Advanced Statistics

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AFM ADVANCED ANALYTICS Cyan C3G Fund: Aug 2014 - Apr 2026
Index: S&P/ASX Small Ordinaries Index
Recent Returns Oct-25 Nov-25 Dec-25 Jan-26 Feb-26 Mar-26 Apr-26
Cyan C3G Fund 5.60% 0.09% 0.56% 0.46% -4.69% -12.84% 1.00%
S&P/ASX Small Ordinaries Index 1.89% -1.48% 1.42% 2.74% -2.57% -10.96% 3.33%
Annual Returns and Analytics 1 year 2 years 3 years 4 years 5 years 7 years Since Inception
Fund Annual Return per annum 4.34% 7.63% -0.62% -12.38% -12.97% -6.97% 2.72%
Index Annual Return per annum 15.31% 9.37% 8.70% 3.85% 3.66% 5.45% 6.77%
Fund Cumulative Return (on $100) $104.34 $115.83 $98.15 $58.95 $49.93 $60.29 $137.14
Index Cumulative Return (on $100) $115.31 $119.62 $128.43 $116.31 $119.67 $145.01 $215.98
Fund Annualised Standard Deviation 21.44 17.34 16.50 19.89 18.85 21.17 18.08
Index Annualised Standard Deviation 16.03 13.45 13.73 17.32 16.44 18.86 16.70
Fund Sharpe Ratio 0.13 0.28 -0.20 -0.74 -0.79 -0.34 0.13
Index Sharpe Ratio 0.74 0.44 0.39 0.10 0.13 0.26 0.36
Fund Sortino Ratio 0.03 0.28 -0.38 -0.99 -1.03 -0.56 0.05
Index Sortino Ratio 0.90 0.52 0.46 0.01 0.06 0.22 0.38
Fund Skew -0.44 -0.55 -0.19 -0.37 -0.39 -0.50 -0.72
Index Skew -1.40 -0.88 -0.46 -0.54 -0.59 -0.94 -0.88
Fund Kurtosis 0.28 0.90 0.34 0.73 0.82 1.19 2.32
Index Kurtosis 3.44 2.25 0.73 0.63 0.84 3.48 3.69
Monthly Returns and Analytics 1 year 2 years 3 years 4 years 5 years 7 years Since Inception
Fund Average monthly return 0.35% 0.61% -0.05% -1.10% -1.15% -0.60% 0.36%
Index Average monthly return 1.19% 0.75% 0.70% 0.32% 0.30% 0.44% 0.67%
Fund % of Positive Months 67% 67% 56% 46% 48% 52% 60%
Index % of Positive Months 75% 63% 61% 58% 58% 60% 60%
Fund Average +ve Return 4.03% 3.53% 3.51% 3.82% 3.28% 3.93% 3.50%
Index Average +ve Return 3.41% 3.18% 3.32% 3.78% 3.50% 3.79% 3.52%
Fund Best Month 10.41% 10.41% 10.41% 11.81% 11.81% 12.21% 12.21%
Index Best Month 8.41% 8.41% 8.41% 11.43% 11.43% 14.27% 14.27%
Fund Average -ve Return -6.42% -4.83% -4.25% -4.94% -5.00% -5.18% -4.26%
Index Average -ve Return -5.00% -3.10% -3.22% -4.23% -3.90% -4.10% -3.53%
Fund Worst Month -12.84% -12.84% -12.84% -16.74% -16.74% -20.69% -20.69%
Index Worst Month -10.96% -10.96% -10.96% -13.09% -13.09% -22.38% -22.38%
Fund Largest Drawdown -16.93% -16.93% -16.93% -43.59% -61.90% -61.90% -61.90%
Index Largest Drawdown -13.25% -13.25% -13.25% -13.50%-24.24% -29.12% -29.12%
Fund Downside Deviation 15.43 12.30 12.35 16.87 16.28 16.78 13.39
Index Downside Deviation 11.79 9.62 9.40 12.74 12.15 13.87 11.95
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 15 22 28 35 50 84
Fund % positive months, when market positive 78% 80% 68% 61% 66% 68% 77%
Cumulative Fund return in positive market 25.49% 39.71% 32.08% 38.69% 45.29% 167.83% 508.02%
Cumulative Index return in positive market 34.91% 59.57% 104.02% 179.73% 229.17% 528.48% 1669.23%
Up Capture Ratio 73.01% 66.65% 30.84% 21.53% 19.76% 31.76% 30.43%
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 9 14 20 25 34 57
Fund % positive months, when market negative 33% 44% 36% 25% 24% 29% 33%
Cumulative Fund return in negative market -16.85% -17.09% -25.69% -57.50% -65.63% -77.49% -77.44%
Cumulative Index return in negative market -14.53% -25.04% -37.05% -58.42% -63.64% -76.93% -87.79%
Down Capture Ratio 115.97% 68.25% 69.33% 98.42% 103.12% 100.73% 88.21%