Bennelong Emerging Companies Fund

Performance data as at:

31 Mar 2018

Inception date:

Nov 2017

APIR Code

BFL3779AU

Asset / Sub-Asset Class

Australian Shares
Micro Cap Companies

Investment Style

Neutral

Investment Objective

To achieve returns after fees in excess of the RBA Cash Rate plus 5% p.a. over the medium to long term.

Zenith Assigned Benchmark

S&P/ASX Emerging Companies
RBA Cash Rate

Fees (% p.a., Incl. GST)

Management Cost: 1.25%
Performance Fee: 20% of the excess performance above the RBA Cash Rate plus 5% p.a. (gross of fees)

Related Editorial Articles

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26 Feb 2018
Zenith 2018 Australian Shares - Small Companies Sector Review

Interactive Performance Table Reports

Return Incpt. 3 mth
Performance - Fund 16.38 -7.78
Performance - Benchmark 8.48 -1.84
Performance - Secondary Benchmark 0.62 0.37
Ranking within Sector Incpt. 3 mth
Fund Ranking 2 / 12 12 / 12
Quartile 1st 4th
Standard Deviation Incpt. 3 mth
Standard Deviation (% p.a.) - Fund 26.11 7.56
Downside Deviation Incpt. 3 mth
Downside Deviation - Fund 7.37 7.56
Risk/Return Incpt. 3 mth
Sharpe Ratio - Fund 0.60 -1.08
Sortino Ratio - Fund 2.13 -1.08
Alpha Statistics Incpt. 3 mth
Fund Excess Return (%) 7.90 -5.93
History of Monthly Excess Return (%) 60.00 33.33
History of Monthly Excess Return (Rising Mkts %) 66.67 0.00
History of Monthly Excess Return (Falling Mkts %) 50.00 50.00
Beta Statistics Incpt. 3 mth
Beta (no.) 1.70 -0.16
R-Squared (no.) 0.59 0.03
Tracking Error (% p.a.) - Fund 18.62 12.23
Risk/Return Incpt. 3 mth
Information Ratio - Fund 0.42 -0.49
Drawdown Analysis Fund Benchmark
Max Drawdown - Fund -7.78 -3.84
Months in Max Drawdown - Fund 3.00 2.00
Months to Recover - Fund - -
Worst Drawdowns Fund Benchmark
1 -7.78 -3.84

Current Rating

Recommended.

Ratings History

As At Rating
26/02/18 Recommended
05/02/18 Not Rated - Screened Out

Ratings Explanation

Ratings Definition

Absolute Risk (sector)

->
VERY HIGH
-
HIGH
-
MODERATE
-
LOW
-
VERY LOW

Relative Risk (fund within sector)

-
Geared
->
Active - Benchmark Unaware
-
Active - Benchmark Aware
-
Index - Enhanced/Fundamental
-
Index