September 2024

Australian Low-Cost Balanced

Growth of $10,000

Portfolio Composition

Return Statistics:

Last Month -0.32%
3 Months Rate of Return 0.33%
Year To Date -0.29%
12 Months Rate of Return -3.53%
36 Months Rate of Return -4.37%
Average Rate of Return 1.68%
Winning Months (%) 62.34%
Average Winning Month 1.15%
Total Return Cumulative 11.31%

1M YTD 12 Months Rate of Return 36 Months Rate of Return Total
Australian Low-Cost Balanced -0.32% -0.29% -3.53% -4.37% 11.31%

Risk & Performance Metrics:

Sharpe Ratio (3 Month T-Bill) -3.10
Sharpe Ratio (10 Year T-Note) -
Sortino Ratio (3 Month T-Bill) 0.03
Sortino Ratio (10 Year T-Note) -0.42
Average Monthly Return 0.14%
Average Winning Month 1.15%
Average Losing Month -1.49%
Best Month 3.68%
Worst Month -6.08%
Max Drawdown (Monthly) -15.46%
Yearly Volatility 6.15%

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 -0.47 -0.15 0.57 0.08 -0.32 -0.29
2022 -4.36 -3.01 0.71 -1.05 -3.24 -4.00 0.65 0.26 0.56 1.35 -1.39 -0.63 -13.46
2021 0.76 -0.45 -0.46 1.90 0.17 0.36 0.35 2.31 -3.17 -0.42 2.18 -0.09 3.38
2020 3.31 -3.65 -6.08 0.88 1.27 0.36 2.90 2.56 -0.88 1.17 0.84 0.11 2.39
2019 1.09 2.92 1.18 2.85 0.54 1.85 1.81 -1.40 0.22 0.14 1.13 -0.77 12.09
2018 1.48 0.67 -0.83 1.06 1.12 -0.59 0.65 1.66 -0.51 -4.05 -0.01 -1.02 -0.51
2017 -0.05 0.95 -0.04 0.41 0.77 -0.27 0.26 1.50 0.46 3.68 1.10 0.19 9.28

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -15.46% 10 0 09/2021 -
2 -9.51% 2 13 02/2020 04/2021
3 -5.53% 4 4 09/2018 04/2019
4 -1.40% 1 3 08/2019 11/2019
5 -0.83% 1 1 03/2018 04/2018

Return Report

Period LastBestWorstAverageMedianWinning %
1 Month -0.32%3.68%-6.08%0.16%0.36%62.34%
3 Months 0.33%7.10%-8.72%0.48%1.12%68.00%
6 Months -0.92%11.65%-14.13%0.97%1.81%61.11%
1 Year -3.53%14.55%-14.69%1.83%2.30%62.12%
2 Years -12.47%20.26%-12.47%4.77%6.03%72.22%
3 Years -4.37%25.97%-11.75%7.72%12.74%69.05%
5 Years -1.62%29.01%-1.62%9.15%7.98%83.33%