|Latest Return Date|
|Latest 6 Months|
|Latest 12 Months|
|Latest 24 Months (pa)|
|Annualised Since Inception|
The main driver of identifying potential investments will be bottom up company analysis, however macro-economic conditions will be considered as part of the investment thesis for each stock.
The fund's Sharpe ratio has ranged from a high of 3.15 over the most recent 12 months, to a low of 0.69 over the past 2 years. Since inception the fund's Sharpe ratio has been 1.03 vs the index which has a Sharpe ratio of 0.66.
The fund's Sortino ratio (which excludes volatility in positive months) vs its index has ranged from a maximum of 26.48 over the most recent 12 months, to a low of 0.7 over the past 2 years. Since inception the fund's Sortino ratio has been 1.26 vs the index's 0.75.
Since inception in the months when the market was positive the fund provided positive returns 91% of the time. It has an up-capture ratio ranging between 207.09% (since inception) and 159.24% (2 years), and over the most recent 12 months has provided an up-capture ratio of 158.46%.