The Alphinity Global Equity Fund has a track record of 6 years and 10 months and has outperformed the Global Equity Index since inception in December 2015, providing investors with an annualised return of 11.58% compared with the index's return of 8.61% over the same period.
On a calendar year basis, the fund hasn't experienced any negative annual returns in the 6 years and 10 months since its inception. Over the past 12 months, the fund's largest drawdown was -18.61% vs the index's -15.77%, and since inception in December 2015 the fund's largest drawdown was -18.61% vs the index's maximum drawdown over the same period of -15.77%. The fund's maximum drawdown began in January 2022 and has lasted 8 months, reaching its lowest point during June 2022.
The Manager has delivered these returns with 0.83% 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 0.92 since inception. The fund has provided positive monthly returns 96% of the time in rising markets and 20% of the time during periods of market decline, contributing to an up-capture ratio since inception of 117% and a down-capture ratio of 95%.
The performance of the Alphinity Global Equity Fund ranked it in the first or second quintile for all KPIs except Largest Drawdown over 5 years, while over 3 years the fund ranked in the first or second quintile for all KPIs. Over 1 year, it ranked in the second quintile for Total Return, Sharpe and Sortino.