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Printed: 02 July 2022 3:18 AM

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. Until each individual fund's performance for the latest month is updated, the Peer Group's data will be for the average of the prior month to ensure an accurate comparison.

The number and composition of funds in each Peer Group will vary over time.

Peer Group (click for details) % May % Apr 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
-
-4.65%
-1.06%
4.39%
-1.65%
10.62%
20.57%
16.04%
9.80%
12.12
0.62
1.06
10.29
1.28
2.62
8.76
0.89
1.69
Equity Alternative - AsiaEquity Alternative - Asia
-
-1.92%
0.59%
-9.18%
-10.28%
-14.25%
2.92%
1.48%
4.40%
7.45
-2.09
-1.87
7.95
0.25
0.28
8.07
0.38
0.49
Equity Alternative - AustraliaEquity Alternative - Australia
-
-2.91%
-0.35%
3.66%
1.79%
10.42%
20.73%
11.71%
9.12%
6.94
0.88
1.3
12.48
0.83
1.01
10.36
0.77
0.96
Equity Alternative - GlobalEquity Alternative - Global
-
-0.71%
-0.01%
-4.82%
-3.78%
1.80%
13.70%
8.25%
8.14%
5.67
-0.03
-0.07
8.51
1.03
1.39
8.22
0.83
1.12
Equity Long - AsiaEquity Long - Asia
-
-2.38%
0.99%
-9.68%
-8.72%
-4.68%
10.56%
4.63%
6.40%
9.95
-1.08
-1.24
11.47
0.49
0.56
11
0.45
0.52
Equity Long - Large Cap - AustraliaEquity Long - Large Cap - Australia
-
-3.31%
-0.59%
5.78%
0.78%
9.11%
20.20%
10.55%
9.64%
10.06
0.41
0.52
15.94
0.61
0.69
13.35
0.68
0.81
Equity Long - Large Cap - GlobalEquity Long - Large Cap - Global
-
-1.81%
-4.18%
-10.90%
-13.00%
-5.81%
10.92%
8.05%
9.99%
10.53
-0.77
-0.97
11.79
0.76
1.02
10.93
0.77
1.05
Equity Long - Mid/Small Cap - GlobalEquity Long - Mid/Small Cap - Global
-
-2.25%
-4.78%
-11.65%
-17.86%
-12.54%
11.29%
7.60%
7.72%
11.57
-1.48
-1.52
15.03
0.55
0.63
13.07
0.52
0.62
Equity Long - Small/Mid Cap - AustraliaEquity Long - Small/Mid Cap - Australia
-
-6.47%
-2.54%
-1.08%
-8.09%
1.94%
24.47%
13.04%
13.07%
13.03
-0.29
-0.43
20.67
0.58
0.63
17.14
0.69
0.81
Fixed Income - BondsFixed Income - Bonds
-
-0.53%
-1.24%
-3.87%
-3.75%
-4.41%
-0.24%
0.75%
1.89%
2.76
-1.91
-1.79
3.22
-0.02
-0.04
2.65
0.34
0.41
Fixed Income - CreditFixed Income - Credit
-
-0.25%
-0.90%
-1.66%
-1.12%
0.08%
4.50%
3.63%
3.94%
1.59
-0.35
-0.48
3.86
0.8
0.98
3.09
0.94
1.19
Fixed Income - DebtFixed Income - Debt
-
0.04%
0.10%
0.59%
2.37%
6.37%
8.91%
6.39%
5.22%
1.55
3.76
-
3.62
1.58
2.02
2.96
1.41
1.9
InfrastructureInfrastructure
-
1.64%
1.02%
3.83%
9.87%
16.55%
11.55%
6.91%
8.94%
7.49
2.15
6.45
11.36
0.66
0.85
9.97
0.77
1.09
Multi-SectorMulti-Sector
-
-1.24%
-0.26%
-0.18%
-1.07%
1.97%
9.58%
5.97%
5.29%
3.88
0.02
0
6.26
0.85
1.11
5.38
0.77
1.01
PropertyProperty
-
-5.27%
-0.90%
0.57%
2.37%
16.14%
17.36%
12.55%
11.91%
11.64
0.75
1.05
11.65
0.85
1.05
9.7
1.02
1.35
Australian Fund Monitors Pty Ltd
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AFSL 324476

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