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Printed: 10 June 2023 9:27 PM

Peer Group Comparison

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AFM's Peer Group Comparison provides the average return and risk KPI's of all funds in each Peer Group. Note that the number and composition of funds in each Peer Group will vary over time, and in addition the Peer Group data only includes funds that have reported for the latest month thus the values may change as more funds report their returns.

Peer Group (click for details) % May % Apr 3 Months 6 Months 1 Year 2 Years 3 Years 5 Years 7 Years Standard Deviation (1 Year Ann.) Sharpe Ratio (1 Year) Sortino Ratio Sortino Ratio (1 Year) Standard Deviation (3 Years Ann.) Sharpe Ratio (3 Years) Sortino Ratio (3 Years) Standard Deviation (5 Years Ann.) Sharpe Ratio (5 Years) Sortino Ratio (5 Years) Standard Deviation (7 Years Ann) Sharpe Ratio (7 Years) Sortino Ratio (7 Years) bmlinkcol
PropertyProperty
-
-2.50%
2.49%
-4.52%
-3.13%
-2.59%
4.54%
8.43%
7.38%
6.68%
10.32
-0.46
-0.66
9
0.83
1.28
10.74
0.62
0.74
9.94
0.58
0.71
bmlink:1022bmlink:1022
InfrastructureInfrastructure
-
-3.88%
3.75%
2.68%
2.38%
1.00%
8.68%
7.43%
8.16%
8.12%
13.22
-0.06
-0.16
10.75
0.63
0.94
11.02
0.68
0.9
10.41
0.69
0.96
bmlink:3730bmlink:3730
Equity Long - Small/Mid Cap - AustraliaEquity Long - Small/Mid Cap - Australia
-
-2.39%
2.36%
-1.23%
-1.60%
-2.52%
-3.91%
8.62%
6.44%
8.47%
18.01
-0.2
-0.38
15.08
0.56
0.72
18.79
0.38
0.37
16.39
0.51
0.58
bmlink:751bmlink:751
Equity Long - Large Cap - AustraliaEquity Long - Large Cap - Australia
-
-1.89%
1.97%
-0.18%
0.46%
3.01%
3.56%
11.37%
7.38%
8.37%
15.09
0.1
0.03
12.3
0.86
1.29
15.27
0.48
0.53
13.49
0.58
0.69
bmlink:751bmlink:751
Equity Long - Mid/Small Cap - GlobalEquity Long - Mid/Small Cap - Global
-
-0.93%
1.65%
2.82%
6.26%
5.55%
-5.53%
6.60%
6.51%
8.55%
15.08
0.26
0.27
12.96
0.49
0.6
14.37
0.44
0.51
12.63
0.62
0.79
bmlink:941bmlink:941
Equity Long - Large Cap - GlobalEquity Long - Large Cap - Global
-
0.79%
1.71%
6.16%
6.96%
9.61%
0.23%
8.97%
8.66%
10.14%
13.19
0.57
0.76
11.32
0.73
1.06
12.17
0.66
0.88
10.91
0.84
1.18
bmlink:941bmlink:941
Equity Long - AsiaEquity Long - Asia
-
0.84%
1.14%
4.35%
4.62%
5.47%
-2.99%
8.66%
3.71%
7.41%
11.06
0.3
0.4
10.33
0.76
1.13
11.61
0.29
0.3
10.59
0.62
0.8
bmlink:942bmlink:942
Equity Alternative - GlobalEquity Alternative - Global
-
1.16%
1.05%
3.25%
4.23%
5.84%
2.79%
10.02%
6.63%
7.37%
5.38
0.61
0.77
6.23
1.41
2.58
8.09
0.71
0.93
7.5
0.83
1.13
bmlink:941bmlink:941
Equity Alternative - AustraliaEquity Alternative - Australia
-
-1.41%
1.10%
-0.03%
-0.36%
-0.70%
2.55%
10.04%
6.50%
6.85%
10.16
-0.28
-0.4
8.66
1.03
1.58
11.16
0.53
0.63
9.73
0.61
0.76
bmlink:751bmlink:751
Equity Alternative - AsiaEquity Alternative - Asia
-
-0.42%
0.02%
2.13%
3.35%
3.99%
-7.24%
2.24%
0.67%
4.71%
13.43
0.16
0.17
10.57
0.17
0.18
9.82
0.01
-0.05
9.21
0.42
0.57
bmlink:942bmlink:942
Multi-SectorMulti-Sector
-
-0.93%
1.02%
0.53%
1.45%
1.13%
1.02%
6.09%
4.55%
5.07%
6.22
-0.21
-0.33
5.14
0.98
1.56
6.08
0.59
0.77
5.33
0.74
1
bmlink:1240bmlink:1240
AlternativesAlternatives
-
0.51%
1.06%
0.83%
2.56%
3.63%
6.29%
7.91%
5.41%
4.94%
3.22
0.32
0.4
4.41
1.51
3.43
4.89
0.89
1.53
4.67
0.8
1.33
bmlink:1240bmlink:1240
Fixed Income - CreditFixed Income - Credit
-
-0.04%
0.72%
1.06%
3.76%
3.69%
0.55%
3.04%
3.63%
4.33%
4.24
0.26
0.37
3.06
0.69
1.11
3.63
0.72
0.96
3.18
0.99
1.36
bmlink:4140bmlink:4140
Fixed Income - DebtFixed Income - Debt
-
0.52%
0.77%
2.48%
4.15%
7.69%
7.12%
7.98%
7.45%
7.56%
1.14
4.42
-
1.44
4.57
-
2.09
2.95
5.15
1.94
3.16
6.06
bmlink:4140bmlink:4140
Fixed Income - Hybrid CreditFixed Income - Hybrid Credit
-
0.11%
0.85%
1.44%
3.31%
6.00%
5.24%
6.17%
5.67%
5.57%
1.3
2.58
-
1.36
3.61
17.65
1.78
2.52
4.5
1.58
2.69
4.96
bmlink:4140bmlink:4140
Fixed Income - BondsFixed Income - Bonds
-
-0.40%
0.41%
1.64%
2.21%
1.65%
-1.84%
-0.49%
1.54%
1.98%
4.4
-0.21
-0.32
3.46
-0.41
-0.54
3.21
0.17
0.21
2.81
0.3
0.39
bmlink:3669bmlink:3669
Digital AssetsDigital Assets
-
-6.00%
2.71%
6.34%
28.26%
-3.96%
-5.05%
56.95%
32.41%
-
42.56
0.06
-0.22
53.32
1.1
1.64
55.02
0.76
0.93
-
-
-
bmlink:3899bmlink:3899
GPR APREA Composite IndexGPR APREA Composite Index
-
-1.51%
3.10%
1.76%
1.27%
-2.18%
-2.46%
-0.09%
3.79%
3.82%
7.12
-0.65
-0.88
7.99
-0.09
-0.18
11.56
0.29
0.3
10.51
0.3
0.33
bmdata:1022bmdata:1022
S&P Global Infrastructure Index (AUD)S&P Global Infrastructure Index (AUD)
-
-3.59%
3.22%
3.10%
1.92%
3.17%
11.73%
10.02%
8.33%
7.45%
11.9
0.1
0.05
10.13
0.9
1.43
13.15
0.6
0.7
12.3
0.56
0.67
bmdata:3730bmdata:3730
ASX200 Total ReturnASX200 Total Return
-
-2.53%
1.85%
-0.89%
-0.58%
2.90%
3.87%
11.43%
7.47%
8.29%
17.11
0.1
0.02
13.5
0.8
1.18
16.26
0.47
0.5
14.46
0.55
0.64
bmdata:751bmdata:751
All Countries World Index (AUD)All Countries World Index (AUD)
-
0.78%
1.91%
7.10%
7.81%
11.13%
5.66%
10.93%
10.03%
10.61%
12.4
0.71
1.03
10.51
0.95
1.55
11.58
0.8
1.14
10.76
0.89
1.33
bmdata:941bmdata:941
Asia Pacific Index BenchmarkAsia Pacific Index Benchmark
-
-0.63%
0.64%
4.67%
4.20%
8.02%
0.17%
5.69%
4.05%
6.82%
13.63
0.44
0.64
10.63
0.48
0.73
11.27
0.32
0.38
10.35
0.58
0.81
bmdata:942bmdata:942
Barclay Hedge Global Macro IndexBarclay Hedge Global Macro Index
-
-0.70%
-0.18%
-1.35%
-0.99%
-1.32%
3.01%
7.94%
5.46%
4.72%
3.87
-1.01
-1.16
5.38
1.24
2.8
5.31
0.82
1.48
4.99
0.71
1.19
bmdata:1240bmdata:1240
RBA Cash Rate + 5%RBA Cash Rate + 5%
-
0.71%
0.69%
2.14%
4.21%
7.95%
6.55%
6.08%
6.08%
6.20%
0.22
-
-
0.38
-
-
0.31
-
-
0.26
-
-
bmdata:4140bmdata:4140
Bloomberg AusBond Composite 0+ Yr IndexBloomberg AusBond Composite 0+ Yr Index
-
-1.21%
0.19%
2.11%
1.40%
1.73%
-3.54%
-2.77%
1.00%
1.31%
7
-0.1
-0.2
5.94
-0.61
-0.78
5.15
0.02
-0.01
4.56
0.05
0.04
bmdata:3669bmdata:3669
S&P Cryptocurrency Broad Digital Market IndexS&P Cryptocurrency Broad Digital Market Index
-
-5.16%
2.68%
11.30%
45.02%
-7.41%
-16.35%
46.44%
20.92%
-
67.63
0.2
-0.23
72.53
0.88
0.93
75.52
0.61
0.42
-
-
-
bmdata:3899bmdata:3899
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