Advanced Statistics

You can now select a custom benchmark for the advanced statistics calculations.
|
AFM ADVANCED ANALYTICS Insync Global Capital Aware 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 Capital Aware Fund -2.49% -7.58% -2.28% 2.61% 2.15% 3.33% 1.83%
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 -8.32% 0.93% 5.14% 9.30% 1.67% 6.75% 9.53%
Index Annual Return per annum 9.75% 14.65% 15.63% 16.86% 10.90% 12.73% 11.83%
Fund Cumulative Return (on $100) $91.68 $101.87 $116.23 $142.71 $108.66 $157.95 $466.26
Index Cumulative Return (on $100) $109.75 $131.45 $154.61 $186.50 $167.75 $231.41 $662.54
Fund Annualised Standard Deviation 10.76 9.72 10.68 11.12 13.21 13.32 11.23
Index Annualised Standard Deviation 12.17 10.91 10.63 10.65 11.08 11.08 10.40
Fund Sharpe Ratio -1.12 -0.26 0.14 0.51 -0.05 0.38 0.64
Index Sharpe Ratio 0.51 0.95 1.05 1.16 0.71 0.93 0.89
Fund Sortino Ratio -1.22 -0.39 0.13 0.68 -0.16 0.48 0.98
Index Sortino Ratio 0.67 1.42 1.64 1.87 1.05 1.40 1.40
Fund Skew -0.73 -0.63 -0.25 -0.41 -0.29 -0.12 -0.05
Index Skew -0.60 -0.72 -0.60 -0.59 -0.34 -0.57 -0.27
Fund Kurtosis 0.10 0.83 0.12 -0.21 -0.39 -0.33 -0.04
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 -0.72% 0.08% 0.42% 0.74% 0.14% 0.55% 0.81%
Index Average monthly return 0.78% 1.15% 1.22% 1.31% 0.87% 1.00% 0.98%
Fund % of Positive Months 50% 50% 56% 63% 57% 57% 59%
Index % of Positive Months 58% 67% 67% 69% 62% 64% 63%
Fund Average +ve Return 2.03% 2.37% 2.69% 2.83% 2.96% 3.31% 2.96%
Index Average +ve Return 3.13% 2.96% 3.05% 3.08% 3.06% 3.00% 2.88%
Fund Best Month 3.33% 5.24% 6.54% 6.54% 7.71% 9.56% 9.56%
Index Best Month 6.24% 6.24% 6.24% 6.24% 6.24% 7.49% 8.06%
Fund Average -ve Return -3.37% -2.14% -2.31% -2.60% -3.38% -2.97% -2.23%
Index Average -ve Return -2.37% -2.33% -2.31% -2.44% -2.53% -2.45% -2.19%
Fund Worst Month -7.58% -7.58% -7.58% -7.58% -9.49% -9.49% -9.49%
Index Worst Month -7.18% -7.18% -7.18% -7.18% -7.18% -8.08% -8.08%
Fund Largest Drawdown -18.71% -18.71% -18.71% -18.71% -29.45% -29.45% -29.45%
Index Largest Drawdown -9.70% -9.70% -9.70% -9.70%-16.02% -16.02% -16.02%
Fund Downside Deviation 10.30 7.75 7.53 7.47 9.72 8.69 6.74
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% 81%
Cumulative Fund return in positive market 5.35% 18.23% 51.34% 103.56% 137.01% 285.21% 1632.43%
Cumulative Index return in positive market 23.93% 59.00% 105.09% 170.63% 203.68% 390.68% 3500.47%
Up Capture Ratio 22.34% 30.90% 48.85% 60.70% 67.27% 73.00% 46.63%
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% 25% 17% 20% 13% 13% 21%
Cumulative Fund return in negative market -12.97% -13.84% -23.20% -29.89% -54.15% -59.00% -73.09%
Cumulative Index return in negative market -11.44% -17.33% -24.61% -31.09% -44.76% -52.84% -81.60%
Down Capture Ratio 113.39% 79.89% 94.24% 96.17% 120.98% 111.65% 89.57%