | -0.30 | -0.19 | -0.37 | -0.26 | -1.31 | -1.35 |
| Index Skew | -1.59 | -0.92 | -0.41 | -0.42 | -0.43 | -1.57 | -1.57 |
| Fund Kurtosis | -0.19 | -0.41 | -0.39 | -0.31 | -0.08 | 5.91 | 6.42 |
| Index Kurtosis | 2.91 | 0.37 | -0.22 | -0.23 | -0.06 | 6.38 | 6.96 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | 1.10% | 0.73% | 1.01% | 0.62% | 1.03% | 1.12% | 1.51% |
| Index Average monthly return | 0.81% | 0.79% | 0.77% | 0.64% | 0.67% | 0.69% | 0.79% |
| Fund % of Positive Months | 67% | 67% | 67% | 63% | 67% | 68% | 69% |
| Index % of Positive Months | 75% | 71% | 67% | 63% | 62% | 65% | 65% |
| Fund Average +ve Return | 3.40% | 3.20% | 3.67% | 4.06% | 4.10% | 4.41% | 4.31% |
| Index Average +ve Return | 2.32% | 2.49% | 2.69% | 3.07% | 3.03% | 3.10% | 2.91% |
| Fund Best Month | 8.64% | 8.64% | 10.47% | 10.47% | 12.52% | 16.63% | 16.63% |
| Index Best Month | 4.20% | 4.57% | 7.26% | 7.26% | 7.26% | 10.21% | 10.21% |
| Fund Average -ve Return | -3.25% | -3.93% | -4.02% | -4.76% | -4.72% | -5.18% | -4.77% |
| Index Average -ve Return | -3.53% | -3.18% | -2.92% | -3.24% | -2.96% | -3.62% | -3.21% |
| Fund Worst Month | -6.56% | -7.91% | -7.91% | -12.59% | -12.59% | -29.34% | -29.34% |
| Index Worst Month | -7.15% | -7.15% | -7.15% | -8.77% | -8.77% | -20.65% | -20.65% |
| Fund Largest Drawdown | -12.10% | -12.39% | -12.39% | -13.29% | -16.18% | -36.91% | -36.91% |
| Index Largest Drawdown | -7.15% | -7.15% | -7.19% | -8.77% | |-11.90% | -26.75% | -26.75% |
| Fund Downside Deviation | 8.40 | 9.68 | 10.00 | 12.39 | 11.61 | 15.29 | 13.97 |
| Index Downside Deviation | 8.12 | 7.48 | 7.28 | 8.71 | 8.35 | 11.09 | 10.17 |
| 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 | 17 | 24 | 30 | 37 | 55 | 70 |
| Fund % positive months, when market positive | 78% | 82% | 88% | 90% | 89% | 89% | 90% |
| Cumulative Fund return in positive market | 24.04% | 50.97% | 111.76% | 193.38% | 315.12% | 820.90% | 1534.99% |
| Cumulative Index return in positive market | 22.80% | 51.74% | 88.50% | 146.60% | 200.02% | 431.09% | 632.75% |
| Up Capture Ratio | 105.48% | 98.50% | 126.29% | 131.91% | 157.55% | 190.43% | 242.59% |
| 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 | 7 | 12 | 18 | 23 | 29 | 37 |
| Fund % positive months, when market negative | 33% | 29% | 25% | 17% | 30% | 28% | 30% |
| Cumulative Fund return in negative market | -8.07% | -21.05% | -32.30% | -54.20% | -55.56% | -72.40% | -74.99% |
| Cumulative Index return in negative market | -10.32% | -20.33% | -30.04% | -45.02% | -50.21% | -66.56% | -70.98% |
| Down Capture Ratio | 78.17% | 103.55% | 107.50% | 120.40% | 110.64% | 108.78% | 105.65% |