Investment Returns
| As at 30 April 2012 | Element Real Income Fund | CPI + 3% | RELATIVE |
|---|
| Annualised since Inception | 11.4% | 8.8% | 2.6% |
| Annualised 7 year | 8.6% | 9.2% | -0.6% |
| Annualised 5 year | 5.9% | 9.8% | -3.9% |
| Annualised 3 year | 8.7% | 8.0% | 0.7% |
| Annualised 2 year | 8.2% | 8.1% | 0.1% |
| 1 year | 10.9% | 9.1% | 1.8% |
Figures quoted are from Element Investment Managers, for a lump sum using NAV-NAV with income distributions reinvested.
Risk
| As at 30 April 2012 | Element Real Income Fund | CPI + 3% | ALSI |
|---|
| 5 year Sharpe Ratio | -0.59 | N/A | -0.07 |
| 5 year Sortino Ratio | -0.16 | N/A | 0.03 |
| Max Drawdown | -7.6% | N/A | -40.4% |
| Information Ratio (Since Inception rel. to ALSI) | -0.45 | N/A | |
Monthly Returns
| Jan | Feb | Mar | April | May | Jun | Jul | Aug | Sept | Oct | Nov | Dec |
|---|
| 2002 | | | | | | | | | | | 3.81% | 0.23% |
| 2003 | -1.46% | -1.11% | -1.28% | -0.02% | 5.34% | 1.05% | 2.41% | 2.65% | -0.11% | 5.67% | 0.17% | 4.93% |
| 2004 | 1.34% | 1.73% | 1.14% | 1.63% | -0.36% | 0.84% | 0.92% | 3.73% | 3.01% | 2.50% | 4.23% | 1.94% |
| 2005 | -0.24% | 0.97% | 0.01% | -0.19% | 2.36% | 0.85% | 1.96% | 0.79% | 2.48% | 0.59% | 1.05% | 2.19% |
| 2006 | 2.13% | 0.60% | 1.70% | 0.92% | -0.19% | 0.81% | -0.22% | 1.43% | 0.48% | 1.73% | 1.56% | 1.73% |
| 2007 | 1.18% | 0.32% | 1.55% | 1.31% | 1.43% | -0.17% | 0.27% | 0.83% | 1.91% | 0.89% | 0.16% | -0.23% |
| 2008 | -1.07% | 2.44% | 0.37% | 0.64% | 0.00% | -0.67% | -1.02% | 2.62% | -3.43% | -4.31% | 0.45% | 1.93% |
| 2009 | -0.35% | -1.38% | 1.43% | 1.16% | 1.48% | 1.08% | 1.58% | 1.20% | 0.88% | 1.55% | -1.02% | 0.12% |
| 2010 | 0.72% | 1.14% | 0.11% | 0.50% | 0.90% | 0.53% | 0.75% | 1.14% | 0.15% | 0.50% | 0.41% | -0.48% |
| 2011 | 1.43% | 0.00% | -0.48% | 0.62% | 1.23% | -0.20% | -0.21% | 1.17% | 1.85% | 2.05% | 0.97% | 1.38% |
| 2012 | 0.45% | -0.19% | 1.13% | 0.78% | | | | | | | | |
