| AFM ADVANCED ANALYTICS | DS Capital Growth Fund:
Jan 2013
-
May 2026 Index: ASX 200 Total Return |
||||||
|---|---|---|---|---|---|---|---|
| Recent Returns | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 | May-26 |
| DS Capital Growth Fund | -2.79% | -2.66% | -0.27% | -2.26% | -7.88% | 7.54% | 1.31% |
| 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 | 0.83% | 6.89% | 10.65% | 7.75% | 4.76% | 8.38% | 11.71% |
| Index Annual Return per annum | 6.89% | 10.08% | 11.02% | 8.93% | 8.10% | 8.47% | 9.11% |
| Fund Cumulative Return (on $100) | $100.83 | $114.26 | $135.47 | $134.80 | $126.20 | $175.69 | $441.63 |
| Index Cumulative Return (on $100) | $106.89 | $121.17 | $136.84 | $140.81 | $147.63 | $176.63 | $322.20 |
| Fund Annualised Standard Deviation | 13.12 | 11.79 | 11.70 | 13.10 | 13.26 | 15.21 | 12.13 |
| Index Annualised Standard Deviation | 9.98 | 10.44 | 10.63 | 12.59 | 12.30 | 14.90 | 13.22 |
| Fund Sharpe Ratio | -0.16 | 0.29 | 0.58 | 0.36 | 0.20 | 0.46 | 0.80 |
| Index Sharpe Ratio | 0.34 | 0.60 | 0.66 | 0.45 | 0.46 | 0.47 | 0.57 |
| Fund Sortino Ratio | -0.31 | 0.32 | 0.77 | 0.42 | 0.18 | 0.55 | 1.12 |
| Index Sortino Ratio | 0.36 | 0.76 | 0.91 | 0.57 | 0.58 | 0.53 | 0.71 |
| Fund Skew | -0.07 | -0.48 | -0.53 | -0.31 | -0.31 | -0.74 | -0.89 |
| Index Skew | -1.72 | -0.93 | -0.50 | -0.48 | -0.42 | -1.56 | -1.28 |
| Fund Kurtosis | 1.06 | 0.78 | 0.17 | -0.02 | -0.25 | 3.46 | 5.61 |
| Index Kurtosis | 3.51 | 0.38 | 0.01 | -0.10 | -0.05 | 6.38 | 5.38 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | 0.07% | 0.56% | 0.85% | 0.62% | 0.39% | 0.67% | 0.99% |
| Index Average monthly return | 0.56% | 0.80% | 0.87% | 0.72% | 0.65% | 0.68% | 0.80% |
| Fund % of Positive Months | 58% | 67% | 69% | 63% | 62% | 64% | 67% |
| Index % of Positive Months | 75% | 71% | 69% | 65% | 62% | 65% | 64% |
| Fund Average +ve Return | 2.51% | 2.48% | 2.74% | 3.07% | 2.94% | 3.17% | 2.73% |
| Index Average +ve Return | 1.98% | 2.51% | 2.63% | 3.01% | 3.00% | 3.09% | 2.98% |
| Fund Best Month | 7.54% | 7.54% | 7.54% | 8.75% | 8.75% | 14.05% | 14.05% |
| Index Best Month | 4.11% | 4.57% | 7.26% | 7.26% | 7.26% | 10.21% | 10.21% |
| Fund Average -ve Return | -3.17% | -3.12% | -3.27% | -3.25% | -3.53% | -3.55% | -2.57% |
| Index Average -ve Return | -3.53% | -3.18% | -2.96% | -3.28% | -2.96% | -3.62% | -3.07% |
| Fund Worst Month | -7.88% | -7.88% | -7.88% | -8.25% | -8.25% | -17.76% | -17.76% |
| Index Worst Month | -7.15% | -7.15% | -7.15% | -8.77% | -8.77% | -20.65% | -20.65% |
| Fund Largest Drawdown | -15.03% | -15.03% | -15.03% | -15.03% | -21.56% | -22.53% | -22.53% |
| Index Largest Drawdown | -7.15% | -7.15% | -7.19% | -7.19% | |-11.90% | -26.75% | -26.75% |
| Fund Downside Deviation | 9.63 | 8.44 | 7.98 | 8.99 | 9.42 | 10.66 | 8.07 |
| Index Downside Deviation | 8.12 | 7.48 | 7.09 | 8.62 | 8.35 | 11.09 | 9.39 |
| 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 | 103 |
| Fund % positive months, when market positive | 67% | 82% | 88% | 87% | 86% | 85% | 88% |
| Cumulative Fund return in positive market | 12.23% | 36.45% | 75.02% | 118.94% | 146.90% | 339.85% | 1145.66% |
| Cumulative Index return in positive market | 19.19% | 52.09% | 90.65% | 149.43% | 196.51% | 428.13% | 1927.72% |
| Up Capture Ratio | 63.72% | 69.98% | 82.76% | 79.59% | 74.75% | 79.38% | 59.43% |
| 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 | 58 |
| Fund % positive months, when market negative | 33% | 29% | 27% | 18% | 22% | 24% | 29% |
| Cumulative Fund return in negative market | -10.16% | -16.26% | -22.60% | -38.43% | -48.89% | -60.06% | -64.55% |
| Cumulative Index return in negative market | -10.32% | -20.33% | -28.23% | -43.55% | -50.21% | -66.56% | -84.11% |
| Down Capture Ratio | 98.44% | 79.98% | 80.06% | 88.25% | 97.36% | 90.24% | 76.74% |