Laureola Australia Feeder Fund

Performance Summary as at May 2022

The Laureola Australia Feeder Fund has a track record of 9 years and 1 month and has outperformed the Bloomberg AusBond Composite 0+ Yr Index since inception in May 2013, providing investors with an annualised return of 14.15% compared with the index's return of 2.58% over the same period.

On a calendar year basis, the fund hasn't experienced any negative annual returns in the 9 years and 1 month since its inception. Over the past 12 months, the fund's largest drawdown was -2.39% vs the index's -10.81%, and since inception in May 2013 the fund's largest drawdown was -4.9% vs the index's maximum drawdown over the same period of -11.09%. The fund's maximum drawdown began in December 2018 and lasted 10 months, reaching its lowest point during December 2018. The fund had completely recovered its losses by October 2019. During this period, the index's maximum drawdown was -0.98%.

The Manager has delivered these returns with 1.83% more volatility than the index, contributing to a Sharpe ratio which has only fallen below 1 once over the past five years and which currently sits at 2.25 since inception. The fund has provided positive monthly returns 97% of the time in rising markets and 89% of the time during periods of market decline, contributing to an up-capture ratio since inception of 160% and a down-capture ratio of -189%.

Cumulative Returns
Fund Index

Laureola Australia Feeder Fund - Cumulative Performance vs Bloomberg AusBond Composite 0+ Yr Index

 

Drawdowns
Fund Index

Drawdown%

 
Fund Index

General Notes

The Laureola Australia Feeder Fund is the localised feeder fund to the Laureola Investment Master Fund and is the AUD hedged class.

Returns shown above are for the Master fund. For the AUD hedged feeder fund's returns, please refer to the latest report

Quintile Ranking vs. Alternatives as at April 2022

The performance of the Laureola Australia Feeder Fund ranked it in the first quintile for all KPIs over 5 & 7 years. Over 3 years the fund ranked in the first quintile for all KPIs except Total Return, while it ranked in the first or second quintile for all KPIs except Total Return and Sortino over 1 year.

1 Year
3 Year
5 Year
7 Year
Laureola Australia Feeder Fund
Barclay Hedge Global Macro Index
Quintile Rankings display Key Performance Indicators (KPI's) against the fund's Peer Group. Each green square ranks the fund in one quintile (or 20%) of its peer group - five green squares indicate the fund is in the best quintile for each KPI. The performance of the peer group's underlying index is shown by a red dot.