| AFM ADVANCED ANALYTICS | Quay Global Real Estate Fund (Unhedged) Active ETF (ASX:QGRU):
Jan 2016
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May 2026 Index: FTSE EPRA/ NAREIT Developed Index NET TR |
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|---|---|---|---|---|---|---|---|
| Recent Returns | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 | May-26 |
| Quay Global Real Estate Fund (Unhedged) Active ET... | 1.17% | -2.66% | -1.48% | 2.15% | -6.67% | 3.95% | -1.04% |
| FTSE EPRA/ NAREIT Developed Index NET TR | 1.84% | -2.82% | -1.24% | 5.20% | -5.32% | 3.38% | -0.93% |
| Annual Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Annual Return per annum | -8.94% | 0.57% | 4.68% | 1.84% | 2.48% | 3.04% | 5.44% |
| Index Annual Return per annum | 1.32% | 7.61% | 6.54% | 3.19% | 3.17% | 2.38% | 4.06% |
| Fund Cumulative Return (on $100) | $91.06 | $101.15 | $114.70 | $107.56 | $113.05 | $123.31 | $173.63 |
| Index Cumulative Return (on $100) | $101.32 | $115.80 | $120.92 | $113.40 | $116.89 | $117.93 | $151.32 |
| Fund Annualised Standard Deviation | 8.94 | 9.75 | 11.49 | 13.23 | 13.32 | 13.29 | 12.51 |
| Index Annualised Standard Deviation | 9.42 | 9.75 | 10.85 | 11.94 | 12.17 | 13.67 | 12.50 |
| Fund Sharpe Ratio | -1.42 | -0.30 | 0.11 | -0.07 | 0.03 | 0.12 | 0.33 |
| Index Sharpe Ratio | -0.21 | 0.40 | 0.27 | 0.01 | 0.07 | 0.08 | 0.22 |
| Fund Sortino Ratio | -1.50 | -0.48 | 0.07 | -0.20 | -0.06 | 0.08 | 0.39 |
| Index Sortino Ratio | -0.35 | 0.59 | 0.33 | -0.06 | 0.02 | 0.01 | 0.21 |
| Fund Skew | -0.46 | 0.24 | 0.08 | 0.09 | 0.05 | -0.43 | -0.34 |
| Index Skew | -0.05 | 0.56 | 0.13 | 0.04 | -0.05 | -1.20 | -1.08 |
| Fund Kurtosis | 1.44 | 1.36 | 0.25 | -0.52 | -0.73 | 0.81 | 0.77 |
| Index Kurtosis | 0.29 | 1.43 | 0.39 | -0.34 | -0.58 | 5.01 | 5.03 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | -0.78% | 0.05% | 0.38% | 0.15% | 0.20% | 0.25% | 0.51% |
| Index Average monthly return | 0.11% | 0.61% | 0.53% | 0.26% | 0.26% | 0.20% | 0.40% |
| Fund % of Positive Months | 33% | 42% | 50% | 48% | 50% | 52% | 54% |
| Index % of Positive Months | 42% | 54% | 58% | 54% | 55% | 55% | 57% |
| Fund Average +ve Return | 2.02% | 2.68% | 3.00% | 3.41% | 3.43% | 3.15% | 3.08% |
| Index Average +ve Return | 2.74% | 2.62% | 2.59% | 2.86% | 2.92% | 2.91% | 2.76% |
| Fund Best Month | 3.95% | 7.40% | 7.40% | 7.49% | 7.49% | 7.49% | 7.86% |
| Index Best Month | 5.20% | 8.45% | 8.45% | 8.45% | 8.45% | 8.45% | 8.45% |
| Fund Average -ve Return | -2.12% | -1.76% | -2.13% | -2.71% | -2.87% | -2.78% | -2.56% |
| Index Average -ve Return | -1.70% | -1.68% | -2.24% | -2.68% | -2.85% | -2.91% | -2.70% |
| Fund Worst Month | -6.67% | -6.67% | -6.67% | -6.67% | -6.67% | -13.30% | -13.30% |
| Index Worst Month | -5.32% | -5.32% | -5.78% | -6.62% | -6.62% | -18.63% | -18.63% |
| Fund Largest Drawdown | -11.26% | -11.81% | -11.81% | -12.44% | -22.45% | -22.45% | -22.45% |
| Index Largest Drawdown | -5.32% | -5.32% | -8.56% | -12.65% | |-22.09% | -26.61% | -26.61% |
| Fund Downside Deviation | 8.71 | 7.08 | 7.76 | 9.29 | 9.23 | 9.52 | 8.45 |
| Index Downside Deviation | 6.93 | 5.79 | 7.11 | 8.37 | 8.55 | 10.40 | 9.13 |
| Performance in Positive Markets | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Number of months market was positive | 5 | 13 | 21 | 26 | 33 | 46 | 71 |
| Fund % positive months, when market positive | 80% | 77% | 86% | 88% | 91% | 91% | 90% |
| Cumulative Fund return in positive market | 5.59% | 24.05% | 61.86% | 105.28% | 160.47% | 261.21% | 603.36% |
| Cumulative Index return in positive market | 14.38% | 39.61% | 70.34% | 107.13% | 156.96% | 270.79% | 580.27% |
| Up Capture Ratio | 38.85% | 60.72% | 87.94% | 98.28% | 102.24% | 96.46% | 103.98% |
| Performance in Negative Markets | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Number of months market was negative | 7 | 11 | 15 | 22 | 27 | 38 | 54 |
| Fund % positive months, when market negative | 0% | 0% | 0% | 0% | 0% | 5% | 7% |
| Cumulative Fund return in negative market | -13.76% | -18.46% | -29.14% | -47.60% | -56.60% | -65.86% | -75.31% |
| Cumulative Index return in negative market | -11.42% | -17.06% | -29.01% | -45.25% | -54.51% | -68.19% | -77.76% |
| Down Capture Ratio | 120.49% | 108.22% | 100.42% | 105.20% | 103.83% | 96.58% | 96.86% |