| AFM ADVANCED ANALYTICS | ECCM Systematic Trend Fund:
Jan 2020
-
Apr 2026 Index: SG Trend Index |
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|---|---|---|---|---|---|---|---|
| Recent Returns | Oct-25 | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 |
| ECCM Systematic Trend Fund | 2.08% | -0.10% | 3.78% | 9.07% | 4.59% | -6.27% | 4.47% |
| SG Trend Index | 1.40% | 1.37% | 1.91% | 4.71% | 3.90% | -1.58% | 2.85% |
| Annual Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Annual Return per annum | 28.34% | 9.30% | 12.27% | 11.69% | 11.78% | N/A | 14.74% |
| Index Annual Return per annum | 24.36% | 0.60% | 5.17% | 2.90% | 7.59% | N/A | 8.10% |
| Fund Cumulative Return (on $100) | $128.34 | $119.47 | $141.50 | $155.61 | $174.51 | $N/A | $238.92 |
| Index Cumulative Return (on $100) | $124.36 | $101.20 | $116.33 | $112.13 | $144.14 | $N/A | $163.78 |
| Fund Annualised Standard Deviation | 15.45 | 16.11 | 15.12 | 14.03 | 13.30 | N/A | 13.59 |
| Index Annualised Standard Deviation | 7.85 | 10.26 | 10.31 | 11.26 | 11.85 | N/A | 11.15 |
| Fund Sharpe Ratio | 1.47 | 0.39 | 0.58 | 0.61 | 0.69 | N/A | 0.91 |
| Index Sharpe Ratio | 2.36 | -0.28 | 0.15 | -0.01 | 0.43 | N/A | 0.54 |
| Fund Sortino Ratio | 2.55 | 0.46 | 0.81 | 0.85 | 1.00 | N/A | 1.52 |
| Index Sortino Ratio | 5.72 | -0.43 | 0.14 | -0.09 | 0.56 | N/A | 0.76 |
| Fund Skew | -0.48 | -0.24 | -0.15 | -0.20 | -0.21 | N/A | 0.13 |
| Index Skew | -0.20 | 0.01 | -0.09 | -0.34 | -0.10 | N/A | -0.05 |
| Fund Kurtosis | -0.46 | -0.59 | -0.47 | -0.27 | -0.13 | N/A | 0.18 |
| Index Kurtosis | -0.33 | -0.99 | -0.73 | -0.38 | 0.05 | N/A | 0.25 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | 2.10% | 0.74% | 0.97% | 0.93% | 0.93% | N/A | 1.23% |
| Index Average monthly return | 1.83% | 0.05% | 0.42% | 0.24% | 0.61% | N/A | 0.70% |
| Fund % of Positive Months | 67% | 54% | 56% | 60% | 63% | N/A | 63% |
| Index % of Positive Months | 75% | 54% | 58% | 56% | 62% | N/A | 62% |
| Fund Average +ve Return | 4.83% | 4.42% | 4.23% | 3.63% | 3.31% | N/A | 3.48% |
| Index Average +ve Return | 2.90% | 2.46% | 2.58% | 2.65% | 2.83% | N/A | 2.69% |
| 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 | -3.07% | -3.37% | -2.89% | -3.00% | -2.98% | N/A | -2.63% |
| Index Average -ve Return | -1.28% | -2.71% | -2.50% | -2.74% | -2.80% | N/A | -2.52% |
| Fund Worst Month | -6.27% | -9.40% | -9.40% | -9.40% | -9.40% | N/A | -9.40% |
| Index Worst Month | -2.22% | -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% | -18.56% | -20.43% | -20.43% | |-20.43% | N/A | -20.43% |
| Fund Downside Deviation | 8.43 | 10.69 | 9.37 | 8.83 | 8.29 | N/A | 7.53 |
| Index Downside Deviation | 3.19 | 7.85 | 7.22 | 8.41 | 7.88 | N/A | 7.18 |
| 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 | 13 | 21 | 27 | 37 | N/A | 47 |
| Fund % positive months, when market positive | 89% | 85% | 71% | 74% | 78% | N/A | 77% |
| Cumulative Fund return in positive market | 45.40% | 70.07% | 89.01% | 118.81% | 165.71% | N/A | 267.54% |
| Cumulative Index return in positive market | 29.28% | 37.02% | 70.35% | 101.75% | 178.34% | N/A | 244.92% |
| Up Capture Ratio | 155.07% | 189.29% | 126.51% | 116.77% | 92.92% | N/A | 109.23% |
| 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 | 11 | 15 | 21 | 23 | N/A | 29 |
| Fund % positive months, when market negative | 0% | 18% | 33% | 43% | 39% | N/A | 41% |
| Cumulative Fund return in negative market | -11.73% | -29.75% | -25.13% | -28.89% | -34.32% | N/A | -34.99% |
| Cumulative Index return in negative market | -3.80% | -26.14% | -31.72% | -44.42% | -48.21% | N/A | -52.52% |
| Down Capture Ratio | 308.75% | 113.81% | 79.25% | 65.02% | 71.19% | N/A | 66.63% |