Element Institutional Balanced Fund

Investment Returns

As at 31 December 2011Element Balanced CompositeBalanced BenchmarkRELATIVE
Annualised since Inception18.4%15.9%2.5%
Annualised 7 year15.4%14.1%1.3%
Annualised 5 year10.3%8.8%1.5%
Annualised 3 year13.2%13.6%-0.4%
Annualised 2 year10.0%10.4%-0.4%
1 year7.2%4.7%2.5%

Risk

As at 31 December 2011Element Balanced CompositeBalanced BenchmarkALSI
5 year Sharpe Ratio0.260.02-0.02
5 year Sortino Ratio0.810.280.10
Max Drawdown-8.3%-22.1%-40.4%
Information Ratio (Since Inception rel. to ALSI)-0.14-0.59

Monthly Returns

JanFebMarAprilMayJunJulAugSeptOctNovDec
20035.92%1.33%4.84%
20042.38%0.79%1.20%0.50%0.04%-0.02%1.84%4.70%3.92%3.76%5.58%3.08%
2005-0.69%2.26%-0.73%-2.33%6.22%2.77%5.04%1.08%7.17%0.12%2.22%4.90%
20066.47%-0.85%3.95%2.72%-1.33%1.85%-0.34%2.42%0.84%2.43%3.16%3.23%
20071.66%0.62%3.23%2.15%1.39%-1.16%-0.46%0.67%2.65%2.71%-0.58%-0.86%
2008-1.30%3.14%-0.26%0.88%1.35%-2.46%-0.64%1.74%-3.19%-2.45%-1.48%5.15%
20090.93%-4.87%4.11%0.71%5.10%0.30%5.45%3.31%0.83%2.29%-0.72%1.13%
2010-0.59%0.77%2.29%0.81%-0.75%-0.14%2.46%0.91%2.61%1.37%0.02%2.29%
2011-0.83%1.78%0.29%1.63%0.01%-0.78%0.11%0.84%-0.85%2.71%1.46%0.71%
 
 

We were the first south african investment manager to sign the United Nations Principles for Responsible Investment