|Latest Return Date|
|Latest 6 Months|
|Latest 12 Months|
|Latest 24 Months (pa)|
|Annualised Since Inception|
The Bennelong Concentrated Australian Equities Fund has a track record of 12 years and 11 months and has consistently outperformed the ASX 200 Total Return Index since inception in February 2009, providing investors with a return of 17.73%, compared with the index's return of 10.38% over the same time period.
On a calendar basis the fund has had 2 negative annual returns in the 12 years and 11 months since its inception. Its largest drawdown was -24.11% lasting 6 months, occurring between February 2020 and August 2020 when the index fell by a maximum of -26.75%.
The Manager has delivered higher returns but with higher volatility than the index, resulting in a Sharpe ratio which has fallen below 1 once and currently sits at 1.03 since inception. The fund has provided positive monthly returns 92% of the time in rising markets, and 20% of the time when the market was negative, contributing to an up capture ratio since inception of 165% and a down capture ratio of 91%.