| AFM ADVANCED ANALYTICS | Bennelong Long Short Equity Fund:
Feb 2002
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Aug 2026 Index: ASX 200 Total Return |
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|---|---|---|---|---|---|---|---|
| Recent Returns | Feb-26 | Mar-26 | Apr-26 | May-26 | Jun-26 | Jul-26 | Aug-26 |
| Bennelong Long Short Equity Fund | -11.58% | -1.26% | 2.80% | -1.28% | 1.66% | -5.13% | 5.55% |
| ASX 200 Total Return | 4.11% | -7.15% | 2.18% | 1.15% | 0.67% | 2.26% | 1.54% |
| Annual Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Annual Return per annum | -16.50% | -5.80% | 1.31% | 1.92% | -2.66% | 1.73% | 11.00% |
| Index Annual Return per annum | 4.40% | 9.45% | 11.24% | 10.81% | 7.81% | 8.51% | 8.40% |
| Fund Cumulative Return (on $100) | $83.50 | $88.73 | $103.99 | $107.89 | $87.40 | $112.76 | $1302.16 |
| Index Cumulative Return (on $100) | $104.40 | $119.78 | $137.63 | $150.80 | $145.62 | $177.13 | $726.70 |
| Fund Annualised Standard Deviation | 17.41 | 16.51 | 14.77 | 13.54 | 13.99 | 14.85 | 13.20 |
| Index Annualised Standard Deviation | 9.63 | 10.22 | 10.55 | 11.40 | 12.28 | 14.80 | 13.11 |
| Fund Sharpe Ratio | -1.16 | -0.52 | -0.11 | -0.08 | -0.35 | 0.03 | 0.61 |
| Index Sharpe Ratio | 0.09 | 0.55 | 0.68 | 0.62 | 0.42 | 0.47 | 0.43 |
| Fund Sortino Ratio | -1.32 | -0.71 | -0.24 | -0.19 | -0.51 | -0.06 | 0.85 |
| Index Sortino Ratio | 0.05 | 0.68 | 0.94 | 0.87 | 0.52 | 0.53 | 0.49 |
| Fund Skew | -0.44 | -0.53 | -0.65 | -0.68 | -0.68 | -0.40 | -0.24 |
| Index Skew | -1.74 | -1.00 | -0.52 | -0.31 | -0.40 | -1.60 | -1.11 |
| Fund Kurtosis | -0.51 | -0.28 | 0.46 | 0.76 | 0.48 | 0.42 | 0.48 |
| Index Kurtosis | 3.83 | 0.55 | 0.12 | -0.31 | -0.04 | 6.63 | 3.37 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | -1.49% | -0.50% | 0.11% | 0.16% | -0.22% | 0.14% | 0.95% |
| Index Average monthly return | 0.36% | 0.76% | 0.89% | 0.86% | 0.63% | 0.68% | 0.75% |
| Fund % of Positive Months | 42% | 50% | 53% | 54% | 50% | 55% | 61% |
| Index % of Positive Months | 75% | 71% | 72% | 67% | 62% | 67% | 64% |
| Fund Average +ve Return | 3.64% | 3.66% | 3.43% | 3.11% | 3.02% | 3.26% | 3.28% |
| Index Average +ve Return | 1.71% | 2.44% | 2.52% | 2.84% | 2.96% | 3.00% | 2.97% |
| Fund Best Month | 5.55% | 7.55% | 7.55% | 7.55% | 7.55% | 10.11% | 10.59% |
| Index Best Month | 4.11% | 4.57% | 7.26% | 7.26% | 7.26% | 10.21% | 10.21% |
| Fund Average -ve Return | -4.94% | -4.42% | -3.40% | -3.16% | -3.31% | -3.42% | -2.76% |
| Index Average -ve Return | -3.53% | -3.18% | -3.18% | -2.94% | -2.96% | -3.66% | -3.22% |
| Fund Worst Month | -11.58% | -11.58% | -11.58% | -11.58% | -11.58% | -11.58% | -11.58% |
| Index Worst Month | -7.15% | -7.15% | -7.15% | -7.15% | -8.77% | -20.65% | -20.65% |
| Fund Largest Drawdown | -23.44% | -23.44% | -23.44% | -23.44% | -23.44% | -30.59% | -30.59% |
| Index Largest Drawdown | -7.15% | -7.15% | -7.15% | -7.19% | |-11.90% | -26.75% | -47.19% |
| Fund Downside Deviation | 16.48 | 13.89 | 11.50 | 10.50 | 11.44 | 10.97 | 8.36 |
| Index Downside Deviation | 8.12 | 7.48 | 7.06 | 7.40 | 8.35 | 11.05 | 9.61 |
| 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 | 17 | 26 | 32 | 37 | 56 | 189 |
| Fund % positive months, when market positive | 44% | 59% | 62% | 63% | 62% | 64% | 64% |
| Cumulative Fund return in positive market | -13.66% | 2.45% | 19.91% | 20.97% | 14.94% | 42.68% | 578.40% |
| Cumulative Index return in positive market | 16.41% | 50.35% | 90.36% | 143.69% | 192.47% | 417.16% | 24595.46% |
| Up Capture Ratio | -83.27% | 4.86% | 22.03% | 14.59% | 7.76% | 10.23% | 2.35% |
| 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 | 7 | 10 | 16 | 23 | 28 | 106 |
| Fund % positive months, when market negative | 33% | 29% | 30% | 38% | 30% | 36% | 57% |
| Cumulative Fund return in negative market | -3.28% | -13.39% | -13.27% | -10.81% | -23.96% | -20.97% | 91.95% |
| Cumulative Index return in negative market | -10.32% | -20.33% | -27.70% | -38.12% | -50.21% | -65.75% | -97.06% |
| Down Capture Ratio | 31.82% | 65.86% | 47.92% | 28.37% | 47.72% | 31.89% | -94.73% |