| AFM ADVANCED ANALYTICS | Altor AltFi Income Fund:
Apr 2018
-
Apr 2026 Index: RBA Cash Rate + 5% |
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|---|---|---|---|---|---|---|---|
| Recent Returns | Oct-25 | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 |
| Altor AltFi Income Fund | 1.10% | 0.80% | 1.21% | 1.32% | 0.74% | 1.00% | 0.86% |
| RBA Cash Rate + 5% | 0.69% | 0.69% | 0.69% | 0.69% | 0.71% | 0.73% | 0.75% |
| Annual Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Annual Return per annum | 11.78% | 10.57% | 12.17% | 11.30% | 10.87% | 11.58% | 11.51% |
| Index Annual Return per annum | 8.79% | 9.04% | 9.09% | 8.66% | 7.94% | 7.24% | 7.14% |
| Fund Cumulative Return (on $100) | $111.78 | $122.25 | $141.12 | $153.44 | $167.52 | $215.34 | $241.31 |
| Index Cumulative Return (on $100) | $108.79 | $118.89 | $129.83 | $139.41 | $146.52 | $163.12 | $174.64 |
| Fund Annualised Standard Deviation | 0.62 | 0.57 | 2.91 | 2.56 | 2.34 | 2.81 | 2.62 |
| Index Annualised Standard Deviation | 0.06 | 0.08 | 0.07 | 0.25 | 0.45 | 0.49 | 0.46 |
| Fund Sharpe Ratio | 11.59 | 9.73 | 2.60 | 2.83 | 3.23 | 3.08 | 3.32 |
| Index Sharpe Ratio | 1741.93 | 1304.27 | 1438.71 | 417.05 | 236.96 | 220.13 | 234.17 |
| Fund Sortino Ratio | N/A | N/A | N/A | N/A | N/A | 382.09 | 412.33 |
| Index Sortino Ratio | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| Fund Skew | 1.10 | 1.53 | 5.67 | 6.47 | 6.86 | 4.96 | 5.33 |
| Index Skew | 1.32 | -0.34 | -0.69 | -2.10 | -0.95 | -0.07 | 0.09 |
| Fund Kurtosis | 0.12 | 2.16 | 33.24 | 43.61 | 50.50 | 26.75 | 31.18 |
| Index Kurtosis | 1.39 | -1.60 | -0.95 | 4.22 | -0.85 | -1.85 | -1.71 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | 0.93% | 0.84% | 0.96% | 0.90% | 0.86% | 0.92% | 0.92% |
| Index Average monthly return | 0.70% | 0.72% | 0.73% | 0.69% | 0.64% | 0.58% | 0.58% |
| Fund % of Positive Months | 100% | 100% | 100% | 100% | 100% | 99% | 99% |
| Index % of Positive Months | 100% | 100% | 100% | 100% | 100% | 100% | 100% |
| Fund Average +ve Return | 0.93% | 0.84% | 0.96% | 0.90% | 0.87% | 0.93% | 0.92% |
| Index Average +ve Return | 0.70% | 0.72% | 0.73% | 0.69% | 0.64% | 0.58% | 0.58% |
| Fund Best Month | 1.32% | 1.32% | 5.85% | 5.85% | 5.85% | 5.85% | 5.85% |
| Index Best Month | 0.75% | 0.75% | 0.75% | 0.75% | 0.75% | 0.75% | 0.75% |
| Fund Average -ve Return | N/A | N/A | N/A | N/A | N/A | -0.03% | -0.03% |
| Index Average -ve Return | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| Fund Worst Month | 0.74% | 0.63% | 0.62% | 0.59% | 0.50% | -0.03% | -0.03% |
| Index Worst Month | 0.69% | 0.69% | 0.69% | 0.43% | 0.42% | 0.42% | 0.42% |
| Fund Largest Drawdown | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.03% | -0.03% |
| Index Largest Drawdown | 0.00% | 0.00% | 0.00% | 0.00% | |0.00% | 0.00% | 0.00% |
| Fund Downside Deviation | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.02 | 0.02 |
| Index Downside Deviation | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 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 | 84 | 97 |
| Fund % positive months, when market positive | 100% | 100% | 100% | 100% | 100% | 99% | 99% |
| Cumulative Fund return in positive market | 11.78% | 22.25% | 41.12% | 53.44% | 67.52% | 115.34% | 141.31% |
| Cumulative Index return in positive market | 8.79% | 18.89% | 29.83% | 39.41% | 46.52% | 63.12% | 74.64% |
| Up Capture Ratio | 134.06% | 117.80% | 137.82% | 135.60% | 145.14% | 182.72% | 189.33% |
| 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 | 0 | 0 |
| Fund % positive months, when market negative | 0% | 0% | 0% | 0% | 0% | 0% | 0% |
| Cumulative Fund return in negative market | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Cumulative Index return in negative market | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Down Capture Ratio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |