| AFM ADVANCED ANALYTICS | Bennelong Long Short Equity Fund:
Feb 2002
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Apr 2026 Index: ASX 200 Total Return |
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|---|---|---|---|---|---|---|---|
| Recent Returns | Oct-25 | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 |
| Bennelong Long Short Equity Fund | -6.96% | -5.22% | -3.13% | 4.87% | -11.58% | -1.26% | 2.80% |
| 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 | -10.58% | -3.97% | 0.93% | 2.65% | -0.34% | 2.32% | 11.14% |
| Index Annual Return per annum | 10.12% | 9.95% | 9.66% | 7.91% | 8.36% | 8.55% | 8.27% |
| Fund Cumulative Return (on $100) | $89.42 | $92.21 | $102.82 | $111.04 | $98.32 | $117.44 | $1295.81 |
| Index Cumulative Return (on $100) | $110.12 | $120.90 | $131.86 | $135.59 | $149.37 | $177.62 | $687.33 |
| Fund Annualised Standard Deviation | 17.13 | 16.29 | 14.46 | 13.19 | 14.30 | 14.88 | 13.19 |
| Index Annualised Standard Deviation | 10.56 | 10.43 | 10.81 | 12.70 | 12.32 | 14.90 | 13.20 |
| Fund Sharpe Ratio | -0.78 | -0.41 | -0.14 | -0.01 | -0.15 | 0.08 | 0.62 |
| Index Sharpe Ratio | 0.62 | 0.59 | 0.54 | 0.38 | 0.48 | 0.48 | 0.42 |
| Fund Sortino Ratio | -0.95 | -0.60 | -0.27 | -0.10 | -0.29 | 0.01 | 0.87 |
| Index Sortino Ratio | 0.73 | 0.74 | 0.72 | 0.46 | 0.62 | 0.54 | 0.48 |
| Fund Skew | -0.83 | -0.57 | -0.70 | -0.75 | -0.54 | -0.39 | -0.25 |
| Index Skew | -1.59 | -0.92 | -0.41 | -0.42 | -0.43 | -1.57 | -1.09 |
| Fund Kurtosis | -0.05 | 0.01 | 0.65 | 1.10 | 0.85 | 0.43 | 0.51 |
| Index Kurtosis | 2.91 | 0.37 | -0.22 | -0.23 | -0.06 | 6.38 | 3.29 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | -0.93% | -0.34% | 0.08% | 0.22% | -0.03% | 0.19% | 0.96% |
| Index Average monthly return | 0.81% | 0.79% | 0.77% | 0.64% | 0.67% | 0.69% | 0.74% |
| Fund % of Positive Months | 50% | 50% | 53% | 54% | 53% | 55% | 62% |
| Index % of Positive Months | 75% | 71% | 67% | 63% | 62% | 65% | 64% |
| Fund Average +ve Return | 3.37% | 3.60% | 3.31% | 3.05% | 3.01% | 3.31% | 3.28% |
| Index Average +ve Return | 2.32% | 2.49% | 2.69% | 3.07% | 3.03% | 3.10% | 3.01% |
| Fund Best Month | 4.87% | 7.55% | 7.55% | 7.55% | 10.11% | 10.11% | 10.59% |
| Index Best Month | 4.20% | 4.57% | 7.26% | 7.26% | 7.26% | 10.21% | 10.21% |
| Fund Average -ve Return | -4.98% | -4.05% | -3.35% | -2.97% | -3.31% | -3.38% | -2.75% |
| Index Average -ve Return | -3.53% | -3.18% | -2.92% | -3.24% | -2.96% | -3.62% | -3.22% |
| Fund Worst Month | -11.58% | -11.58% | -11.58% | -11.58% | -11.58% | -11.58% | -11.58% |
| Index Worst Month | -7.15% | -7.15% | -7.15% | -8.77% | -8.77% | -20.65% | -20.65% |
| Fund Largest Drawdown | -21.78% | -21.78% | -21.78% | -21.78% | -23.38% | -30.59% | -30.59% |
| Index Largest Drawdown | -7.15% | -7.15% | -7.19% | -8.77% | |-11.90% | -26.75% | -47.19% |
| Fund Downside Deviation | 15.58 | 13.38 | 11.39 | 10.16 | 11.15 | 10.84 | 8.34 |
| Index Downside Deviation | 8.12 | 7.48 | 7.28 | 8.71 | 8.35 | 11.09 | 9.68 |
| 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 | 185 |
| Fund % positive months, when market positive | 56% | 59% | 58% | 67% | 68% | 65% | 64% |
| Cumulative Fund return in positive market | -7.55% | 6.46% | 12.84% | 27.27% | 29.30% | 52.43% | 575.09% |
| Cumulative Index return in positive market | 22.80% | 51.74% | 88.50% | 146.60% | 200.02% | 431.09% | 23257.61% |
| Up Capture Ratio | -33.11% | 12.49% | 14.51% | 18.60% | 14.65% | 12.16% | 2.47% |
| 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 | 106 |
| Fund % positive months, when market negative | 33% | 29% | 42% | 33% | 30% | 34% | 57% |
| Cumulative Fund return in negative market | -3.28% | -13.39% | -8.88% | -12.76% | -23.96% | -22.95% | 91.95% |
| Cumulative Index return in negative market | -10.32% | -20.33% | -30.04% | -45.02% | -50.21% | -66.56% | -97.06% |
| Down Capture Ratio | 31.82% | 65.86% | 29.55% | 28.34% | 47.72% | 34.49% | -94.73% |