Advanced Statistics

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AFM ADVANCED ANALYTICS Insync Global Quality Equity Fund: Oct 2009 - Apr 2026
Index: All Countries World Index (AUD)
Recent Returns Oct-25 Nov-25 Dec-25 Jan-26 Feb-26 Mar-26 Apr-26
Insync Global Quality Equity Fund 1.81% -0.90% -3.22% -2.95% -2.42% -7.80% -1.37%
All Countries World Index (AUD) 3.30% 0.02% -0.92% -1.29% -0.52% -7.18% 6.24%
Annual Returns and Analytics 1 year 2 years 3 years 4 years 5 years 7 years Since Inception
Fund Annual Return per annum -13.72% -1.12% 5.03% 6.72% 3.96% 7.69% 10.87%
Index Annual Return per annum 14.49% 13.72% 15.89% 14.03% 11.80% 12.00% 11.59%
Fund Cumulative Return (on $100) $86.28 $97.77 $115.88 $129.70 $121.44 $167.98 $553.88
Index Cumulative Return (on $100) $114.49 $129.33 $155.67 $169.08 $174.70 $221.05 $616.07
Fund Annualised Standard Deviation 9.28 9.37 10.62 12.28 14.12 14.06 11.87
Index Annualised Standard Deviation 11.84 10.49 10.54 11.12 10.96 11.22 10.41
Fund Sharpe Ratio -1.93 -0.50 0.14 0.30 0.14 0.44 0.72
Index Sharpe Ratio 0.90 0.91 1.08 0.92 0.82 0.88 0.87
Fund Sortino Ratio -1.81 -0.67 0.12 0.36 0.10 0.57 1.13
Index Sortino Ratio 1.26 1.32 1.70 1.42 1.22 1.29 1.37
Fund Skew -0.95 -0.55 -0.23 -0.09 -0.09 -0.16 -0.06
Index Skew -0.98 -0.81 -0.63 -0.47 -0.43 -0.55 -0.27
Fund Kurtosis 2.02 1.73 0.44 -0.53 -0.34 -0.45 -0.07
Index Kurtosis 1.69 0.99 0.11 -0.47 -0.57 -0.07 -0.31
Monthly Returns and Analytics 1 year 2 years 3 years 4 years 5 years 7 years Since Inception
Fund Average monthly return -1.22% -0.09% 0.41% 0.54% 0.32% 0.62% 0.92%
Index Average monthly return 1.13% 1.08% 1.24% 1.10% 0.93% 0.95% 0.96%
Fund % of Positive Months 25% 42% 53% 54% 53% 56% 57%
Index % of Positive Months 67% 67% 67% 65% 63% 63% 62%
Fund Average +ve Return 1.98% 2.35% 2.70% 3.27% 3.47% 3.61% 3.26%
Index Average +ve Return 3.03% 2.81% 3.05% 3.16% 3.04% 3.04% 2.87%
Fund Best Month 2.99% 5.57% 6.50% 7.67% 9.61% 9.61% 9.61%
Index Best Month 6.24% 6.24% 6.24% 6.24% 6.24% 7.49% 8.06%
Fund Average -ve Return -2.24% -1.78% -2.05% -2.54% -3.10% -3.00% -2.22%
Index Average -ve Return -2.48% -2.25% -2.25% -2.50% -2.56% -2.48% -2.19%
Fund Worst Month -7.80% -7.80% -7.80% -7.80% -9.17% -9.17% -9.17%
Index Worst Month -7.18% -7.18% -7.18% -7.18% -7.18% -8.08% -8.08%
Fund Largest Drawdown -17.41% -17.41% -17.41% -17.41% -28.54% -28.54% -28.54%
Index Largest Drawdown -9.70% -9.70% -9.70% -9.70%-16.02% -16.02% -16.02%
Fund Downside Deviation 10.16 7.66 7.43 8.12 9.69 9.08 6.99
Index Downside Deviation 7.83 6.79 6.37 6.78 6.81 7.09 6.24
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 16 24 31 38 53 124
Fund % positive months, when market positive 38% 63% 75% 81% 82% 81% 81%
Cumulative Fund return in positive market 2.11% 20.99% 57.23% 118.11% 178.31% 353.27% 2261.95%
Cumulative Index return in positive market 26.79% 55.46% 104.97% 160.93% 210.17% 384.65% 3183.31%
Up Capture Ratio 7.86% 37.84% 54.52% 73.40% 84.84% 91.84% 71.06%
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 8 12 17 22 31 75
Fund % positive months, when market negative 0% 0% 8% 6% 5% 13% 17%
Cumulative Fund return in negative market -15.50% -19.19% -26.30% -40.54% -56.36% -62.94% -76.55%
Cumulative Index return in negative market -9.70% -16.81% -24.05% -35.20% -43.67% -54.39% -81.24%
Down Capture Ratio 159.79% 114.19% 109.34% 115.16% 129.06% 115.72% 94.23%