| AFM ADVANCED ANALYTICS | Equitable Investors Dragonfly Fund:
Sep 2017
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Apr 2026 Index: ASX200 Total Return |
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|---|---|---|---|---|---|---|---|
| Recent Returns | Oct-25 | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 |
| Equitable Investors Dragonfly Fund | -0.30% | -4.11% | 2.60% | -5.53% | -10.08% | -10.24% | 3.53% |
| ASX200 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 | -4.47% | -6.30% | -6.13% | -15.27% | -15.05% | -7.72% | -7.92% |
| Index Annual Return per annum | 10.12% | 9.95% | 9.66% | 7.91% | 8.36% | 8.55% | 8.99% |
| Fund Cumulative Return (on $100) | $95.53 | $87.79 | $82.72 | $51.53 | $44.24 | $56.97 | $48.90 |
| Index Cumulative Return (on $100) | $110.12 | $120.90 | $131.86 | $135.59 | $149.37 | $177.62 | $210.82 |
| Fund Annualised Standard Deviation | 21.15 | 18.68 | 18.08 | 19.88 | 18.82 | 23.36 | 21.55 |
| Index Annualised Standard Deviation | 10.56 | 10.43 | 10.81 | 12.70 | 12.32 | 14.90 | 14.03 |
| Fund Sharpe Ratio | -0.28 | -0.47 | -0.48 | -0.91 | -0.92 | -0.32 | -0.37 |
| Index Sharpe Ratio | 0.62 | 0.59 | 0.54 | 0.38 | 0.48 | 0.48 | 0.54 |
| Fund Sortino Ratio | -0.50 | -0.71 | -0.72 | -1.13 | -1.14 | -0.59 | -0.64 |
| Index Sortino Ratio | 0.73 | 0.74 | 0.72 | 0.46 | 0.62 | 0.54 | 0.64 |
| Fund Skew | -0.28 | 0.07 | -0.03 | -0.64 | -0.58 | 0.19 | 0.21 |
| Index Skew | -1.59 | -0.92 | -0.41 | -0.42 | -0.43 | -1.57 | -1.56 |
| Fund Kurtosis | -0.84 | -0.44 | -0.19 | 1.42 | 1.51 | 2.72 | 3.39 |
| Index Kurtosis | 2.91 | 0.37 | -0.22 | -0.23 | -0.06 | 6.38 | 6.73 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | -0.38% | -0.54% | -0.53% | -1.37% | -1.35% | -0.67% | -0.49% |
| Index Average monthly return | 0.81% | 0.79% | 0.77% | 0.64% | 0.67% | 0.69% | 0.81% |
| Fund % of Positive Months | 50% | 50% | 47% | 48% | 45% | 48% | 47% |
| Index % of Positive Months | 75% | 71% | 67% | 63% | 62% | 65% | 65% |
| Fund Average +ve Return | 4.96% | 3.97% | 3.95% | 3.31% | 3.38% | 4.64% | 4.13% |
| Index Average +ve Return | 2.32% | 2.49% | 2.69% | 3.07% | 3.03% | 3.10% | 2.98% |
| Fund Best Month | 9.56% | 10.10% | 10.10% | 10.10% | 10.10% | 24.98% | 24.98% |
| Index Best Month | 4.20% | 4.57% | 7.26% | 7.26% | 7.26% | 10.21% | 10.21% |
| Fund Average -ve Return | -5.34% | -4.76% | -4.27% | -5.35% | -4.94% | -5.06% | -4.61% |
| Index Average -ve Return | -3.53% | -3.18% | -2.92% | -3.24% | -2.96% | -3.62% | -3.30% |
| Fund Worst Month | -10.24% | -10.24% | -11.33% | -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% | -45.49% | -60.50% | -60.50% | -60.50% |
| Index Largest Drawdown | -7.15% | -7.15% | -7.19% | -8.77% | |-11.90% | -26.75% | -26.75% |
| Fund Downside Deviation | 16.68 | 14.63 | 14.25 | 17.83 | 16.79 | 17.40 | 16.20 |
| Index Downside Deviation | 8.12 | 7.48 | 7.28 | 8.71 | 8.35 | 11.09 | 10.32 |
| 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 | 68 |
| Fund % positive months, when market positive | 56% | 59% | 58% | 63% | 57% | 60% | 59% |
| Cumulative Fund return in positive market | 4.66% | 14.60% | 30.37% | 35.56% | 26.03% | 154.67% | 170.46% |
| Cumulative Index return in positive market | 22.80% | 51.74% | 88.50% | 146.60% | 200.02% | 431.09% | 626.36% |
| Up Capture Ratio | 20.46% | 28.22% | 34.32% | 24.25% | 13.01% | 35.88% | 27.21% |
| 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 | 36 |
| Fund % positive months, when market negative | 33% | 29% | 25% | 22% | 26% | 24% | 25% |
| Cumulative Fund return in negative market | -8.72% | -23.39% | -36.55% | -61.99% | -64.89% | -77.63% | -81.92% |
| Cumulative Index return in negative market | -10.32% | -20.33% | -30.04% | -45.02% | -50.21% | -66.56% | -70.98% |
| Down Capture Ratio | 84.50% | 115.08% | 121.66% | 137.70% | 129.24% | 116.64% | 115.42% |