Advanced Statistics

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AFM ADVANCED ANALYTICS Insync Global Quality Equity Fund: Oct 2009 - Aug 2026
Index: All Countries World Index (AUD)
Recent Returns Feb-26 Mar-26 Apr-26 May-26 Jun-26 Jul-26 Aug-26
Insync Global Quality Equity Fund -2.42% -7.80% -1.37% 2.36% 1.90% 3.54% 2.20%
All Countries World Index (AUD) -0.52% -7.18% 6.24% 5.23% 3.49% -1.93% 0.69%
Annual Returns and Analytics 1 year 2 years 3 years 4 years 5 years 7 years Since Inception
Fund Annual Return per annum -6.13% 1.92% 6.20% 10.48% 2.90% 7.59% 11.30%
Index Annual Return per annum 9.75% 14.65% 15.63% 16.86% 10.90% 12.73% 11.83%
Fund Cumulative Return (on $100) $93.87 $103.88 $119.77 $148.99 $115.38 $166.86 $611.31
Index Cumulative Return (on $100) $109.75 $131.45 $154.61 $186.50 $167.75 $231.41 $662.54
Fund Annualised Standard Deviation 10.81 9.79 10.74 11.27 13.48 13.83 11.78
Index Annualised Standard Deviation 12.17 10.91 10.63 10.65 11.08 11.08 10.40
Fund Sharpe Ratio -0.89 -0.16 0.24 0.60 0.04 0.43 0.76
Index Sharpe Ratio 0.51 0.95 1.05 1.16 0.71 0.93 0.89
Fund Sortino Ratio -1.02 -0.27 0.27 0.83 -0.03 0.55 1.19
Index Sortino Ratio 0.67 1.42 1.64 1.87 1.05 1.40 1.40
Fund Skew -0.95 -0.65 -0.30 -0.42 -0.26 -0.20 -0.09
Index Skew -0.60 -0.72 -0.60 -0.59 -0.34 -0.57 -0.27
Fund Kurtosis 0.75 1.29 0.33 -0.07 -0.37 -0.34 -0.03
Index Kurtosis 0.79 0.58 0.03 -0.17 -0.66 0.03 -0.32
Monthly Returns and Analytics 1 year 2 years 3 years 4 years 5 years 7 years Since Inception
Fund Average monthly return -0.53% 0.16% 0.50% 0.83% 0.24% 0.61% 0.95%
Index Average monthly return 0.78% 1.15% 1.22% 1.31% 0.87% 1.00% 0.98%
Fund % of Positive Months 50% 46% 53% 60% 55% 57% 58%
Index % of Positive Months 58% 67% 67% 69% 62% 64% 63%
Fund Average +ve Return 2.16% 2.60% 2.88% 3.01% 3.17% 3.47% 3.24%
Index Average +ve Return 3.13% 2.96% 3.05% 3.08% 3.06% 3.00% 2.88%
Fund Best Month 3.54% 5.57% 6.50% 6.50% 7.74% 9.61% 9.61%
Index Best Month 6.24% 6.24% 6.24% 6.24% 6.24% 7.49% 8.06%
Fund Average -ve Return -3.11% -1.83% -2.05% -2.35% -3.17% -3.02% -2.22%
Index Average -ve Return -2.37% -2.33% -2.31% -2.44% -2.53% -2.45% -2.19%
Fund Worst Month -7.80% -7.80% -7.80% -7.80% -9.17% -9.17% -9.17%
Index Worst Month -7.18% -7.18% -7.18% -7.18% -7.18% -8.08% -8.08%
Fund Largest Drawdown -17.41% -17.41% -17.41% -17.41% -28.54% -28.54% -28.54%
Index Largest Drawdown -9.70% -9.70% -9.70% -9.70%-16.02% -16.02% -16.02%
Fund Downside Deviation 10.05 7.59 7.43 7.39 9.68 9.04 6.92
Index Downside Deviation 8.16 6.88 6.44 6.32 6.89 6.93 6.20
Performance in Positive Markets 1 year 2 years 3 years 4 years 5 years 7 years Since Inception
Number of months market was positive 7 16 24 33 37 54 127
Fund % positive months, when market positive 71% 63% 75% 82% 84% 81% 82%
Cumulative Fund return in positive market 7.29% 22.80% 58.45% 115.93% 155.37% 334.86% 2417.76%
Cumulative Index return in positive market 23.93% 59.00% 105.09% 170.63% 203.68% 390.68% 3500.47%
Up Capture Ratio 30.44% 38.65% 55.62% 67.94% 76.28% 85.71% 69.07%
Performance in Negative Markets 1 year 2 years 3 years 4 years 5 years 7 years Since Inception
Number of months market was negative 5 8 12 15 23 30 76
Fund % positive months, when market negative 20% 13% 8% 13% 9% 13% 18%
Cumulative Fund return in negative market -12.50% -15.41% -24.42% -31.00% -54.82% -61.63% -75.72%
Cumulative Index return in negative market -11.44% -17.33% -24.61% -31.09% -44.76% -52.84% -81.60%
Down Capture Ratio 109.29% 88.93% 99.19% 99.72% 122.47% 116.64% 92.80%