As at March 2024
DMX Capital Partners Limited
Performance Summary as at March 2024
The DMX Capital Partners Limited has a track record of 9 years and has outperformed the ASX 200 Total Return benchmark since inception in April 2015, providing investors with an annualised return of 16.07% compared with the benchmark's return of 7.64% over the same period.
On a calendar year basis, the fund has experienced a negative annual return on 2 occasions in the 9 years since its inception. Over the past 12 months, the fund's largest drawdown was -6.11% vs the index's -7.19%, and since inception in April 2015 the fund's largest drawdown was -24.82% vs the index's maximum drawdown over the same period of -26.75%. The fund's maximum drawdown began in February 2020 and lasted 6 months, reaching its lowest point during March 2020. The fund had completely recovered its losses by August 2020.
The Manager has delivered these returns with 0.43% more volatility than the benchmark, contributing to a Sharpe ratio which has fallen below 1 four times over the past five years and which currently sits at 0.99 since inception. The fund has provided positive monthly returns 82% of the time in rising markets and 56% of the time during periods of market decline, contributing to an up-capture ratio since inception of 68% and a down-capture ratio of 39%.
Cumulative Returns Fund Index
DMX Capital Partners Limited - Cumulative Performance vs ASX 200 Total Return
Drawdowns Fund Index
Drawdown%
Quintile Ranking vs. Equity Long - Small/Mid Cap - Australia as at March 2024
The performance of the DMX Capital Partners Limited ranked it in the first or second quintile for all KPIs over 5 & 7 years. Over 3 years the fund ranked in the first quintile for Volatility and second quintile for Downside Deviation, while it ranked in the first quintile for Largest Drawdown and second quintile for Volatility over 1 year.