Advanced Statistics

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AFM ADVANCED ANALYTICS Insync Global Capital Aware Fund: Oct 2009 - Apr 2026
Index: All Countries World Index (AUD)
Recent Returns Oct-25 Nov-25 Dec-25 Jan-26 Feb-26 Mar-26 Apr-26
Insync Global Capital Aware Fund 1.30% -1.24% -3.58% -3.07% -2.49% -7.58% -2.28%
All Countries World Index (AUD) 3.30% 0.02% -0.92% -1.29% -0.52% -7.18% 6.24%
Annual Returns and Analytics 1 year 2 years 3 years 4 years 5 years 7 years Since Inception
Fund Annual Return per annum -16.42% -2.54% 3.98% 5.25% 2.63% 6.83% 9.08%
Index Annual Return per annum 14.49% 13.72% 15.89% 14.03% 11.80% 12.00% 11.59%
Fund Cumulative Return (on $100) $83.58 $94.99 $112.41 $122.73 $113.84 $158.80 $422.77
Index Cumulative Return (on $100) $114.49 $129.33 $155.67 $169.08 $174.70 $221.05 $616.07
Fund Annualised Standard Deviation 8.86 9.26 10.55 12.00 13.86 13.51 11.31
Index Annualised Standard Deviation 11.84 10.49 10.54 11.12 10.96 11.22 10.41
Fund Sharpe Ratio -2.38 -0.66 0.04 0.19 0.05 0.39 0.61
Index Sharpe Ratio 0.90 0.91 1.08 0.92 0.82 0.88 0.87
Fund Sortino Ratio -2.06 -0.83 -0.02 0.19 -0.03 0.50 0.92
Index Sortino Ratio 1.26 1.32 1.70 1.42 1.22 1.29 1.37
Fund Skew -0.82 -0.51 -0.18 -0.13 -0.09 -0.09 -0.02
Index Skew -0.98 -0.81 -0.63 -0.47 -0.43 -0.55 -0.27
Fund Kurtosis 1.55 1.23 0.24 -0.68 -0.32 -0.43 -0.06
Index Kurtosis 1.69 0.99 0.11 -0.47 -0.57 -0.07 -0.31
Monthly Returns and Analytics 1 year 2 years 3 years 4 years 5 years 7 years Since Inception
Fund Average monthly return -1.48% -0.21% 0.33% 0.43% 0.22% 0.55% 0.78%
Index Average monthly return 1.13% 1.08% 1.24% 1.10% 0.93% 0.95% 0.96%
Fund % of Positive Months 25% 46% 56% 56% 55% 56% 58%
Index % of Positive Months 67% 67% 67% 65% 63% 63% 62%
Fund Average +ve Return 1.61% 2.08% 2.52% 3.02% 3.24% 3.44% 2.98%
Index Average +ve Return 3.03% 2.81% 3.05% 3.16% 3.04% 3.04% 2.87%
Fund Best Month 2.59% 5.24% 6.54% 6.54% 9.56% 9.56% 9.56%
Index Best Month 6.24% 6.24% 6.24% 6.24% 6.24% 7.49% 8.06%
Fund Average -ve Return -2.47% -2.09% -2.31% -2.77% -3.30% -2.94% -2.23%
Index Average -ve Return -2.48% -2.25% -2.25% -2.50% -2.56% -2.48% -2.19%
Fund Worst Month -7.58% -7.58% -7.58% -7.58% -9.49% -9.49% -9.49%
Index Worst Month -7.18% -7.18% -7.18% -7.18% -7.18% -8.08% -8.08%
Fund Largest Drawdown -18.71% -18.71% -18.71% -18.71% -29.45% -29.45% -29.45%
Index Largest Drawdown -9.70% -9.70% -9.70% -9.70%-16.02% -16.02% -16.02%
Fund Downside Deviation 10.46 7.85 7.53 8.22 9.73 8.73 6.81
Index Downside Deviation 7.83 6.79 6.37 6.78 6.81 7.09 6.24
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 16 24 31 38 53 124
Fund % positive months, when market positive 38% 63% 75% 81% 82% 81% 81%
Cumulative Fund return in positive market -0.76% 15.59% 49.82% 103.20% 156.58% 298.22% 1523.15%
Cumulative Index return in positive market 26.79% 55.46% 104.97% 160.93% 210.17% 384.65% 3183.31%
Up Capture Ratio -2.83% 28.11% 47.47% 64.13% 74.50% 77.53% 47.85%
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 8 12 17 22 31 75
Fund % positive months, when market negative 0% 13% 17% 12% 9% 13% 20%
Cumulative Fund return in negative market -15.78% -17.82% -24.97% -39.60% -55.63% -60.12% -73.95%
Cumulative Index return in negative market -9.70% -16.81% -24.05% -35.20% -43.67% -54.39% -81.24%
Down Capture Ratio 162.69% 106.03% 103.83% 112.50% 127.38% 110.54% 91.04%