| AFM ADVANCED ANALYTICS | 4D Global Infrastructure Fund (Unhedged):
Mar 2016
-
Jun 2026 Index: S&P Global Infrastructure TR Index (AUD) |
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|---|---|---|---|---|---|---|---|
| Recent Returns | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 | May-26 | Jun-26 |
| 4D Global Infrastructure Fund (Unhedged) | -2.39% | 2.34% | 5.26% | -2.11% | -0.49% | -4.67% | 5.11% |
| S&P Global Infrastructure TR Index (AUD) | -2.59% | 0.71% | 5.54% | -1.95% | -0.87% | -2.34% | 5.65% |
| Annual Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Annual Return per annum | 10.76% | 17.25% | 10.97% | 12.09% | 10.01% | 8.06% | 10.06% |
| Index Annual Return per annum | 11.50% | 20.19% | 15.50% | 13.62% | 13.84% | 9.43% | 10.48% |
| Fund Cumulative Return (on $100) | $110.76 | $137.48 | $136.67 | $157.83 | $161.12 | $172.01 | $269.16 |
| Index Cumulative Return (on $100) | $111.50 | $144.46 | $154.07 | $166.66 | $191.17 | $187.89 | $280.05 |
| Fund Annualised Standard Deviation | 10.45 | 9.37 | 10.24 | 10.84 | 10.48 | 12.40 | 11.53 |
| Index Annualised Standard Deviation | 9.32 | 8.52 | 8.95 | 9.58 | 9.19 | 12.13 | 11.34 |
| Fund Sharpe Ratio | 0.67 | 1.33 | 0.68 | 0.76 | 0.68 | 0.51 | 0.72 |
| Index Sharpe Ratio | 0.81 | 1.76 | 1.21 | 1.00 | 1.13 | 0.62 | 0.76 |
| Fund Sortino Ratio | 1.02 | 2.63 | 1.08 | 1.18 | 1.00 | 0.63 | 0.99 |
| Index Sortino Ratio | 1.51 | 3.98 | 2.27 | 1.60 | 1.86 | 0.76 | 1.01 |
| Fund Skew | -0.15 | 0.12 | 0.22 | -0.13 | -0.19 | -1.14 | -1.00 |
| Index Skew | 0.52 | 0.10 | 0.03 | -0.32 | -0.37 | -1.96 | -1.65 |
| Fund Kurtosis | -0.88 | 0.09 | 0.03 | -0.21 | -0.02 | 5.56 | 5.17 |
| Index Kurtosis | -0.68 | -0.76 | -0.68 | -0.37 | -0.24 | 9.46 | 8.31 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | 0.86% | 1.34% | 0.87% | 0.96% | 0.80% | 0.65% | 0.86% |
| Index Average monthly return | 0.91% | 1.54% | 1.21% | 1.07% | 1.09% | 0.75% | 0.89% |
| Fund % of Positive Months | 58% | 71% | 64% | 65% | 65% | 64% | 64% |
| Index % of Positive Months | 67% | 75% | 72% | 73% | 70% | 67% | 65% |
| Fund Average +ve Return | 3.04% | 2.61% | 2.59% | 2.83% | 2.61% | 2.66% | 2.74% |
| Index Average +ve Return | 2.39% | 2.64% | 2.47% | 2.45% | 2.49% | 2.53% | 2.61% |
| Fund Best Month | 5.26% | 7.19% | 7.53% | 7.53% | 7.53% | 9.76% | 9.76% |
| Index Best Month | 5.65% | 5.94% | 5.94% | 5.94% | 5.94% | 8.01% | 8.01% |
| Fund Average -ve Return | -2.10% | -1.63% | -2.05% | -2.32% | -2.43% | -2.78% | -2.44% |
| Index Average -ve Return | -1.94% | -1.62% | -1.96% | -2.51% | -2.07% | -2.61% | -2.36% |
| Fund Worst Month | -4.67% | -4.67% | -4.91% | -6.58% | -6.58% | -16.56% | -16.56% |
| Index Worst Month | -2.59% | -2.59% | -3.95% | -5.69% | -5.69% | -18.26% | -18.26% |
| Fund Largest Drawdown | -7.14% | -7.14% | -7.73% | -7.73% | -10.99% | -19.77% | -19.77% |
| Index Largest Drawdown | -5.08% | -5.08% | -6.58% | -8.36% | |-8.36% | -24.67% | -24.67% |
| Fund Downside Deviation | 6.37 | 4.58 | 5.92 | 6.51 | 6.57 | 8.68 | 7.63 |
| Index Downside Deviation | 4.73 | 3.66 | 4.60 | 5.68 | 5.39 | 8.94 | 7.87 |
| 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 | 18 | 26 | 35 | 42 | 56 | 81 |
| Fund % positive months, when market positive | 88% | 83% | 81% | 83% | 86% | 89% | 90% |
| Cumulative Fund return in positive market | 22.20% | 49.07% | 68.90% | 120.15% | 151.81% | 278.01% | 654.63% |
| Cumulative Index return in positive market | 20.60% | 59.35% | 87.90% | 132.12% | 179.37% | 301.79% | 698.39% |
| Up Capture Ratio | 107.79% | 82.68% | 78.38% | 90.94% | 84.63% | 92.12% | 93.73% |
| 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 | 6 | 10 | 13 | 18 | 28 | 43 |
| Fund % positive months, when market negative | 0% | 33% | 20% | 15% | 17% | 14% | 14% |
| Cumulative Fund return in negative market | -9.36% | -7.77% | -19.09% | -28.30% | -36.01% | -54.50% | -64.33% |
| Cumulative Index return in negative market | -7.54% | -9.35% | -18.01% | -28.20% | -31.57% | -53.24% | -64.92% |
| Down Capture Ratio | 124.11% | 83.18% | 105.99% | 100.37% | 114.07% | 102.36% | 99.09% |