| AFM ADVANCED ANALYTICS | Airlie Australian Share Fund:
Jun 2018
-
May 2026 Index: ASX200 Total Return |
||||||
|---|---|---|---|---|---|---|---|
| Recent Returns | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 | May-26 |
| Airlie Australian Share Fund | -2.48% | 0.91% | 1.39% | 1.60% | -7.36% | 4.44% | 4.00% |
| ASX200 Total Return | -2.66% | 1.30% | 1.78% | 4.11% | -7.15% | 2.18% | 1.15% |
| Annual Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Annual Return per annum | 4.70% | 5.88% | 8.61% | 7.83% | 7.37% | 9.84% | 9.30% |
| Index Annual Return per annum | 6.89% | 10.08% | 11.02% | 8.93% | 8.10% | 8.47% | 8.79% |
| Fund Cumulative Return (on $100) | $104.70 | $112.11 | $128.13 | $135.20 | $142.71 | $192.88 | $203.65 |
| Index Cumulative Return (on $100) | $106.89 | $121.17 | $136.84 | $140.81 | $147.63 | $176.63 | $196.20 |
| Fund Annualised Standard Deviation | 10.91 | 11.48 | 11.79 | 13.71 | 13.26 | 15.19 | 14.73 |
| Index Annualised Standard Deviation | 9.98 | 10.44 | 10.63 | 12.59 | 12.30 | 14.90 | 14.41 |
| Fund Sharpe Ratio | 0.13 | 0.21 | 0.42 | 0.35 | 0.38 | 0.55 | 0.53 |
| Index Sharpe Ratio | 0.34 | 0.60 | 0.66 | 0.45 | 0.46 | 0.47 | 0.51 |
| Fund Sortino Ratio | 0.10 | 0.21 | 0.53 | 0.41 | 0.46 | 0.66 | 0.64 |
| Index Sortino Ratio | 0.36 | 0.76 | 0.91 | 0.57 | 0.58 | 0.53 | 0.59 |
| Fund Skew | -1.19 | -0.56 | -0.33 | -0.35 | -0.40 | -1.23 | -1.22 |
| Index Skew | -1.72 | -0.93 | -0.50 | -0.48 | -0.42 | -1.56 | -1.55 |
| Fund Kurtosis | 1.72 | -0.41 | -0.42 | -0.24 | -0.19 | 4.15 | 4.14 |
| Index Kurtosis | 3.51 | 0.38 | 0.01 | -0.10 | -0.05 | 6.38 | 6.46 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | 0.38% | 0.48% | 0.69% | 0.63% | 0.59% | 0.79% | 0.84% |
| Index Average monthly return | 0.56% | 0.80% | 0.87% | 0.72% | 0.65% | 0.68% | 0.79% |
| Fund % of Positive Months | 67% | 58% | 61% | 58% | 58% | 63% | 64% |
| Index % of Positive Months | 75% | 71% | 69% | 65% | 62% | 65% | 66% |
| Fund Average +ve Return | 2.30% | 2.97% | 3.06% | 3.50% | 3.36% | 3.45% | 3.31% |
| Index Average +ve Return | 1.98% | 2.51% | 2.63% | 3.01% | 3.00% | 3.09% | 3.03% |
| Fund Best Month | 4.44% | 5.39% | 7.46% | 7.53% | 7.53% | 10.22% | 10.22% |
| Index Best Month | 4.11% | 4.57% | 7.26% | 7.26% | 7.26% | 10.21% | 10.21% |
| Fund Average -ve Return | -3.29% | -2.87% | -2.88% | -3.20% | -3.09% | -3.51% | -3.47% |
| Index Average -ve Return | -3.53% | -3.18% | -2.96% | -3.28% | -2.96% | -3.62% | -3.47% |
| Fund Worst Month | -7.36% | -7.36% | -7.36% | -9.70% | -9.70% | -19.12% | -19.12% |
| Index Worst Month | -7.15% | -7.15% | -7.15% | -8.77% | -8.77% | -20.65% | -20.65% |
| Fund Largest Drawdown | -9.19% | -9.19% | -9.19% | -9.19% | -16.29% | -23.80% | -23.80% |
| Index Largest Drawdown | -7.15% | -7.15% | -7.19% | -7.19% | |-11.90% | -26.75% | -26.75% |
| Fund Downside Deviation | 8.67 | 8.38 | 8.04 | 9.37 | 9.13 | 10.92 | 10.61 |
| Index Downside Deviation | 8.12 | 7.48 | 7.09 | 8.62 | 8.35 | 11.09 | 10.65 |
| 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 | 25 | 31 | 37 | 55 | 63 |
| Fund % positive months, when market positive | 89% | 82% | 84% | 87% | 86% | 91% | 92% |
| Cumulative Fund return in positive market | 18.46% | 46.36% | 84.57% | 148.88% | 193.31% | 455.22% | 568.76% |
| Cumulative Index return in positive market | 19.19% | 52.09% | 90.65% | 149.43% | 196.51% | 428.13% | 547.47% |
| Up Capture Ratio | 96.19% | 89.01% | 93.29% | 99.63% | 98.37% | 106.33% | 103.89% |
| 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 | 11 | 17 | 23 | 29 | 33 |
| Fund % positive months, when market negative | 0% | 0% | 9% | 6% | 13% | 10% | 9% |
| Cumulative Fund return in negative market | -11.61% | -23.41% | -30.58% | -45.68% | -51.35% | -65.26% | -69.55% |
| Cumulative Index return in negative market | -10.32% | -20.33% | -28.23% | -43.55% | -50.21% | -66.56% | -69.70% |
| Down Capture Ratio | 112.50% | 115.14% | 108.33% | 104.89% | 102.26% | 98.05% | 99.79% |