Advanced Statistics

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AFM ADVANCED ANALYTICS Insync Global Capital Aware 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 Capital Aware Fund -1.24% -3.58% -3.07% -2.49% -7.58% -2.28% 2.61%
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 -16.40% -1.71% 4.67% 7.05% 3.37% 7.52% 9.20%
Index Annual Return per annum 14.84% 15.82% 17.58% 15.93% 12.66% 13.55% 11.87%
Fund Cumulative Return (on $100) $83.60 $96.60 $114.67 $131.32 $118.05 $166.11 $433.81
Index Cumulative Return (on $100) $114.84 $134.14 $162.54 $180.63 $181.45 $243.43 $648.31
Fund Annualised Standard Deviation 8.87 9.44 10.63 11.82 13.88 13.49 11.29
Index Annualised Standard Deviation 11.94 10.87 10.77 11.22 11.12 11.14 10.43
Fund Sharpe Ratio -2.38 -0.56 0.10 0.33 0.10 0.44 0.62
Index Sharpe Ratio 0.91 1.05 1.19 1.06 0.87 1.00 0.89
Fund Sortino Ratio -2.06 -0.73 0.07 0.40 0.04 0.58 0.93
Index Sortino Ratio 1.30 1.59 1.93 1.66 1.32 1.53 1.41
Fund Skew -0.81 -0.52 -0.22 -0.21 -0.13 -0.13 -0.03
Index Skew -0.95 -0.79 -0.65 -0.54 -0.43 -0.58 -0.28
Fund Kurtosis 1.55 1.01 0.17 -0.56 -0.33 -0.41 -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 -1.48% -0.14% 0.38% 0.57% 0.28% 0.61% 0.79%
Index Average monthly return 1.16% 1.23% 1.36% 1.24% 1.00% 1.06% 0.98%
Fund % of Positive Months 25% 46% 56% 58% 57% 57% 58%
Index % of Positive Months 67% 67% 67% 67% 63% 64% 63%
Fund Average +ve Return 1.62% 2.23% 2.62% 3.01% 3.22% 3.42% 2.98%
Index Average +ve Return 3.07% 3.05% 3.23% 3.22% 3.14% 3.08% 2.89%
Fund Best Month 2.61% 5.24% 6.54% 6.54% 9.56% 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 -2.47% -2.09% -2.31% -2.70% -3.38% -2.97% -2.23%
Index Average -ve Return -2.48% -2.25% -2.25% -2.57% -2.56% -2.41% -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 10.46 7.85 7.53 7.96 9.72 8.69 6.79
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% 81%
Cumulative Fund return in positive market -0.74% 17.55% 52.83% 108.51% 166.07% 308.62% 1565.54%
Cumulative Index return in positive market 27.18% 61.24% 114.02% 174.58% 222.15% 410.01% 3355.12%
Up Capture Ratio -2.71% 28.66% 46.34% 62.16% 74.76% 75.27% 46.66%
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% 13% 17% 13% 9% 13% 20%
Cumulative Fund return in negative market -15.78% -17.82% -24.97% -37.02% -55.63% -59.35% -73.95%
Cumulative Index return in negative market -9.70% -16.81% -24.05% -34.21% -43.67% -52.27% -81.24%
Down Capture Ratio 162.69% 106.03% 103.83% 108.20% 127.38% 113.54% 91.04%