| AFM ADVANCED ANALYTICS | DAFM Digital Income Fund (Digital Income Class):
May 2021
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Apr 2026 Index: RBA Cash Rate + 3% |
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|---|---|---|---|---|---|---|---|
| Recent Returns | Oct-25 | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 |
| DAFM Digital Income Fund (Digital Income Class) | 2.72% | 0.47% | 0.08% | 0.18% | 0.14% | 0.15% | 0.01% |
| RBA Cash Rate + 3% | 0.53% | 0.53% | 0.53% | 0.53% | 0.55% | 0.57% | 0.59% |
| Annual Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Annual Return per annum | 7.60% | 14.38% | 16.52% | 12.77% | 20.31% | N/A | 20.31% |
| Index Annual Return per annum | 6.79% | 7.04% | 7.09% | 6.66% | 5.94% | N/A | 5.94% |
| Fund Cumulative Return (on $100) | $107.60 | $130.82 | $158.20 | $161.70 | $252.03 | $N/A | $252.03 |
| Index Cumulative Return (on $100) | $106.79 | $114.57 | $122.82 | $129.43 | $133.44 | $N/A | $133.44 |
| Fund Annualised Standard Deviation | 2.77 | 3.91 | 5.97 | 5.92 | 13.30 | N/A | 13.30 |
| Index Annualised Standard Deviation | 0.06 | 0.08 | 0.08 | 0.26 | 0.46 | N/A | 0.46 |
| Fund Sharpe Ratio | 1.31 | 2.47 | 1.94 | 1.48 | 1.23 | N/A | 1.23 |
| Index Sharpe Ratio | 1725.96 | 1292.29 | 1425.49 | 413.15 | 234.73 | N/A | 234.73 |
| Fund Sortino Ratio | 6.33 | 21.60 | 27.05 | 3.82 | 7.93 | N/A | 7.93 |
| Index Sortino Ratio | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| Fund Skew | 1.83 | 0.99 | 3.10 | 2.14 | 5.74 | N/A | 5.74 |
| Index Skew | 1.32 | -0.34 | -0.69 | -2.10 | -0.95 | N/A | -0.95 |
| Fund Kurtosis | 2.90 | 0.02 | 12.61 | 12.45 | 38.80 | N/A | 38.80 |
| Index Kurtosis | 1.39 | -1.60 | -0.95 | 4.22 | -0.85 | N/A | -0.85 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | 0.61% | 1.13% | 1.28% | 1.01% | 1.55% | N/A | 1.62% |
| Index Average monthly return | 0.55% | 0.57% | 0.57% | 0.54% | 0.48% | N/A | 0.48% |
| Fund % of Positive Months | 100% | 100% | 100% | 98% | 98% | N/A | 98% |
| Index % of Positive Months | 100% | 100% | 100% | 100% | 100% | N/A | 100% |
| Fund Average +ve Return | 0.62% | 1.13% | 1.30% | 1.13% | 1.71% | N/A | 1.71% |
| Index Average +ve Return | 0.55% | 0.57% | 0.57% | 0.54% | 0.48% | N/A | 0.48% |
| Fund Best Month | 2.72% | 4.05% | 9.38% | 9.38% | 28.17% | N/A | 28.17% |
| Index Best Month | 0.59% | 0.59% | 0.59% | 0.59% | 0.59% | N/A | 0.59% |
| Fund Average -ve Return | N/A | N/A | N/A | -4.14% | -4.14% | N/A | -4.14% |
| Index Average -ve Return | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| Fund Worst Month | 0.01% | 0.01% | 0.01% | -4.14% | -4.14% | N/A | -4.14% |
| Index Worst Month | 0.53% | 0.53% | 0.53% | 0.27% | 0.25% | N/A | 0.25% |
| Fund Largest Drawdown | 0.00% | 0.00% | 0.00% | -4.14% | -4.14% | N/A | -4.14% |
| Index Largest Drawdown | 0.00% | 0.00% | 0.00% | 0.00% | |0.00% | N/A | 0.00% |
| Fund Downside Deviation | 0.57 | 0.44 | 0.42 | 2.22 | 1.98 | N/A | 1.98 |
| Index Downside Deviation | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | N/A | 0.00 |
| Performance in Positive Markets | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Number of months market was positive | 12 | 24 | 36 | 48 | 60 | N/A | 60 |
| Fund % positive months, when market positive | 100% | 100% | 100% | 98% | 98% | N/A | 98% |
| Cumulative Fund return in positive market | 7.60% | 30.82% | 58.20% | 61.70% | 152.03% | N/A | 152.03% |
| Cumulative Index return in positive market | 6.79% | 14.57% | 22.82% | 29.43% | 33.44% | N/A | 33.44% |
| Up Capture Ratio | 111.95% | 211.53% | 255.03% | 209.67% | 454.66% | N/A | 454.66% |
| Performance in Negative Markets | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Number of months market was negative | 0 | 0 | 0 | 0 | 0 | N/A | 0 |
| Fund % positive months, when market negative | 0% | 0% | 0% | 0% | 0% | N/A | 0% |
| Cumulative Fund return in negative market | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | N/A | 0.00% |
| Cumulative Index return in negative market | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | N/A | 0.00% |
| Down Capture Ratio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | N/A | 0.00% |