Investment Returns
| As at 31 December 2011 | Element Equity Composite | SWIX | RELATIVE |
|---|---|---|---|
| Annualised since Inception | 21.8% | 18.9% | 2.9% |
| Annualised 7 Year | 17.9% | 17.3% | 0.6% |
| Annualised 5 Year | 8.5% | 8.6% | -0.1% |
| Annualised 3 Year | 14.8% | 17.9% | -3.1% |
| Annualised 2 Year | 9.2% | 12.3% | -3.1% |
| 1 Year | 4.0% | 4.3% | -0.3% |
Risk
| As at 31 December 2011 | Element Equity Composite | SWIX | ALSI |
|---|---|---|---|
| 5 year Sharpe Ratio | -0.01 | 0.01 | -0.02 |
| 5 year Sortino Ratio | 0.20 | 0.16 | 0.10 |
| Max Drawdown | -23.4% | -37.0% | -40.4% |
| Information Ratio (Since Inception rel. to ALSI) | 0.53 | 0.37 |
Monthly Returns
| Jan | Feb | March | April | May | June | July | Aug | Sept | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2002 | 1.41% | 1.07% | 3.68% | 5.56% | -1.33% | |||||||
| 2003 | -2.37% | -3.07% | -6.08% | 0.57% | 11.24% | 1.01% | 5.69% | 3.00% | -1.58% | 8.70% | 2.28% | 7.14% |
| 2004 | 3.21% | 0.84% | 1.31% | -0.09% | 0.32% | -0.31% | 1.67% | 6.62% | 5.88% | 4.90% | 8.03% | 3.79% |
| 2005 | -1.16% | 2.90% | -0.49% | -4.40% | 9.40% | 3.48% | 7.06% | 1.45% | 10.75% | -0.22% | 2.89% | 7.43% |
| 2006 | 10.11% | -1.53% | 5.99% | 4.52% | -2.39% | 3.11% | -0.32% | 3.70% | 1.06% | 3.82% | 4.83% | 5.59% |
| 2007 | 2.54% | 0.45% | 4.73% | 3.10% | 1.97% | -2.29% | -1.13% | 1.15% | 4.28% | 4.55% | -2.38% | -3.95% |
| 2008 | -5.51% | 7.71% | -1.50% | 0.67% | 2.22% | -5.75% | -2.14% | 2.70% | -6.93% | -7.80% | -2.55% | 7.23% |
| 2009 | 0.86% | -7.58% | 5.97% | 0.92% | 7.47% | -0.03% | 7.83% | 4.72% | 0.91% | 4.37% | -2.41% | 1.91% |
| 2010 | -2.57% | 0.63% | 4.75% | 0.75% | -2.72% | -1.29% | 3.94% | -0.09% | 5.44% | 1.70% | -0.79% | 4.55% |
| 2011 | -1.99% | 2.78% | 0.13% | 2.54% | -0.81% | -2.30% | -0.75% | -0.23% | -1.41% | 4.65% | 1.81% | -0.28% |
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