| AFM ADVANCED ANALYTICS | Bennelong Long Short Equity Fund:
Feb 2002
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May 2026 Index: ASX 200 Total Return |
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|---|---|---|---|---|---|---|---|
| Recent Returns | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 | May-26 |
| Bennelong Long Short Equity Fund | -5.22% | -3.13% | 4.87% | -11.58% | -1.26% | 2.80% | -1.28% |
| ASX 200 Total Return | -2.66% | 1.30% | 1.78% | 4.11% | -7.15% | 2.18% | 1.15% |
| Annual Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Annual Return per annum | -15.14% | -7.52% | -0.31% | 2.36% | -0.62% | 2.51% | 11.04% |
| Index Annual Return per annum | 6.89% | 10.08% | 11.02% | 8.93% | 8.10% | 8.47% | 8.29% |
| Fund Cumulative Return (on $100) | $84.86 | $85.52 | $99.07 | $109.76 | $96.95 | $118.93 | $1279.28 |
| Index Cumulative Return (on $100) | $106.89 | $121.17 | $136.84 | $140.81 | $147.63 | $176.63 | $695.20 |
| Fund Annualised Standard Deviation | 16.38 | 15.57 | 14.42 | 13.21 | 14.32 | 14.85 | 13.17 |
| Index Annualised Standard Deviation | 9.98 | 10.44 | 10.63 | 12.59 | 12.30 | 14.90 | 13.18 |
| Fund Sharpe Ratio | -1.14 | -0.68 | -0.23 | -0.04 | -0.18 | 0.09 | 0.61 |
| Index Sharpe Ratio | 0.34 | 0.60 | 0.66 | 0.45 | 0.46 | 0.47 | 0.42 |
| Fund Sortino Ratio | -1.28 | -0.88 | -0.38 | -0.13 | -0.32 | 0.02 | 0.86 |
| Index Sortino Ratio | 0.36 | 0.76 | 0.91 | 0.57 | 0.58 | 0.53 | 0.48 |
| Fund Skew | -0.73 | -0.57 | -0.64 | -0.73 | -0.52 | -0.40 | -0.24 |
| Index Skew | -1.72 | -0.93 | -0.50 | -0.48 | -0.42 | -1.56 | -1.10 |
| Fund Kurtosis | 0.14 | 0.22 | 0.62 | 1.05 | 0.82 | 0.46 | 0.51 |
| Index Kurtosis | 3.51 | 0.38 | 0.01 | -0.10 | -0.05 | 6.38 | 3.31 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | -1.36% | -0.65% | -0.03% | 0.19% | -0.05% | 0.21% | 0.95% |
| Index Average monthly return | 0.56% | 0.80% | 0.87% | 0.72% | 0.65% | 0.68% | 0.74% |
| Fund % of Positive Months | 42% | 46% | 50% | 54% | 52% | 55% | 61% |
| Index % of Positive Months | 75% | 71% | 69% | 65% | 62% | 65% | 64% |
| Fund Average +ve Return | 3.24% | 3.34% | 3.36% | 3.05% | 3.10% | 3.31% | 3.28% |
| Index Average +ve Return | 1.98% | 2.51% | 2.63% | 3.01% | 3.00% | 3.09% | 3.00% |
| Fund Best Month | 4.87% | 7.55% | 7.55% | 7.55% | 10.11% | 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 | -4.45% | -3.84% | -3.23% | -3.02% | -3.24% | -3.35% | -2.74% |
| Index Average -ve Return | -3.53% | -3.18% | -2.96% | -3.28% | -2.96% | -3.62% | -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% | -8.77% | -8.77% | -20.65% | -20.65% |
| Fund Largest Drawdown | -21.78% | -21.78% | -21.78% | -21.78% | -23.38% | -30.59% | -30.59% |
| Index Largest Drawdown | -7.15% | -7.15% | -7.19% | -7.19% | |-11.90% | -26.75% | -47.19% |
| Fund Downside Deviation | 15.67 | 13.43 | 11.43 | 10.19 | 11.17 | 10.82 | 8.33 |
| Index Downside Deviation | 8.12 | 7.48 | 7.09 | 8.62 | 8.35 | 11.09 | 9.66 |
| 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 | 25 | 31 | 37 | 55 | 186 |
| Fund % positive months, when market positive | 44% | 53% | 56% | 65% | 65% | 65% | 64% |
| Cumulative Fund return in positive market | -12.26% | -1.26% | 11.40% | 25.65% | 27.49% | 54.36% | 566.48% |
| Cumulative Index return in positive market | 19.19% | 52.09% | 90.65% | 149.43% | 196.51% | 428.13% | 23525.12% |
| Up Capture Ratio | -63.87% | -2.42% | 12.57% | 17.17% | 13.99% | 12.70% | 2.41% |
| 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 | 11 | 17 | 23 | 29 | 106 |
| Fund % positive months, when market negative | 33% | 29% | 36% | 35% | 30% | 34% | 57% |
| Cumulative Fund return in negative market | -3.28% | -13.39% | -11.07% | -12.64% | -23.96% | -22.95% | 91.95% |
| Cumulative Index return in negative market | -10.32% | -20.33% | -28.23% | -43.55% | -50.21% | -66.56% | -97.06% |
| Down Capture Ratio | 31.82% | 65.86% | 39.20% | 29.04% | 47.72% | 34.49% | -94.73% |