|Latest Return Date|
|Latest 6 Months|
|Latest 12 Months|
|Latest 24 Months (pa)|
|Annualised Since Inception|
The Bennelong Australian Equities Fund seeks quality investment opportunities which are under-appreciated and have the potential to deliver positive earnings.
The investment process combines bottom-up fundamental analysis with proprietary investment tools that are used to build and maintain high quality portfolios that are risk aware. The investment team manages an extensive company/industry contact program which helps identify and verify various investment opportunities.
The companies within the portfolio are primarily selected from, but not limited to, the S&P/ASX 300 Index. The Fund may invest in securities listed on other exchanges where such securities relate to the ASX-listed securities. The Fund typically holds between 25-60 stocks with a maximum net targeted position of an individual stock of 6%.
Over the past 12 months, the fund's volatility has been 11.08% compared with the index's volatility of 10.42%. Since inception the fund's volatility has been 14.56% vs the index's volatility of 13.59%.
Since inception in the months when the market was positive the fund provided positive returns 93% of the time. It has an up-capture ratio of 143.69% since inception and 148.64 over the past 12 months. Across all other time periods, it has ranged between 150.52% (2 years) and 134.55% (3 years).
It has a down-capture ratio of 96.02% since inception, and ranging between 97.65% (3 years) and 50.11% (12 months).