| AFM ADVANCED ANALYTICS | ASCF High Yield Fund:
Mar 2017
-
Apr 2026 Index: Bloomberg AusBond Composite 0+ Yr Index |
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|---|---|---|---|---|---|---|---|
| Recent Returns | Oct-25 | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 |
| ASCF High Yield Fund | 0.65% | 0.63% | 0.63% | 0.64% | 0.58% | 0.64% | 0.62% |
| Bloomberg AusBond Composite 0+ Yr Index | 0.36% | -0.88% | -0.63% | 0.21% | 0.88% | -1.42% | 0.05% |
| Annual Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Annual Return per annum | 7.87% | 7.85% | 7.66% | 7.38% | 7.33% | 7.68% | 8.10% |
| Index Annual Return per annum | -0.10% | 3.41% | 2.01% | 2.02% | 0.05% | 0.75% | 1.78% |
| Fund Cumulative Return (on $100) | $107.87 | $116.32 | $124.80 | $132.94 | $142.40 | $167.90 | $204.18 |
| Index Cumulative Return (on $100) | $99.90 | $106.94 | $106.15 | $108.34 | $100.24 | $105.40 | $117.54 |
| Fund Annualised Standard Deviation | 0.07 | 0.08 | 0.11 | 0.17 | 0.16 | 0.22 | 0.35 |
| Index Annualised Standard Deviation | 2.20 | 2.82 | 4.08 | 4.96 | 5.32 | 4.99 | 4.51 |
| Fund Sharpe Ratio | 37.23 | 31.31 | 24.62 | 16.71 | 9.87 | 8.82 | 9.16 |
| Index Sharpe Ratio | -1.72 | -0.20 | -0.48 | -0.30 | -0.52 | -0.27 | -0.04 |
| Fund Sortino Ratio | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| Index Sortino Ratio | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| Fund Skew | -1.33 | -1.35 | -0.68 | -0.45 | -0.35 | 0.11 | 0.82 |
| Index Skew | -0.92 | -0.94 | -0.05 | 0.22 | -0.08 | -0.29 | -0.44 |
| Fund Kurtosis | 4.38 | 2.79 | -0.49 | -1.08 | -1.02 | -0.61 | 2.14 |
| Index Kurtosis | 0.56 | 1.22 | 0.21 | -0.26 | 0.01 | 0.44 | 1.04 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | 0.63% | 0.63% | 0.62% | 0.59% | 0.59% | 0.62% | 0.65% |
| Index Average monthly return | -0.01% | 0.28% | 0.17% | 0.17% | 0.00% | 0.06% | 0.16% |
| Fund % of Positive Months | 100% | 100% | 100% | 100% | 100% | 100% | 100% |
| Index % of Positive Months | 67% | 79% | 69% | 65% | 62% | 61% | 64% |
| Fund Average +ve Return | 0.63% | 0.63% | 0.62% | 0.59% | 0.59% | 0.62% | 0.65% |
| Index Average +ve Return | 0.36% | 0.61% | 0.80% | 1.02% | 0.99% | 0.97% | 0.90% |
| Fund Best Month | 0.67% | 0.67% | 0.67% | 0.67% | 0.67% | 0.75% | 1.02% |
| Index Best Month | 0.88% | 1.66% | 3.01% | 3.36% | 3.36% | 3.36% | 3.36% |
| Fund Average -ve Return | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| Index Average -ve Return | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| Fund Worst Month | 0.58% | 0.57% | 0.55% | 0.49% | 0.49% | 0.49% | 0.35% |
| Index Worst Month | -1.42% | -1.88% | -1.98% | -2.54% | -3.75% | -3.75% | -3.75% |
| Fund Largest Drawdown | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Index Largest Drawdown | -1.84% | -1.88% | -4.04% | -5.20% | |-12.94% | -13.20% | -13.20% |
| Fund Downside Deviation | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Index Downside Deviation | 2.36 | 2.31 | 3.29 | 3.64 | 4.17 | 3.85 | 3.40 |
| 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 | 19 | 25 | 31 | 37 | 51 | 70 |
| Fund % positive months, when market positive | 100% | 100% | 100% | 100% | 100% | 100% | 100% |
| Cumulative Fund return in positive market | 5.14% | 12.66% | 16.75% | 20.54% | 24.92% | 37.58% | 59.08% |
| Cumulative Index return in positive market | 2.92% | 12.28% | 21.82% | 36.91% | 43.84% | 63.51% | 87.49% |
| Up Capture Ratio | 176.09% | 103.09% | 76.74% | 55.65% | 56.85% | 59.17% | 67.53% |
| 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 | 5 | 11 | 17 | 23 | 33 | 40 |
| Fund % positive months, when market negative | 100% | 100% | 100% | 100% | 100% | 100% | 100% |
| Cumulative Fund return in negative market | 2.59% | 3.25% | 6.89% | 10.29% | 13.99% | 22.04% | 28.35% |
| Cumulative Index return in negative market | -2.93% | -4.76% | -12.86% | -20.87% | -30.31% | -35.54% | -37.31% |
| Down Capture Ratio | -88.51% | -68.41% | -53.60% | -49.28% | -46.15% | -62.03% | -75.98% |