|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 13 years and has outperformed the ASX 200 Total Return Index since inception in November 2009, providing investors with an annualised return of 9.39% compared with the index's return of 7.51% over the same period.
On a calendar year basis, the fund has experienced a negative annual return on 2 occasions in the 13 years since its inception. Over the past 12 months, the fund's largest drawdown was -21.64% vs the index's -11.9%, and since inception in November 2009 the fund's largest drawdown was -26.09% vs the index's maximum drawdown over the same period of -26.75%. The fund's maximum drawdown began in February 2020 and lasted 9 months, reaching its lowest point during March 2020. The fund had completely recovered its losses by November 2020.
The Manager has delivered these returns with 0.68% more volatility than the index, contributing to a Sharpe ratio which has fallen below 1 five times over the past five years and which currently sits at 0.56 since inception. The fund has provided positive monthly returns 94% of the time in rising markets and 7% of the time during periods of market decline, contributing to an up-capture ratio since inception of 117% and a down-capture ratio of 99%.