| AFM ADVANCED ANALYTICS | Equitable Investors Dragonfly Fund:
Sep 2017
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May 2026 Index: ASX 200 Total Return |
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|---|---|---|---|---|---|---|---|
| Recent Returns | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 | May-26 |
| Equitable Investors Dragonfly Fund | -4.11% | 2.60% | -5.53% | -10.08% | -10.24% | 3.53% | -3.33% |
| ASX 200 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 | -5.95% | -7.88% | -3.39% | -14.06% | -15.23% | -8.30% | -8.21% |
| Index Annual Return per annum | 6.89% | 10.08% | 11.02% | 8.93% | 8.10% | 8.47% | 9.04% |
| Fund Cumulative Return (on $100) | $94.05 | $84.86 | $90.18 | $54.56 | $43.77 | $54.53 | $47.27 |
| Index Cumulative Return (on $100) | $106.89 | $121.17 | $136.84 | $140.81 | $147.63 | $176.63 | $213.24 |
| Fund Annualised Standard Deviation | 21.32 | 18.79 | 17.01 | 19.54 | 18.84 | 23.38 | 21.47 |
| Index Annualised Standard Deviation | 9.98 | 10.44 | 10.63 | 12.59 | 12.30 | 14.90 | 13.96 |
| Fund Sharpe Ratio | -0.36 | -0.55 | -0.35 | -0.86 | -0.93 | -0.35 | -0.39 |
| Index Sharpe Ratio | 0.34 | 0.60 | 0.66 | 0.45 | 0.46 | 0.47 | 0.54 |
| Fund Sortino Ratio | -0.58 | -0.82 | -0.59 | -1.08 | -1.15 | -0.62 | -0.66 |
| Index Sortino Ratio | 0.36 | 0.76 | 0.91 | 0.57 | 0.58 | 0.53 | 0.64 |
| Fund Skew | -0.21 | 0.15 | 0.14 | -0.69 | -0.57 | 0.21 | 0.22 |
| Index Skew | -1.72 | -0.93 | -0.50 | -0.48 | -0.42 | -1.56 | -1.57 |
| Fund Kurtosis | -0.96 | -0.49 | -0.17 | 1.73 | 1.48 | 2.71 | 3.43 |
| Index Kurtosis | 3.51 | 0.38 | 0.01 | -0.10 | -0.05 | 6.38 | 6.82 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | -0.51% | -0.68% | -0.29% | -1.25% | -1.37% | -0.72% | -0.52% |
| Index Average monthly return | 0.56% | 0.80% | 0.87% | 0.72% | 0.65% | 0.68% | 0.81% |
| Fund % of Positive Months | 50% | 46% | 47% | 48% | 45% | 46% | 47% |
| Index % of Positive Months | 75% | 71% | 69% | 65% | 62% | 65% | 66% |
| Fund Average +ve Return | 4.96% | 4.33% | 3.95% | 3.31% | 3.38% | 4.74% | 4.13% |
| Index Average +ve Return | 1.98% | 2.51% | 2.63% | 3.01% | 3.00% | 3.09% | 2.95% |
| Fund Best Month | 9.56% | 10.10% | 10.10% | 10.10% | 10.10% | 24.98% | 24.98% |
| Index Best Month | 4.11% | 4.57% | 7.26% | 7.26% | 7.26% | 10.21% | 10.21% |
| Fund Average -ve Return | -5.60% | -4.65% | -3.85% | -5.14% | -4.97% | -5.02% | -4.58% |
| Index Average -ve Return | -3.53% | -3.18% | -2.96% | -3.28% | -2.96% | -3.62% | -3.30% |
| Fund Worst Month | -10.24% | -10.24% | -10.24% | -20.30% | -20.30% | -20.30% | -20.30% |
| Index Worst Month | -7.15% | -7.15% | -7.15% | -8.77% | -8.77% | -20.65% | -20.65% |
| Fund Largest Drawdown | -25.21% | -25.21% | -25.21% | -41.77% | -60.50% | -60.50% | -60.50% |
| Index Largest Drawdown | -7.15% | -7.15% | -7.19% | -7.19% | |-11.90% | -26.75% | -26.75% |
| Fund Downside Deviation | 16.95 | 14.86 | 12.74 | 17.39 | 16.84 | 17.45 | 16.17 |
| Index Downside Deviation | 8.12 | 7.48 | 7.09 | 8.62 | 8.35 | 11.09 | 10.27 |
| 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 | 69 |
| Fund % positive months, when market positive | 56% | 53% | 56% | 61% | 57% | 58% | 58% |
| Cumulative Fund return in positive market | 3.03% | 10.77% | 26.03% | 31.04% | 24.68% | 143.75% | 161.45% |
| Cumulative Index return in positive market | 19.19% | 52.09% | 90.65% | 149.43% | 196.51% | 428.13% | 634.67% |
| Up Capture Ratio | 15.80% | 20.68% | 28.71% | 20.77% | 12.56% | 33.58% | 25.44% |
| 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 | 36 |
| Fund % positive months, when market negative | 33% | 29% | 27% | 24% | 26% | 24% | 25% |
| Cumulative Fund return in negative market | -8.72% | -23.39% | -28.45% | -58.37% | -64.89% | -77.63% | -81.92% |
| Cumulative Index return in negative market | -10.32% | -20.33% | -28.23% | -43.55% | -50.21% | -66.56% | -70.98% |
| Down Capture Ratio | 84.50% | 115.08% | 100.77% | 134.04% | 129.24% | 116.64% | 115.42% |