| AFM ADVANCED ANALYTICS | ECCM Systematic Trend Fund:
Jan 2020
-
Jun 2026 Index: SG Trend Index |
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|---|---|---|---|---|---|---|---|
| Recent Returns | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 | May-26 | Jun-26 |
| ECCM Systematic Trend Fund | 3.78% | 9.07% | 4.59% | -6.27% | 4.47% | 1.42% | -2.77% |
| SG Trend Index | 1.91% | 4.71% | 3.90% | -1.58% | 2.85% | 0.26% | -1.17% |
| Annual Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Annual Return per annum | 31.17% | 9.20% | 11.96% | 12.93% | 11.72% | N/A | 14.09% |
| Index Annual Return per annum | 24.14% | 2.69% | 3.16% | 2.07% | 7.29% | N/A | 7.73% |
| Fund Cumulative Return (on $100) | $131.17 | $119.26 | $140.36 | $162.64 | $174.06 | $N/A | $235.59 |
| Index Cumulative Return (on $100) | $124.14 | $105.46 | $109.77 | $108.54 | $142.19 | $N/A | $162.29 |
| Fund Annualised Standard Deviation | 14.68 | 16.13 | 15.23 | 13.85 | 13.26 | N/A | 13.50 |
| Index Annualised Standard Deviation | 7.53 | 9.96 | 10.20 | 11.22 | 11.77 | N/A | 11.04 |
| Fund Sharpe Ratio | 1.68 | 0.38 | 0.56 | 0.68 | 0.68 | N/A | 0.87 |
| Index Sharpe Ratio | 2.42 | -0.08 | -0.04 | -0.10 | 0.40 | N/A | 0.51 |
| Fund Sortino Ratio | 3.16 | 0.45 | 0.77 | 0.98 | 0.98 | N/A | 1.44 |
| Index Sortino Ratio | 7.29 | -0.18 | -0.13 | -0.20 | 0.51 | N/A | 0.71 |
| Fund Skew | -0.45 | -0.24 | -0.15 | -0.24 | -0.20 | N/A | 0.15 |
| Index Skew | 0.14 | -0.12 | 0.06 | -0.29 | -0.08 | N/A | -0.03 |
| Fund Kurtosis | -0.22 | -0.61 | -0.54 | -0.15 | -0.11 | N/A | 0.19 |
| Index Kurtosis | -0.75 | -0.73 | -0.64 | -0.37 | 0.12 | N/A | 0.31 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | 2.29% | 0.74% | 0.95% | 1.02% | 0.93% | N/A | 1.18% |
| Index Average monthly return | 1.82% | 0.22% | 0.26% | 0.17% | 0.59% | N/A | 0.67% |
| Fund % of Positive Months | 67% | 54% | 56% | 63% | 63% | N/A | 63% |
| Index % of Positive Months | 75% | 58% | 56% | 56% | 62% | N/A | 62% |
| Fund Average +ve Return | 4.86% | 4.43% | 4.29% | 3.56% | 3.29% | N/A | 3.44% |
| Index Average +ve Return | 2.76% | 2.31% | 2.48% | 2.56% | 2.76% | N/A | 2.64% |
| Fund Best Month | 9.07% | 9.07% | 9.07% | 9.07% | 9.07% | N/A | 11.50% |
| Index Best Month | 5.73% | 5.73% | 6.45% | 6.45% | 9.67% | N/A | 9.67% |
| Fund Average -ve Return | -2.59% | -3.39% | -3.02% | -3.00% | -2.95% | N/A | -2.63% |
| Index Average -ve Return | -0.93% | -2.60% | -2.42% | -2.78% | -2.75% | N/A | -2.47% |
| Fund Worst Month | -6.27% | -9.40% | -9.40% | -9.40% | -9.40% | N/A | -9.40% |
| Index Worst Month | -1.58% | -4.89% | -4.89% | -7.73% | -7.73% | N/A | -7.73% |
| Fund Largest Drawdown | -6.27% | -18.32% | -18.32% | -18.32% | -18.32% | N/A | -18.32% |
| Index Largest Drawdown | -1.58% | -14.25% | -20.43% | -20.43% | |-20.43% | N/A | -20.43% |
| Fund Downside Deviation | 7.48 | 10.73 | 9.52 | 8.68 | 8.28 | N/A | 7.54 |
| Index Downside Deviation | 2.47 | 7.39 | 7.27 | 8.45 | 7.85 | N/A | 7.11 |
| 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 | 14 | 20 | 27 | 37 | N/A | 48 |
| Fund % positive months, when market positive | 89% | 86% | 75% | 78% | 78% | N/A | 77% |
| Cumulative Fund return in positive market | 45.72% | 72.48% | 92.83% | 125.16% | 163.63% | N/A | 272.74% |
| Cumulative Index return in positive market | 27.67% | 37.37% | 62.65% | 97.20% | 171.71% | N/A | 245.81% |
| Up Capture Ratio | 165.22% | 193.95% | 148.16% | 128.77% | 95.30% | N/A | 110.96% |
| 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 | 10 | 16 | 21 | 23 | N/A | 30 |
| Fund % positive months, when market negative | 0% | 10% | 31% | 43% | 39% | N/A | 40% |
| Cumulative Fund return in negative market | -9.98% | -30.86% | -27.21% | -27.77% | -33.97% | N/A | -36.80% |
| Cumulative Index return in negative market | -2.77% | -23.23% | -32.51% | -44.96% | -47.67% | N/A | -53.07% |
| Down Capture Ratio | 360.71% | 132.84% | 83.69% | 61.76% | 71.27% | N/A | 69.33% |