Advanced Statistics

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AFM ADVANCED ANALYTICS Insync Global Quality Equity Fund: Oct 2009 - May 2026
Index: All Countries World Index (AUD)
Recent Returns Nov-25 Dec-25 Jan-26 Feb-26 Mar-26 Apr-26 May-26
Insync Global Quality Equity Fund -0.90% -3.22% -2.95% -2.42% -7.80% -1.37% 2.36%
All Countries World Index (AUD) 0.02% -0.92% -1.29% -0.52% -7.18% 6.24% 5.23%
Annual Returns and Analytics 1 year 2 years 3 years 4 years 5 years 7 years Since Inception
Fund Annual Return per annum -14.24% -0.66% 5.63% 8.27% 4.65% 8.40% 10.97%
Index Annual Return per annum 14.84% 15.82% 17.58% 15.93% 12.66% 13.55% 11.87%
Fund Cumulative Return (on $100) $85.76 $98.69 $117.85 $137.42 $125.50 $175.90 $566.95
Index Cumulative Return (on $100) $114.84 $134.14 $162.54 $180.63 $181.45 $243.43 $648.31
Fund Annualised Standard Deviation 9.02 9.47 10.68 12.15 14.13 14.02 11.84
Index Annualised Standard Deviation 11.94 10.87 10.77 11.22 11.12 11.14 10.43
Fund Sharpe Ratio -2.06 -0.44 0.19 0.41 0.18 0.49 0.73
Index Sharpe Ratio 0.91 1.05 1.19 1.06 0.87 1.00 0.89
Fund Sortino Ratio -1.87 -0.60 0.20 0.54 0.16 0.65 1.14
Index Sortino Ratio 1.30 1.59 1.93 1.66 1.32 1.53 1.41
Fund Skew -1.12 -0.55 -0.27 -0.16 -0.13 -0.20 -0.07
Index Skew -0.95 -0.79 -0.65 -0.54 -0.43 -0.58 -0.28
Fund Kurtosis 2.22 1.59 0.39 -0.43 -0.34 -0.42 -0.06
Index Kurtosis 1.60 0.72 0.02 -0.42 -0.62 0.04 -0.32
Monthly Returns and Analytics 1 year 2 years 3 years 4 years 5 years 7 years Since Inception
Fund Average monthly return -1.27% -0.05% 0.46% 0.66% 0.38% 0.67% 0.93%
Index Average monthly return 1.16% 1.23% 1.36% 1.24% 1.00% 1.06% 0.98%
Fund % of Positive Months 25% 42% 53% 56% 55% 57% 58%
Index % of Positive Months 67% 67% 67% 67% 63% 64% 63%
Fund Average +ve Return 1.77% 2.45% 2.79% 3.23% 3.44% 3.59% 3.26%
Index Average +ve Return 3.07% 3.05% 3.23% 3.22% 3.14% 3.08% 2.89%
Fund Best Month 2.36% 5.57% 6.50% 7.67% 9.61% 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 -2.24% -1.78% -2.05% -2.50% -3.17% -3.02% -2.22%
Index Average -ve Return -2.48% -2.25% -2.25% -2.57% -2.56% -2.41% -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 10.16 7.66 7.43 7.93 9.68 9.04 6.97
Index Downside Deviation 7.83 6.79 6.37 6.73 6.81 6.88 6.22
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 32 38 54 125
Fund % positive months, when market positive 38% 63% 75% 81% 84% 81% 82%
Cumulative Fund return in positive market 1.48% 22.13% 59.90% 123.26% 187.61% 363.97% 2317.70%
Cumulative Index return in positive market 27.18% 61.24% 114.02% 174.58% 222.15% 410.01% 3355.12%
Up Capture Ratio 5.45% 36.14% 52.53% 70.61% 84.45% 88.77% 69.08%
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 16 22 30 75
Fund % positive months, when market negative 0% 0% 8% 6% 5% 13% 17%
Cumulative Fund return in negative market -15.50% -19.19% -26.30% -38.45% -56.36% -62.09% -76.55%
Cumulative Index return in negative market -9.70% -16.81% -24.05% -34.21% -43.67% -52.27% -81.24%
Down Capture Ratio 159.79% 114.19% 109.34% 112.38% 129.06% 118.78% 94.23%