AFM Fund Profile — ECCM Systematic Trend Fund
- Fund & Manager Details
- Investment Details
- Performance & Risk
- Advanced Analytics
- Research & Availability
- News & Insights
- Documents
Fund & Manager Details
Key Facts
| Fund Type: | Single | Discretionary/Quantitative: | Quantitative |
| Strategy: | Managed Futures | FUM (millions): | AU$7m |
| Style: | N/A | Fund Inception Date: | Since 01 January 2020 |
| Geographic Mandate: | Global | Latest Return Date: | April 2026 |
| Fund Domicile: | Australia | Investor Type: | Wholesale |
| Status: | Open | Reporting Status: | Pending |
Manager Details and Fund Description
| Manager: | East Coast Capital Management | Total FUM for all funds: | AU$10m |
|
Manager Overview:
East Coast Capital Management (ECCM) is a quantitative fund manager based in Sydney, Australia. ECCM's trading involves dynamic asset allocation across over 80 diversified and liquid futures markets. Markets traded include equity indices, government bonds, short term interest rates, currencies and commodities. ECCM's trading strategies seek to exploit persistent trends in these markets. ECCM was founded in 2008 by Adam Havryliv. Adam has over 15 years of trading experience in derivative markets and across a wide range of market conditions. Until 30 June 2023, ECCM managed the ECCM Systematic Global Macro (SGM) fund, a predecessor fund to the current ECCM Systematic Trend Fund which operates the same trading program. ECCM also provides Managed Accounts for bespoke requirements. ECCM manages funds on behalf of wholesale clients. |
Fund/Strategy Overview:
The ECCM Systematic Trend Fund (STF) trades a proprietary directional futures model, capitalising on long term adjustments in the risk premia associated with global asset markets. The system profits through the speculative trading of over 80 international futures markets, including over equity indices, short term interest rates, long term government bonds, currencies and commodities. ECCM STF's trading program is expected to show a low correlation with traditional investments, enabling investors to diversify a traditional investment portfolio of stocks, property and bonds. |
||
Investment Details
Investment Terms
| Minimum Investment: | Minimum Additional Investment: | Minimum Term: | Investment Frequency: |
| AU$100,000 | AU$10,000 | Monthly | |
| Regular Savings Option: | Regular Savings Min. Amount: |
Regular Savings Max. Amount: |
Regular Savings Freq.: |
| No | N/A | ||
| Redemption Notice: | Redemption Frequency: | Notes: | |
| 1 Weeks | Monthly |
||
| Distributions: | Distribution Frequency: | Last Distribution Date: | Last Distribution Amount: |
| Yes | Annually | AU$ |
Structure
| Offshore/Onshore: | Fund Structure: | Share Classes: |
Trustee/Responsible Entity: |
| Onshore | Unit Trust | AU$, US$ | East Coast Capital Management |
| Administrator: | Prime Broker: | Custodian: | Legal: |
| MSC Abacus | Interactive Brokers | Interactive Brokers | ABML Consulting |
Fund Fees
| Management Fee: |
Performance Fee: |
High Water Mark: |
Hurdle: |
| 1.3% | 20% | Yes | RBA cash rate |
| Buy Spread: | Sell spread: | Early Redemption Fee: | Fees Notes: |
| 0.000% | 0.200% | No |
Performance & Risk
Returns
| Latest Return Date: | Latest Result: | Fund Inception Date: | Annualised Return: |
| April 2026 | 4.47% | 01 January 2020 | 14.74% |
| Latest 3 Months: | Latest 6 Months: | Latest 12 Months: | Latest 2 Years p.a.: |
| 2.41% | 15.80% | 28.34% | 9.30% |
| Latest 3 Years p.a.: |
Latest 4 Years p.a.: |
Latest 5 Years p.a.: |
Latest 7 Years p.a.: |
| 12.27% | 11.69% | 11.78% | N/A |
Performance Statistics
| % Positive Months (S.I.): |
Average Return: | Average +ve Return: | Average -ve Return: |
| 63.16% | 1.23% | 3.48% | -2.63% |
| Best Month: | Worst Month: | Up Capture Ratio (S.I.): |
Down Capture Ratio (S.I.): |
| 11.50% | -9.40% | 109.23% | 66.63% |
| Largest Drawdown (S.I.): |
Longest Drawdown (S.I.): |
Current Drawdown (%): |
Current Drawdown (Months): |
| -18.32% | 11 months | -2.08% | 2 months |
Risk
| Annualised Standard Deviation (S.I.): |
Downside Deviation (S.I.): |
Sortino Ratio (S.I.): |
- |
| 13.59% | 7.53% | 1.52 | - |
| Sharpe Ratio (12 months): |
Sharpe Ratio (3 years): |
Sharpe Ratio (5 years): |
Sharpe Ratio (S.I.): |
| 1.47 | 0.58 | 0.69 | 0.91 |
| Please note, Sharpe and Sortino ratios are calculated using the Australian Risk Free Rate | |||
Ranking, Research & Availability
Fund Quintile in its Peer Group (Alternatives) as at April 2026
AFM's Quintile Rankings show performance and Key Performance Indicators (KPI's) of ECCM Systematic Trend Fund compared to a peer group of funds with a similar strategy and geographic mandate. Each green square places a fund in one quintile (or 20%) of its peer group - five indicating that the fund is in the top (best) quintile for the corresponding KPI.
As a reference point the equivalent "quintile" performance of the peer group's underlying market index is also indicated by the red dot.
External Research and Ratings: As reported by each Fund Manager.
No external fund ratings providedAvailability:As reported by each Fund Manager.
News & Insights
Fund Performance
Historical Performance (all figures shown here are net of fees unless otherwise stated)
| Year | Jan % | Feb % | Mar % | Apr % | May % | Jun % | Jul % | Aug % | Sep % | Oct % | Nov % | Dec % | YTD % |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.07 | 4.59 | -6.27 | 4.47 | N/R | N/R | N/R | N/R | N/R | N/R | N/R | N/R | 11.70 |
| 2025 | 4.37 | -1.46 | -4.00 | -9.40 | -4.67 | 1.19 | -1.22 | 6.61 | 6.86 | 2.08 | -0.10 | 3.78 | 2.78 |
| 2024 | 3.61 | 8.42 | 6.97 | -0.82 | 1.34 | -2.53 | 0.63 | -1.87 | 6.22 | -4.80 | 6.29 | -0.74 | 24.03 |
| 2023 | 1.83 | 2.84 | 1.57 | 3.14 | 0.13 | -0.72 | 4.23 | 0.23 | -4.70 | -1.57 | 3.45 | -1.39 | 9.02 |
| 2022 | -0.64 | 0.31 | 6.38 | 3.43 | -4.28 | -1.44 | 0.56 | 4.52 | 3.91 | 1.97 | -5.06 | 0.50 | 9.94 |
| 2021 | 0.29 | 2.27 | 0.63 | 11.50 | 2.21 | -3.29 | 0.60 | 0.25 | 1.38 | 3.40 | -4.51 | 2.47 | 17.67 |
| 2020 | 2.97 | -0.07 | -1.79 | -1.73 | 0.05 | -0.28 | 4.92 | 1.25 | -2.23 | -2.02 | 9.62 | 7.64 | 18.98 |
Historical Financial Year Performance (all figures shown here are are percentage per month net of fees unless otherwise stated)
| Year | Jul % | Aug % | Sep % | Oct % | Nov % | Dec % | Jan % | Feb % | Mar % | Apr % | May % | Jun % | FYTD % |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025/2026 | -1.22 | 6.61 | 6.86 | 2.08 | -0.10 | 3.78 | 9.07 | 4.59 | -6.27 | 4.47 | N/A | N/A | 33.03 |
| 2024/2025 | 0.63 | -1.87 | 6.22 | -4.80 | 6.29 | -0.74 | 4.37 | -1.46 | -4.00 | -9.40 | -4.67 | 1.19 | -9.08 |
| 2023/2024 | 4.23 | 0.23 | -4.70 | -1.57 | 3.45 | -1.39 | 3.61 | 8.42 | 6.97 | -0.82 | 1.34 | -2.53 | 17.69 |
| 2022/2023 | 0.56 | 4.52 | 3.91 | 1.97 | -5.06 | 0.50 | 1.83 | 2.84 | 1.57 | 3.14 | 0.13 | -0.72 | 15.88 |
| 2021/2022 | 0.60 | 0.25 | 1.38 | 3.40 | -4.51 | 2.47 | -0.64 | 0.31 | 6.38 | 3.43 | -4.28 | -1.44 | 7.02 |
| 2020/2021 | 4.92 | 1.25 | -2.23 | -2.02 | 9.62 | 7.64 | 0.29 | 2.27 | 0.63 | 11.50 | 2.21 | -3.29 | 36.59 |
| 2019/2020 | N/A | N/A | N/A | N/A | N/A | N/A | 2.97 | -0.07 | -1.79 | -1.73 | 0.05 | -0.28 | -0.91 |
General Notes
ECCM STF continues the track record of the ECCM Systematic Global Macro (SGM) Fund which operated between Jan 2020 and Jun 2023. Both funds have implemented ECCM's proprietary systematic, diversified, trend following futures trading strategy. Returns from Jan 2020 - Jun 2023 are those of the ECCM SGM.