Element Institutional Equity Fund

Investment Returns

As at 28 February 2018 Element Equity Composite SWIX RELATIVE
Unannualised since Inception 752.70% 896.30% -143.60%
Annualised since Inception 14.70% 17.20% -2.50%
Annualised 10 Year 5.70% 11.10% -5.40%
Annualised 7 Year 12.10% 13.60% -1.50%
Annualised 5 Year 3.50% 12.20% -8.70%
Annualised 3 Year 4.00% 6.40% -2.40%
Annualised 2 Year 12.40% 12.60% -0.20%
1 Year 7.80% 17.80% -10.00%

Risk

As at 28 February 2018 Element Equity Composite ALSI SWIX
5 Year Sharpe Ratio -0.48 0.23 0.14
5 Year Sortino Ratio -0.22 1.26 1.31
Max Drawdown -26.2% -40.4% -37.0%
Information Ratio (Since inception relative to ALSI) -0.15

Monthly Returns

Jan Feb March April May June July Aug Sept Oct Nov Dec
2002 1.4% 1.1% 3.7% 5.6% -1.3%
2003 -2.4% -3.1% -6.1% 0.6% 11.2% 1.0% 5.7% 3.0% -1.6% 8.7% 2.3% 7.1%
2004 3.2% 0.8% 1.3% -0.1% 0.3% -0.3% 1.7% 6.6% 5.9% 4.9% 8.0% 3.8%
2005 -1.2% 2.9% -0.5% -4.4% 9.4% 3.5% 7.1% 1.4% 10.8% -0.2% 2.9% 7.4%
2006 10.1% -1.5% 6.0% 4.5% -2.4% 3.1% -0.3% 3.7% 1.1% 3.8% 4.8% 5.6%
2007 2.5% 0.5% 4.7% 3.1% 2.0% -2.3% -1.1% 1.2% 4.3% 4.6% -2.4% -4.0%
2008 -5.5% 7.7% -1.5% 0.7% 2.2% -5.7% -2.1% 2.7% -6.9% -7.8% -2.5% 7.2%
2009 0.9% -7.6% 6.0% 0.9% 7.5% 0.0% 7.8% 4.7% 0.9% 4.4% -2.4% 1.9%
2010 -2.6% 0.6% 4.7% 0.7% -2.7% -1.3% 3.9% -0.1% 5.4% 1.7% -0.8% 4.5%
2011 -2.0% 2.8% 0.1% 2.5% -0.8% -2.3% -0.8% -0.2% -1.4% 4.7% 1.8% -0.3%
2012 3.4% 0.7% -1.9% 0.3% -1.4% 0.9% 1.0% 0.6% 2.3% 2.5% -0.5% 2.7%
2013 3.9% -2.8% 0.4% -4.8% 4.5% -7.5% 3.8% 3.3% 0.8% 6.0% -3.6% -0.3%
2014 1.7% 1.7% 3.5% 3.3% 0.0% 0.8% 2.8% -2.9% -5.2% -5.1% 0.5% -0.2%
2015 0.6% 2.0% -5.5% 5.6% -5.0% -3.3% -4.2% 0.2% -5.3% 7.1% -3.9% -1.7%
2016 1.3% 7.6% 7.2% 5.5% -1.4% 0.4% 3.1% -1.2% -1.1% -4.8% 1.0% 2.9%
2017 4.3% 0.8% 1.0% 0.0% -1.39% -2.46% 5.22% 2.65% -0.87% 4.34% 1.46% -0.34%
2018 1.06% -3.10%