|Latest Return Date|
|Latest 6 Months|
|Latest 12 Months|
|Latest 24 Months (pa)|
|Annualised Since Inception|
Insync employs four simple screens to narrow the universe of over 40,000 listed companies globally to a focus group of high-quality companies that it believes have the potential to consistently grow their profits and dividends. These screens are: size of the company, balance sheet performance, valuation and dividend quality. Companies that pass this due diligence process are then valued using dividend discount models, free cash flow yield and proprietary implied growth and expected return models. The end result is a high conviction portfolio typically of 15-30 stocks.
The principal investments will be in shares of companies listed on international stock exchanges (including the US, Europe and Asia). The Fund may also hold cash, derivatives (for example futures, options and swaps), currency contracts, American Depository Receipts and Global Depository Receipts. The Fund may also invest in various types of international pooled investment vehicles.
Over the past 12 months the fund has had a Sharpe ratio of 1.13 compared to the index's 2.6. Over all other periods the fund's Sharpe ratio has ranged from a high of 1.3 over the past 2 years, to a low of 1.05 since inception.
The fund has recorded a Sortino ratio (which excludes volatility in positive months) of 2.22 over the past 12 months and 1.98 since inception, compared to the index's 25.49 and 1.46, during those same periods. Over all time periods, the fund's Sortino ratio has ranged from a maximum of 2.3 over the past 2 years, to a low of 1.91 over the past 3 years.
It has a down-capture ratio of 8.01% since inception. Over all time periods its down-capture ratios range between 52.09% (3 years) and -9% (12 months).