MCP Income Opportunities Trust (ASX: MOT)

Performance Summary as at March 2024

The MCP Income Opportunities Trust (ASX: MOT) has a track record of 5 years and has outperformed the Bloomberg AusBond Composite 0+ Yr benchmark since inception in April 2019, providing investors with an annualised return of 8.9% compared with the benchmark's return of 0.17% over the same period.

On a calendar year basis, the fund hasn't experienced any negative annual returns in the 5 years since its inception. Since inception in April 2019, 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 3.79% less volatility than the benchmark, contributing to a Sharpe ratio which has consistently remained above 1 over the past five years and which currently sits at 4.03 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 62% and a down-capture ratio of -62%.