Macquarie Australian Shares Fund

Performance data as at:

31 Jan 2018

Inception date:

Nov 2005

APIR Code

MAQ0443AU

Asset / Sub-Asset Class

Australian Shares
Large Companies

Investment Style

Neutral

Investment Objective

To outperform the S&P/ASX 200 Accumulation Index over the medium to long term (before fees). It aims to provide capital growth and some income.

Zenith Assigned Benchmark

S&P/ASX 300 (Accum)

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

Management Cost: 0.60%
Performance Fee: N/A

Related Editorial Articles

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24 Nov 2017
Update on the Macquarie Australia Plus and Macquarie Pure Alpha funds
24 Nov 2017
Zenith Places three Macquarie Fundamental Listed Australian Equities funds on REDEEM
29 Jun 2017
Zenith 2017 Australian Shares - Large Companies Sector Review

Interactive Performance Table Reports

Return Incp. 5 yrs 3 yrs 1 yr
Performance - Fund 10.85 15.79 18.59 22.51
Performance - Benchmark 7.02 9.00 7.48 12.37
Performance - Median Manager 6.90 9.49 7.67 12.69
Ranking within Sector Incp. 5 yrs 3 yrs 1 yr
Fund Ranking 2 / 76 2 / 126 2 / 127 7 / 130
Quartile 1st 1st 1st 1st
Standard Deviation Incp. 5 yrs 3 yrs 1 yr
Standard Deviation (% p.a.) - Fund 15.29 12.36 12.46 4.37
Standard Deviation (% p.a.) - Median Manager 12.71 11.19 11.42 5.98
Downside Deviation Incp. 5 yrs 3 yrs 1 yr
Downside Deviation - Fund 8.78 5.90 5.71 0.05
Downside Deviation - Median Manager 7.34 5.97 6.34 2.48
Risk/Return Incp. 5 yrs 3 yrs 1 yr
Sharpe Ratio - Fund 0.44 1.09 1.33 4.75
Sortino Ratio - Fund 0.77 2.28 2.90 433.91
Alpha Statistics Incp. 5 yrs 3 yrs 1 yr
Fund Excess Return (%) 3.83 6.80 11.11 10.14
History of Monthly Excess Return (%) 61.90 70.00 75.00 75.00
History of Monthly Excess Return (Rising Mkts %) 68.48 71.05 72.73 70.00
History of Monthly Excess Return (Falling Mkts %) 50.91 68.18 78.57 100.00
Beta Statistics Incp. 5 yrs 3 yrs 1 yr
Beta (no.) 1.07 1.01 1.02 0.48
R-Squared (no.) 0.88 0.83 0.85 0.43
Tracking Error (% p.a.) - Fund 5.27 5.04 4.90 4.53
Risk/Return Incp. 5 yrs 3 yrs 1 yr
Information Ratio - Fund 0.73 1.35 2.27 2.24
Income / Growth Returns Income Growth Total
FY to 30 Jun 2017 5.19% 18.34% 23.52%
FY to 30 Jun 2016 10.72% 3.89% 14.61%
FY to 30 Jun 2015 5.54% 7.68% 13.22%
FY to 30 Jun 2014 4.36% 22.40% 26.76%
FY to 30 Jun 2013 4.04% 9.45% 13.49%
FY to 30 Jun 2012 2.80% -16.08% -13.28%
FY to 30 Jun 2011 14.71% 1.70% 16.41%
FY to 30 Jun 2010 12.90% 1.67% 14.57%
Drawdown Analysis Fund Benchmark
Max Drawdown - Fund -46.93 -47.55
Months in Max Drawdown - Fund 15.00 16.00
Months to Recover - Fund 48.00 56.00
Worst Drawdowns Fund Benchmark
1 -46.93 -47.55
2 -11.97 -13.46
3 -6.31 -5.37
4 -6.22 -4.74
5 -4.92 -3.52

Current Rating

Not rated - screened out.

Ratings History

As At Rating
23/02/18 Not Rated - Screened Out
24/11/17 Redeem
29/06/17 Highly Recommended
30/06/16 Recommended
16/01/15 Not Rated - Screened Out
23/06/14 Not Rated - Screened Out
03/10/13 Not Rated - Withdrawn
28/06/13 Approved

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