| AFM ADVANCED ANALYTICS | ASCF High Yield Fund:
Mar 2017
-
May 2026 Index: Bloomberg AusBond Composite 0+ Yr Index |
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|---|---|---|---|---|---|---|---|
| Recent Returns | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 | May-26 |
| ASCF High Yield Fund | 0.63% | 0.63% | 0.64% | 0.58% | 0.64% | 0.62% | 0.64% |
| Bloomberg AusBond Composite 0+ Yr Index | -0.88% | -0.63% | 0.21% | 0.88% | -1.42% | 0.05% | 1.62% |
| Annual Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Annual Return per annum | 7.87% | 7.86% | 7.69% | 7.40% | 7.33% | 7.67% | 8.10% |
| Index Annual Return per annum | 1.31% | 4.04% | 2.97% | 2.66% | 0.32% | 0.74% | 1.94% |
| Fund Cumulative Return (on $100) | $107.87 | $116.33 | $124.90 | $133.06 | $142.42 | $167.78 | $205.48 |
| Index Cumulative Return (on $100) | $101.31 | $108.24 | $109.18 | $111.07 | $101.59 | $105.31 | $119.44 |
| Fund Annualised Standard Deviation | 0.07 | 0.08 | 0.10 | 0.16 | 0.16 | 0.22 | 0.35 |
| Index Annualised Standard Deviation | 2.70 | 2.97 | 4.08 | 4.98 | 5.36 | 4.98 | 4.52 |
| Fund Sharpe Ratio | 34.62 | 31.42 | 25.14 | 19.43 | 10.11 | 8.75 | 9.12 |
| Index Sharpe Ratio | -0.90 | 0.02 | -0.25 | -0.19 | -0.48 | -0.28 | -0.01 |
| Fund Sortino Ratio | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| Index Sortino Ratio | -1.04 | 0.00 | -0.35 | -0.29 | -0.64 | -0.39 | N/A |
| Fund Skew | -1.33 | -1.36 | -0.76 | -0.54 | -0.35 | 0.11 | 0.82 |
| Index Skew | -0.16 | -0.83 | -0.15 | 0.14 | -0.10 | -0.30 | -0.46 |
| Fund Kurtosis | 4.38 | 2.80 | -0.22 | -0.98 | -1.03 | -0.54 | 2.19 |
| Index Kurtosis | 0.43 | 0.87 | 0.24 | -0.33 | -0.07 | 0.45 | 1.02 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | 0.63% | 0.63% | 0.62% | 0.60% | 0.59% | 0.62% | 0.65% |
| Index Average monthly return | 0.11% | 0.33% | 0.24% | 0.22% | 0.03% | 0.06% | 0.17% |
| Fund % of Positive Months | 100% | 100% | 100% | 100% | 100% | 100% | 100% |
| Index % of Positive Months | 67% | 79% | 72% | 67% | 62% | 61% | 64% |
| Fund Average +ve Return | 0.63% | 0.63% | 0.62% | 0.60% | 0.59% | 0.62% | 0.65% |
| Index Average +ve Return | 0.54% | 0.68% | 0.83% | 1.04% | 1.03% | 0.97% | 0.91% |
| Fund Best Month | 0.67% | 0.67% | 0.67% | 0.67% | 0.67% | 0.75% | 1.02% |
| Index Best Month | 1.62% | 1.66% | 3.01% | 3.36% | 3.36% | 3.36% | 3.36% |
| Fund Average -ve Return | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| Index Average -ve Return | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| Fund Worst Month | 0.58% | 0.57% | 0.55% | 0.49% | 0.49% | 0.49% | 0.35% |
| Index Worst Month | -1.42% | -1.88% | -1.98% | -2.54% | -3.75% | -3.75% | -3.75% |
| Fund Largest Drawdown | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Index Largest Drawdown | -1.84% | -1.88% | -3.35% | -5.20% | |-12.94% | -13.20% | -13.20% |
| Fund Downside Deviation | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Index Downside Deviation | 2.36 | 2.31 | 3.17 | 3.61 | 4.17 | 3.85 | 3.39 |
| Performance in Positive Markets | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Number of months market was positive | 8 | 19 | 26 | 32 | 37 | 51 | 71 |
| Fund % positive months, when market positive | 100% | 100% | 100% | 100% | 100% | 100% | 100% |
| Cumulative Fund return in positive market | 5.14% | 12.66% | 17.49% | 21.31% | 24.94% | 37.47% | 60.10% |
| Cumulative Index return in positive market | 4.37% | 13.65% | 23.79% | 39.13% | 45.78% | 63.37% | 90.52% |
| Up Capture Ratio | 117.61% | 92.78% | 73.53% | 54.47% | 54.48% | 59.13% | 66.39% |
| 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 | 5 | 10 | 16 | 23 | 33 | 40 |
| Fund % positive months, when market negative | 100% | 100% | 100% | 100% | 100% | 100% | 100% |
| Cumulative Fund return in negative market | 2.59% | 3.25% | 6.30% | 9.69% | 13.99% | 22.04% | 28.35% |
| Cumulative Index return in negative market | -2.93% | -4.76% | -11.80% | -20.16% | -30.31% | -35.54% | -37.31% |
| Down Capture Ratio | -88.51% | -68.41% | -53.42% | -48.04% | -46.15% | -62.03% | -75.98% |