| Report Date | |
| Manager | |
| Fund Name | |
| Strategy | |
| Latest Return Date | |
| Latest Return | |
| Latest 6 Months | |
| Latest 12 Months | |
| Latest 24 Months (pa) | |
| Annualised Since Inception | |
| Inception Date | |
| FUM (millions) | |
| Fund Overview | |
| Manager Comments | The Fund's Sharpe and Sortino ratios, 1.53 and 2.89 respectively, by contrast with the Index's Sharpe of 1.18 and Sortino of 2.01, highlight the Fund's capacity to achieve superior risk-adjusted returns whilst avoiding the market's downside volatility over the long-term. The Fund's up-capture and down-capture ratios, 133.1% and 71.0% respectively, indicate that, on average, the Fund has significantly outperformed in both rising and falling markets since inception. Over the September quarter, the Fund returned +1.26%. The long side of the portfolio contributed positively while the short side of the portfolio detracted from performance. Positive individual contributors included CYBG (short), Treasury Wine Estates (long) and ResMed (long). Key detractors included James Hardie (short), Domino's Pizza Enterprise (short) and Flight Centre (short). |
| More Information |
