Investment Returns
| As at 31 July 2010 | Element Earth Equity Fund | ALSI_D | RELATIVE |
|---|
| Annualised since Inception | 20.9% | 18.0% | 2.9% |
| Annualised 5 year | 15.0% | 16.2% | -1.2% |
| Annualised 3 year | 3.7% | 3.6% | 0.1% |
| Annualised 2 year | 8.7% | 7.4% | 1.3% |
| 1 year | 13.0% | 21.0% | -8.0% |
Figures quoted are from Element Investment Managers, for a lump sum using Class A NAV-NAV prices with income distributions reinvested.
Risk
| As at 31 July 2010 | Element Earth Equity Fund | ALSI_D | ALSI |
|---|
| 5 year Sharpe Ratio | 0.45 | 0.41 | 0.39 |
| 5 year Sortino Ratio | 0.87 | 0.80 | 0.74 |
| Max Drawdown | -25.4% | -37.6% | -40.4% |
| Information Ratio (Since Inception rel. to ALSI) | 0.25 | -0.03 | |
Monthly Returns
| Jan | Feb | March | April | May | June | July | Aug | Sept | Oct | Nov | Dec |
|---|
| 2001 | | | | | | | | | | | 3.95% | 2.23% |
| 2002 | -3.68% | -0.76% | 0.30% | 8.98% | 3.97% | 0.02% | -0.95% | 1.20% | -0.02% | 3.18% | 5.19% | -0.28% |
| 2003 | -1.89% | -1.98% | -5.05% | -0.61% | 10.83% | 0.55% | 3.61% | 4.66% | -0.62% | 8.02% | 1.98% | 7.26% |
| 2004 | 2.73% | 0.65% | 1.17% | 0.75% | 0.02% | 0.24% | 0.75% | 6.34% | 5.30% | 4.94% | 7.23% | 3.68% |
| 2005 | -1.18% | 2.47% | -0.66% | -3.59% | 9.64% | 2.86% | 6.66% | 1.08% | 8.69% | -0.48% | 3.23% | 6.22% |
| 2006 | 8.35% | -0.37% | 4.43% | 3.47% | -2.11% | 3.34% | -0.60% | 3.46% | 0.97% | 2.88% | 4.23% | 4.59% |
| 2007 | 2.15% | 0.27% | 4.23% | 2.41% | 2.14% | -2.15% | -0.06% | 0.00% | 4.70% | 2.91% | -1.51% | -3.96% |
| 2008 | -5.70% | 6.16% | -0.36% | -0.07% | 1.95% | -5.40% | -3.63% | 3.79% | -8.58% | -8.24% | -1.69% | 6.67% |
| 2009 | 0.65% | -7.32% | 4.91% | 1.51% | 6.30% | 0.79% | 7.62% | 4.72% | 1.87% | 4.21% | -2.10% | 1.29% |
| 2010 | -3.07% | 1.21% | 4.38% | 0.81% | -2.59% | -1.49% | 3.46% | | | | | |
