Element Institutional Balanced Fund

Investment Returns

As at 31 May 2010Element Balanced CompositeBalanced BenchmarkRELATIVE
Annualised since Inception20.2%16.7%3.5%
Annualised 5 year17.2%14.4%2.8%
Annualised 3 year8.2%4.6%3.6%
Annualised 2 year8.8%2.2%6.6%
1 year16.0%16.8%-0.8%

Risk

As at 31 May 2010Element Balanced CompositeBalanced BenchmarkALSI
5 year Sharpe Ratio1.000.470.46
5 year Sortino Ratio2.381.020.82
Max Drawdown-8.3%-22.1%-40.4%
Information Ratio (Since Inception rel. to ALSI)-0.11-0.64

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%
 
 

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