Investment Returns
| As at 31 July 2010 | Element Real Income Fund | CPI + 3% | RELATIVE |
|---|
| Annualised since Inception | 12.1% | 9.1% | 3.0% |
| Annualised 5 year | 8.1% | 10.0% | -1.9% |
| Annualised 3 year | 4.6% | 10.9% | -6.3% |
| Annualised 2 year | 4.8% | 8.4% | -3.6% |
| 1 year | 7.6% | 7.1% | 0.5% |
Figures quoted are from Element Investment Managers, for a lump sum using Class A NAV-NAV prices with income distributions reinvested.
Risk
| As at 31 July 2010 | Element Real Income Fund | CPI + 3% | ALSI |
|---|
| 5 year Sharpe Ratio | -0.19 | 0.41 | 0.39 |
| 5 year Sortino Ratio | 0.33 | 3.16 | 0.74 |
| Max Drawdown | -7.6% | -1.1% | -40.4% |
| Information Ratio (Since Inception rel. to ALSI) | -0.44 | -0.52 | |
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% | | | | | |
