|Latest Return Date|
|Latest 6 Months|
|Latest 12 Months|
|Latest 24 Months (pa)|
|Annualised Since Inception|
The Bennelong Twenty20 Australian Equities Fund has a track record of 12 years and 3 months and has consistently outperformed the ASX 200 Total Return Index since inception in November 2009, providing investors with a return of 11.72%, compared with the index's return of 8.42% over the same time period.
On a calendar basis the fund has had 2 negative annual returns in the 12 years and 3 months since its inception. Its largest drawdown was -26.09% lasting 9 months, occurring between February 2020 and November 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 four times and currently sits at 0.73 since inception. The fund has provided positive monthly returns 96% of the time in rising markets, and 8% of the time when the market was negative, contributing to an up capture ratio since inception of 125% and a down capture ratio of 96%.