| AFM ADVANCED ANALYTICS | Altor AltFi Income Fund:
Apr 2018
-
May 2026 Index: RBA Cash Rate + 5% |
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|---|---|---|---|---|---|---|---|
| Recent Returns | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 | May-26 |
| Altor AltFi Income Fund | 0.80% | 1.21% | 1.32% | 0.74% | 1.00% | 0.86% | 0.83% |
| RBA Cash Rate + 5% | 0.69% | 0.69% | 0.69% | 0.71% | 0.73% | 0.75% | 0.75% |
| Annual Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Annual Return per annum | 11.85% | 10.65% | 12.21% | 11.35% | 10.89% | 11.60% | 11.50% |
| Index Annual Return per annum | 8.83% | 9.04% | 9.11% | 8.75% | 8.01% | 7.27% | 7.16% |
| Fund Cumulative Return (on $100) | $111.85 | $122.42 | $141.29 | $153.76 | $167.69 | $215.62 | $243.32 |
| Index Cumulative Return (on $100) | $108.83 | $118.89 | $129.88 | $139.85 | $147.01 | $163.48 | $175.95 |
| Fund Annualised Standard Deviation | 0.61 | 0.56 | 2.91 | 2.56 | 2.34 | 2.81 | 2.61 |
| Index Annualised Standard Deviation | 0.07 | 0.08 | 0.07 | 0.22 | 0.44 | 0.49 | 0.46 |
| Fund Sharpe Ratio | 11.71 | 10.04 | 2.61 | 2.82 | 3.21 | 3.08 | 3.33 |
| Index Sharpe Ratio | 1444.30 | 1304.27 | 1438.50 | 485.23 | 241.67 | 218.57 | 233.35 |
| Fund Sortino Ratio | N/A | N/A | N/A | N/A | N/A | 381.45 | 412.95 |
| Index Sortino Ratio | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| Fund Skew | 1.14 | 1.54 | 5.68 | 6.48 | 6.86 | 4.96 | 5.36 |
| Index Skew | 1.02 | -0.34 | -0.81 | -2.09 | -1.04 | -0.11 | 0.07 |
| Fund Kurtosis | 0.23 | 2.28 | 33.28 | 43.71 | 50.50 | 26.75 | 31.53 |
| Index Kurtosis | -0.33 | -1.60 | -0.78 | 4.50 | -0.64 | -1.85 | -1.71 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | 0.94% | 0.85% | 0.96% | 0.90% | 0.87% | 0.92% | 0.91% |
| Index Average monthly return | 0.71% | 0.72% | 0.73% | 0.70% | 0.64% | 0.59% | 0.58% |
| Fund % of Positive Months | 100% | 100% | 100% | 100% | 100% | 99% | 99% |
| Index % of Positive Months | 100% | 100% | 100% | 100% | 100% | 100% | 100% |
| Fund Average +ve Return | 0.94% | 0.85% | 0.97% | 0.90% | 0.87% | 0.93% | 0.92% |
| Index Average +ve Return | 0.71% | 0.72% | 0.73% | 0.70% | 0.64% | 0.59% | 0.58% |
| Fund Best Month | 1.32% | 1.32% | 5.85% | 5.85% | 5.85% | 5.85% | 5.85% |
| Index Best Month | 0.75% | 0.75% | 0.75% | 0.75% | 0.75% | 0.75% | 0.75% |
| Fund Average -ve Return | N/A | N/A | N/A | N/A | N/A | -0.03% | -0.03% |
| Index Average -ve Return | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| Fund Worst Month | 0.74% | 0.63% | 0.62% | 0.59% | 0.50% | -0.03% | -0.03% |
| Index Worst Month | 0.69% | 0.69% | 0.69% | 0.47% | 0.42% | 0.42% | 0.42% |
| Fund Largest Drawdown | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.03% | -0.03% |
| Index Largest Drawdown | 0.00% | 0.00% | 0.00% | 0.00% | |0.00% | 0.00% | 0.00% |
| Fund Downside Deviation | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.02 | 0.02 |
| Index Downside Deviation | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Performance in Positive Markets | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Number of months market was positive | 12 | 24 | 36 | 48 | 60 | 84 | 98 |
| Fund % positive months, when market positive | 100% | 100% | 100% | 100% | 100% | 99% | 99% |
| Cumulative Fund return in positive market | 11.85% | 22.42% | 41.29% | 53.76% | 67.69% | 115.62% | 143.32% |
| Cumulative Index return in positive market | 8.83% | 18.89% | 29.88% | 39.85% | 47.01% | 63.48% | 75.95% |
| Up Capture Ratio | 134.18% | 118.70% | 138.16% | 134.91% | 144.02% | 182.12% | 188.71% |
| Performance in Negative Markets | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Number of months market was negative | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Fund % positive months, when market negative | 0% | 0% | 0% | 0% | 0% | 0% | 0% |
| Cumulative Fund return in negative market | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Cumulative Index return in negative market | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Down Capture Ratio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |