| Report Date | |
| Manager | |
| Fund Name | |
| Strategy | |
| Latest Return Date | |
| Latest Return | |
| Latest 6 Months | |
| Latest 12 Months | |
| Latest 24 Months (pa) | |
| Annualised Since Inception | |
| Inception Date | |
| FUM (millions) | |
| Fund Overview | |
| Manager Comments | The Bennelong Twenty20 Australian Equities Fund has a track record of 13 years and 1 month and has outperformed the ASX 200 Total Return benchmark since inception in November 2009, providing investors with an annualised return of 9.64% compared with the benchmark's return of 7.99% over the same period. On a calendar year basis, the fund has experienced a negative annual return on 2 occasions in the 13 years and 1 month since its inception. Over the past 12 months, the fund's largest drawdown was -21.5% vs the index's -11.9%, and since inception in November 2009 the fund's largest drawdown was -26.09% vs the index's maximum drawdown over the same period of -26.75%. The fund's maximum drawdown began in February 2020 and lasted 9 months, reaching its lowest point during March 2020. The fund had completely recovered its losses by November 2020. The Manager has delivered these returns with 0.61% more volatility than the benchmark, contributing to a Sharpe ratio which has fallen below 1 five times over the past five years and which currently sits at 0.58 since inception. The fund has provided positive monthly returns 94% of the time in rising markets and 7% of the time during periods of market decline, contributing to an up-capture ratio since inception of 114% and a down-capture ratio of 99%. |
| More Information |
