ASCF Premium Capital Fund

Performance Summary as at March 2024

The ASCF Premium Capital Fund has a track record of 4 years and 1 month and therefore comparison over all market conditions and against its peers is limited. However, the fund has outperformed the Bloomberg AusBond Composite 0+ Yr benchmark since inception in March 2020, providing investors with an annualised return of 5.28% compared with the benchmark's return of -1.45% over the same period.

On a calendar year basis, the fund hasn't experienced any negative annual returns in the 4 years and 1 month since its inception. Since inception in March 2020, the fund hasn't had any negative monthly returns and therefore hasn't experienced a drawdown. Over the same period, the index's largest drawdown was -13.2%.

The Manager has delivered these returns with 5.57% less volatility than the benchmark, contributing to a Sharpe ratio which has consistently remained above 1 over the past four years and which currently sits at 9.23 since inception. The fund has provided positive monthly returns 100% of the time in rising markets and 100% of the time during periods of market decline, contributing to an up-capture ratio since inception of 35% and a down-capture ratio of -36%.