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Printed: 27 January 2023 12:47 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) % Dec % Nov 3 Months 6 Months 12 Months 24 Months p.a. 36 Months p.a. 60 Months p.a. Annualised Standard Deviation (12 months) Sharpe Ratio (12 months) Sortino Ratio (12 months) Annualised Standard Deviation (36 months) Sharpe Ratio (36 Months) Sortino Ratio (36 months) Annualised Standard Deviation (60 months) Sharpe Ratio (60 Months) Sortino Ratio (60 months)
AlternativesAlternatives
-
-1.01%
-2.99%
-1.61%
1.61%
-9.35%
7.68%
9.84%
6.60%
12.22
-0.84
-1.1
11.71
0.81
1.31
9.9
0.61
0.95
Equity Alternative - AsiaEquity Alternative - Asia
-
-0.73%
9.85%
4.99%
0.04%
-10.20%
-4.91%
-0.88%
-0.04%
13.58
-0.82
-1.22
10.71
-0.08
-0.19
9.72
-0.04
-0.13
Equity Alternative - AustraliaEquity Alternative - Australia
-
-1.86%
2.49%
3.38%
4.70%
-4.40%
6.07%
7.21%
6.18%
11
-0.47
-0.63
13.74
0.54
0.61
11.27
0.51
0.6
Equity Alternative - GlobalEquity Alternative - Global
-
-1.25%
1.88%
2.78%
4.37%
-5.91%
5.56%
6.30%
6.09%
6.17
-1.19
-1.31
8.75
0.68
0.87
8.14
0.66
0.85
Equity Long - AsiaEquity Long - Asia
-
-0.85%
8.07%
1.85%
0.11%
-11.68%
-0.05%
2.56%
2.97%
12.78
-1.01
-1.31
12.68
0.22
0.21
11.64
0.24
0.23
Equity Long - Large Cap - AustraliaEquity Long - Large Cap - Australia
-
-3.08%
4.58%
6.50%
7.56%
-4.12%
6.41%
6.02%
7.11%
16.28
-0.25
-0.44
18.18
0.39
0.38
15.14
0.48
0.52
Equity Long - Large Cap - GlobalEquity Long - Large Cap - Global
-
-4.77%
3.83%
3.34%
2.28%
-18.20%
-1.10%
4.02%
7.10%
13.32
-1.54
-1.77
13.22
0.32
0.36
11.96
0.56
0.73
Equity Long - Mid/Small Cap - GlobalEquity Long - Mid/Small Cap - Global
-
-3.48%
2.36%
5.35%
4.38%
-23.30%
-3.79%
2.14%
5.38%
16.61
-1.59
-1.82
16.55
0.18
0.12
14.27
0.38
0.42
Equity Long - Small/Mid Cap - AustraliaEquity Long - Small/Mid Cap - Australia
-
-3.02%
2.66%
4.15%
6.86%
-19.34%
-1.00%
5.02%
6.65%
19.84
-1.04
-1.3
22.75
0.31
0.25
18.65
0.4
0.4
Fixed Income - BondsFixed Income - Bonds
-
-0.63%
1.29%
1.06%
0.05%
-6.45%
-3.61%
-0.86%
1.10%
3.97
-2.04
-2.03
3.54
-0.39
-0.49
3
0.09
0.1
Fixed Income - CreditFixed Income - Credit
-
0.49%
2.05%
2.78%
2.21%
-2.98%
-0.37%
1.66%
2.94%
3.72
-1.18
-1.4
4.4
0.27
0.31
3.55
0.59
0.74
Fixed Income - DebtFixed Income - Debt
-
0.56%
0.98%
2.23%
3.63%
5.31%
6.59%
6.72%
7.15%
1.32
3.2
-
2.51
2.37
3.67
2.16
2.79
4.82
Fixed Income - Hybrid CreditFixed Income - Hybrid Credit
-
0.70%
0.85%
2.19%
3.67%
4.20%
5.09%
5.37%
5.29%
1.31
2.48
6.38
2.18
2.16
3.65
1.79
2.39
4.25
InfrastructureInfrastructure
-
-2.99%
3.88%
5.98%
-0.72%
0.89%
8.85%
2.40%
6.80%
12.27
0.03
-0.04
12.87
0.21
0.19
10.95
0.58
0.75
Multi-SectorMulti-Sector
-
-1.10%
1.35%
2.08%
1.83%
-5.11%
1.96%
3.61%
3.62%
6.03
-1.06
-1.25
6.94
0.46
0.57
5.87
0.49
0.61
PropertyProperty
-
-2.60%
1.11%
2.00%
0.65%
-6.75%
7.95%
5.08%
7.61%
9.69
-0.8
-1.04
12.66
0.41
0.44
10.5
0.67
0.81
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Australian Fund Monitors Pty Ltd
A.C.N. 122 226 724
AFSL 324476
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