Investment Returns
| As at 31 July 2010 | Element Flexible Fund | CPI + 5% | RELATIVE |
|---|
| Annualised since Inception | 17.4% | 11.7% | 5.7% |
| Annualised 5 year | 11.1% | 12.0% | -0.9% |
| Annualised 3 year | 4.3% | 12.9% | -8.6% |
| Annualised 2 year | 6.0% | 10.4% | -4.4% |
| 1 year | 8.3% | 9.1% | -0.8% |
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 Flexible Fund | CPI + 5% | ALSI |
|---|
| 5 year Sharpe Ratio | 0.29 | 1.05 | 0.39 |
| 5 year Sortino Ratio | 0.75 | 3.24 | 0.74 |
| Max Drawdown | -10.7% | -1.9% | -40.4% |
| Information Ratio (Since Inception rel. to ALSI) | -0.06 | -0.34 | |
Monthly Returns
| Jan | Feb | Mar | April | May | Jun | Jul | Aug | Sept | Oct | Nov | Dec |
|---|
| 2001 | | | | | | | | | | | 6.68% | 1.32% |
| 2002 | -3.13% | 1.67% | 0.00% | 7.32% | 4.11% | -1.19% | -0.42% | 1.91% | -0.09% | 4.14% | 3.18% | 0.53% |
| 2003 | -1.77% | -2.68% | -5.11% | -0.38% | 8.55% | 1.39% | 3.79% | 5.32% | -0.37% | 7.60% | 1.87% | 7.26% |
| 2004 | 2.21% | 1.38% | 1.05% | 0.52% | -0.54% | 0.83% | 1.10% | 4.58% | 4.45% | 3.63% | 5.48% | 3.16% |
| 2005 | -0.46% | 2.33% | -0.18% | -1.81% | 4.74% | 2.05% | 4.23% | 1.12% | 5.86% | -0.05% | 1.88% | 4.51% |
| 2006 | 5.45% | 0.07% | 2.77% | 1.84% | -0.37% | 2.10% | -1.03% | 2.42% | 0.58% | 2.18% | 2.67% | 2.53% |
| 2007 | 1.37% | 0.30% | 2.39% | 1.48% | 1.31% | -0.77% | 0.17% | 0.52% | 2.66% | 1.86% | -0.40% | -1.31% |
| 2008 | -2.75% | 3.26% | -0.11% | 0.27% | 0.61% | -2.29% | -1.12% | 3.41% | -4.89% | -5.35% | -0.17% | 4.58% |
| 2009 | 0.08% | -3.86% | 2.69% | 1.14% | 2.79% | -0.07% | 4.10% | 2.44% | 1.19% | 2.74% | -2.00% | 0.18% |
| 2010 | -0.30% | 1.33% | 0.64% | 0.71% | 0.04% | 0.15% | 0.93% | | | | | |
