| AFM ADVANCED ANALYTICS | Cyan C3G Fund:
Aug 2014
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May 2026 Index: S&P/ASX Small Ordinaries Index |
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|---|---|---|---|---|---|---|---|
| Recent Returns | Nov-25 | Dec-25 | Jan-26 | Feb-26 | Mar-26 | Apr-26 | May-26 |
| Cyan C3G Fund | 0.09% | 0.56% | 0.46% | -4.69% | -12.84% | 1.00% | 6.15% |
| S&P/ASX Small Ordinaries Index | -1.48% | 1.42% | 2.74% | -2.57% | -10.96% | 3.33% | 2.03% |
| Annual Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Annual Return per annum | 2.87% | 11.67% | 2.59% | -7.63% | -11.42% | -6.55% | 3.22% |
| Index Annual Return per annum | 11.24% | 10.50% | 10.64% | 6.29% | 4.02% | 5.95% | 6.90% |
| Fund Cumulative Return (on $100) | $102.87 | $124.70 | $107.98 | $72.78 | $54.54 | $62.25 | $145.57 |
| Index Cumulative Return (on $100) | $111.24 | $122.11 | $135.45 | $127.62 | $121.77 | $149.83 | $220.36 |
| Fund Annualised Standard Deviation | 20.98 | 17.66 | 16.71 | 19.06 | 19.10 | 21.28 | 18.09 |
| Index Annualised Standard Deviation | 15.38 | 13.46 | 13.54 | 16.92 | 16.46 | 18.85 | 16.64 |
| Fund Sharpe Ratio | 0.06 | 0.49 | -0.00 | -0.51 | -0.69 | -0.31 | 0.16 |
| Index Sharpe Ratio | 0.53 | 0.52 | 0.52 | 0.23 | 0.14 | 0.29 | 0.36 |
| Fund Sortino Ratio | -0.06 | 0.58 | -0.12 | -0.76 | -0.93 | -0.54 | 0.08 |
| Index Sortino Ratio | 0.59 | 0.63 | 0.67 | 0.20 | 0.08 | 0.26 | 0.39 |
| Fund Skew | -0.48 | -0.66 | -0.28 | -0.32 | -0.43 | -0.50 | -0.73 |
| Index Skew | -1.44 | -0.95 | -0.57 | -0.63 | -0.61 | -0.97 | -0.89 |
| Fund Kurtosis | 0.46 | 0.82 | 0.27 | 0.84 | 0.72 | 1.13 | 2.30 |
| Index Kurtosis | 4.05 | 2.33 | 1.01 | 0.97 | 0.84 | 3.51 | 3.74 |
| Monthly Returns and Analytics | 1 year | 2 years | 3 years | 4 years | 5 years | 7 years | Since Inception |
| Fund Average monthly return | 0.24% | 0.92% | 0.21% | -0.66% | -1.01% | -0.56% | 0.40% |
| Index Average monthly return | 0.89% | 0.84% | 0.85% | 0.51% | 0.33% | 0.48% | 0.68% |
| Fund % of Positive Months | 67% | 71% | 58% | 48% | 50% | 52% | 60% |
| Index % of Positive Months | 75% | 67% | 64% | 60% | 58% | 61% | 60% |
| Fund Average +ve Return | 3.84% | 3.68% | 3.64% | 3.92% | 3.37% | 4.01% | 3.53% |
| Index Average +ve Return | 2.99% | 3.11% | 3.26% | 3.72% | 3.55% | 3.76% | 3.50% |
| Fund Best Month | 10.41% | 10.41% | 10.41% | 11.81% | 11.81% | 12.21% | 12.21% |
| Index Best Month | 8.41% | 8.41% | 8.41% | 11.43% | 11.43% | 14.27% | 14.27% |
| Fund Average -ve Return | -6.42% | -5.32% | -4.30% | -4.58% | -5.07% | -5.18% | -4.26% |
| Index Average -ve Return | -5.00% | -3.49% | -3.22% | -4.08% | -3.90% | -4.19% | -3.53% |
| Fund Worst Month | -12.84% | -12.84% | -12.84% | -16.74% | -16.74% | -20.69% | -20.69% |
| Index Worst Month | -10.96% | -10.96% | -10.96% | -13.09% | -13.09% | -22.38% | -22.38% |
| Fund Largest Drawdown | -16.93% | -16.93% | -16.93% | -39.40% | -61.90% | -61.90% | -61.90% |
| Index Largest Drawdown | -13.25% | -13.25% | -13.25% | -13.25% | |-24.24% | -29.12% | -29.12% |
| Fund Downside Deviation | 15.43 | 12.24 | 12.15 | 15.34 | 16.23 | 16.78 | 13.35 |
| Index Downside Deviation | 11.79 | 9.61 | 9.17 | 12.25 | 12.15 | 13.86 | 11.91 |
| 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 | 16 | 23 | 29 | 35 | 51 | 85 |
| Fund % positive months, when market positive | 78% | 81% | 70% | 62% | 69% | 69% | 78% |
| Cumulative Fund return in positive market | 23.72% | 48.30% | 40.21% | 47.22% | 58.70% | 184.30% | 545.42% |
| Cumulative Index return in positive market | 30.15% | 62.81% | 108.16% | 185.40% | 234.96% | 541.24% | 1705.14% |
| Up Capture Ratio | 78.66% | 76.90% | 37.17% | 25.47% | 24.98% | 34.05% | 31.99% |
| 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 | 8 | 13 | 19 | 25 | 33 | 57 |
| Fund % positive months, when market negative | 33% | 50% | 38% | 26% | 24% | 27% | 33% |
| Cumulative Fund return in negative market | -16.85% | -15.91% | -22.99% | -50.56% | -65.63% | -78.10% | -77.44% |
| Cumulative Index return in negative market | -14.53% | -25.00% | -34.93% | -55.29% | -63.64% | -76.63% | -87.79% |
| Down Capture Ratio | 115.97% | 63.65% | 65.80% | 91.45% | 103.12% | 101.92% | 88.21% |