|Latest Return Date|
|Latest 6 Months|
|Latest 12 Months|
|Latest 24 Months (pa)|
|Annualised Since Inception|
The Fund aims to produce returns after management fees and expenses of RBA Cash Rate + 4.0-5.0% p.a. over rolling five-year periods. Furthermore, the Fund aims to achieve these returns with volatility that is a fraction of the Australian equity market, in order to smooth returns for investors.
Over the past 12 months, the fund's volatility has been 6.49% compared with the ASX200 Accumulation Index's volatility of 10.42%. Since inception the fund's volatility has been 5.76% vs the index's volatility of 13.67%, and over all other time periods the fund's volatility has been lower than the ASX 200 Total Return index.
The fund's Sharpe and Sortino ratios (since inception) are 0.8 and 1.23. Since inception in the months when the market was positive the fund provided positive returns 72% of the time, and in months when the market fell, the fund has returned a positive return 53% of the time.
It has a down-capture ratio of 13.25% since inception, and ranging between 30.01% (3 years) and -8.46% (12 months) over all other time periods.