Element Institutional Equity Fund

Investment Returns

As at 30 September 2017Element Equity CompositeSWIXRELATIVE
Unannualised since Inception 72.00% 845.00% -773.00%
Annualised since Inception 3.60% 17.10% -13.50%
Annualised 10 Year 5.60% 10.60% -5.00%
Annualised 7 Year 12.80% 13.40% -0.60%
Annualised 5 Year 4.10% 12.80% -8.70%
Annualised 3 Year 2.50% 7.40% -4.90%
Annualised 2 Year 14.60% 8.00% 6.60%
1 Year 9.10% 7.00% 2.10%
YTD 10.20% 10.60% -0.40%
6 Months 3.80% 7.00% -3.20%
3 Months 7.90% 7.00% 0.90%
Sep-17 -0.10% -1.70% 1.60%

Risk

As at 30 September 2017Element Equity CompositeALSISWIX
5 Year Sharpe Ratio-0.470.240.22
5 Year Sortino Ratio-0.151.41.65
Max Drawdown-26.2%-40.4%-37.0%
Information Ratio (Since inception relative to ALSI)-0.97

Monthly Returns

JanFebMarchAprilMayJune July AugSeptOctNovDec
20021.4%1.1%3.7%5.6%-1.3%
2003-2.4%-3.1%-6.1%0.6%11.2%1.0%5.7%3.0%-1.6%8.7%2.3%7.1%
20043.2%0.8%1.3%-0.1%0.3%-0.3%1.7%6.6%5.9%4.9%8.0%3.8%
2005-1.2%2.9%-0.5%-4.4%9.4%3.5%7.1%1.4%10.8%-0.2%2.9%7.4%
200610.1%-1.5%6.0%4.5%-2.4%3.1%-0.3%3.7%1.1%3.8%4.8%5.6%
20072.5%0.5%4.7%3.1%2.0%-2.3%-1.1%1.2%4.3%4.6%-2.4%-4.0%
2008-5.5%7.7%-1.5%0.7%2.2%-5.7%-2.1%2.7%-6.9%-7.8%-2.5%7.2%
20090.9%-7.6%6.0%0.9%7.5%0.0%7.8%4.7%0.9%4.4%-2.4%1.9%
2010-2.6%0.6%4.7%0.7%-2.7%-1.3%3.9%-0.1%5.4%1.7%-0.8%4.5%
2011-2.0%2.8%0.1%2.5%-0.8%-2.3%-0.8%-0.2%-1.4%4.7%1.8%-0.3%
20123.4%0.7%-1.9%0.3%-1.4%0.9%1.0%0.6%2.3%2.5%-0.5%2.7%
20133.9%-2.8%0.4%-4.8%4.5%-7.5%3.8%3.3%0.8%6.0%-3.6%-0.3%
20141.7%1.7%3.5%3.3%0.0%0.8%2.8%-2.9%-5.2%-5.1%0.5%-0.2%
20150.6%2.0%-5.5%5.6%-5.0%-3.3%-4.2%0.2%-5.3%7.1%-3.9%-1.7%
20161.3%7.6%7.2%5.5%-1.4%0.4%3.1%-1.2%-1.1%-4.8%1.0%2.9%
20174.3%0.8%1.0%0.0%-1.39%-2.46%5.22%2.65%-0.87%
 
 

WE WERE THE FIRST SOUTH AFRICAN INVESTMENT MANAGER TO SIGN THE UNITED NATIONS PRINCIPLES FOR RESPONSIBLE INVESTMENT

WE ARE COMMITTED TO THE CODE FOR RESPONSIBLE INVESTING IN SOUTH AFRICA