| AFM ADVANCED ANALYTICS | Magellan Global Opportunities Fund Active ETF (ASX:OPPT):
Oct 2019
-
May 2026 Index: All Countries World Index (AUD) |
||||||
|---|---|---|---|---|---|---|---|
| Recent Returns | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 | May-26 |
| Magellan Global Opportunities Fund Active ETF (AS... | 0.33% | -0.11% | -5.34% | -1.81% | -4.25% | 2.19% | 1.43% |
| All Countries World Index (AUD) | 0.02% | -0.92% | -1.29% | -0.52% | -7.18% | 6.24% | 5.23% |
| Annual Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Annual Return per annum | -4.21% | 4.26% | 10.40% | 11.88% | 5.70% | N/A | 6.46% |
| Index Annual Return per annum | 14.84% | 15.82% | 17.58% | 15.93% | 12.66% | N/A | 12.73% |
| Fund Cumulative Return (on $100) | $95.79 | $108.71 | $134.55 | $156.70 | $131.94 | $N/A | $151.83 |
| Index Cumulative Return (on $100) | $114.84 | $134.14 | $162.54 | $180.63 | $181.45 | $N/A | $222.33 |
| Fund Annualised Standard Deviation | 8.62 | 11.71 | 12.02 | 13.26 | 14.22 | N/A | 13.57 |
| Index Annualised Standard Deviation | 11.94 | 10.87 | 10.77 | 11.22 | 11.12 | N/A | 11.25 |
| Fund Sharpe Ratio | -0.89 | 0.08 | 0.55 | 0.64 | 0.26 | N/A | 0.36 |
| Index Sharpe Ratio | 0.91 | 1.05 | 1.19 | 1.06 | 0.87 | N/A | 0.93 |
| Fund Sortino Ratio | -1.02 | 0.03 | 0.73 | 0.89 | 0.26 | N/A | 0.41 |
| Index Sortino Ratio | 1.30 | 1.59 | 1.93 | 1.66 | 1.32 | N/A | 1.38 |
| Fund Skew | -0.64 | -0.28 | -0.40 | -0.31 | -0.38 | N/A | -0.53 |
| Index Skew | -0.95 | -0.79 | -0.65 | -0.54 | -0.43 | N/A | -0.56 |
| Fund Kurtosis | 0.09 | -0.01 | -0.23 | -0.56 | -0.49 | N/A | -0.12 |
| Index Kurtosis | 1.60 | 0.72 | 0.02 | -0.42 | -0.62 | N/A | -0.01 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | -0.36% | 0.35% | 0.83% | 0.94% | 0.46% | N/A | 0.60% |
| Index Average monthly return | 1.16% | 1.23% | 1.36% | 1.24% | 1.00% | N/A | 1.06% |
| Fund % of Positive Months | 58% | 63% | 69% | 67% | 62% | N/A | 64% |
| Index % of Positive Months | 67% | 67% | 67% | 67% | 63% | N/A | 64% |
| Fund Average +ve Return | 1.35% | 2.49% | 2.75% | 3.23% | 3.22% | N/A | 3.02% |
| Index Average +ve Return | 3.07% | 3.05% | 3.23% | 3.22% | 3.14% | N/A | 3.06% |
| Fund Best Month | 3.69% | 6.98% | 6.98% | 7.96% | 7.96% | N/A | 7.96% |
| Index Best Month | 6.24% | 6.24% | 6.24% | 6.24% | 6.24% | N/A | 7.49% |
| Fund Average -ve Return | -2.68% | -3.08% | -3.35% | -3.43% | -3.76% | N/A | -3.65% |
| Index Average -ve Return | -2.48% | -2.25% | -2.25% | -2.57% | -2.56% | N/A | -2.47% |
| Fund Worst Month | -5.34% | -7.26% | -7.26% | -7.26% | -9.30% | N/A | -9.30% |
| Index Worst Month | -7.18% | -7.18% | -7.18% | -7.18% | -7.18% | N/A | -8.08% |
| Fund Largest Drawdown | -11.16% | -12.68% | -12.68% | -12.68% | -27.90% | N/A | -27.90% |
| Index Largest Drawdown | -9.70% | -9.70% | -9.70% | -9.70% | |-16.02% | N/A | -16.02% |
| Fund Downside Deviation | 7.89 | 8.48 | 8.05 | 8.52 | 9.99 | N/A | 9.58 |
| Index Downside Deviation | 7.83 | 6.79 | 6.37 | 6.73 | 6.81 | N/A | 7.04 |
| 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 | 16 | 24 | 32 | 38 | N/A | 51 |
| Fund % positive months, when market positive | 88% | 94% | 96% | 94% | 92% | N/A | 90% |
| Cumulative Fund return in positive market | 7.75% | 41.59% | 84.22% | 157.11% | 200.16% | N/A | 300.31% |
| Cumulative Index return in positive market | 27.18% | 61.24% | 114.02% | 174.58% | 222.15% | N/A | 362.34% |
| Up Capture Ratio | 28.52% | 67.91% | 73.87% | 89.99% | 90.10% | N/A | 82.88% |
| 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 | 8 | 12 | 16 | 22 | N/A | 29 |
| Fund % positive months, when market negative | 0% | 0% | 17% | 13% | 9% | N/A | 17% |
| Cumulative Fund return in negative market | -11.10% | -23.22% | -26.96% | -39.05% | -56.04% | N/A | -62.07% |
| Cumulative Index return in negative market | -9.70% | -16.81% | -24.05% | -34.21% | -43.67% | N/A | -51.91% |
| Down Capture Ratio | 114.41% | 138.17% | 112.10% | 114.14% | 128.32% | N/A | 119.57% |