Last Month | 3M Return | 1 Yr Return | 3 Yrs Ave. Return | Since Inc. Ave. Return | 1 Yr Std. Dev. (annual) | 3 Yrs Std. Dev. (annual) | Since Inc. Std. Dev. (annual) | 1 Yr Max Drawdown | 3 Yrs Max Drawdown | Since Inc. Max Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|
CCM Systematic Macro Plus Backtest | -2.84% | -3.62% | -1.58% | 9.28% | 22.67% | 16.95% | 23.00% | 25.21% | -13.18% | -16.50% | -16.50% | |
Barclays Top 50 Index | -1.32% | 1.17% | -0.44% | 4.93% | 6.64% | 6.96% | 8.86% | 8.05% | -8.65% | -8.65% | -8.65% | |
Dev World Ex Australia Index NR | -0.36% | 5.01% | 21.32% | 16.15% | 16.29% | 8.28% | 11.22% | 11.01% | -3.26% | -9.24% | -16.14% | |
ASX 200 Index | -3.79% | -2.56% | 9.92% | 9.24% | 9.53% | 10.04% | 13.52% | 12.32% | -3.79% | -11.90% | -11.90% | |
Global Aggregate Index | 1.74% | 4.57% | 7.85% | 2.31% | 1.19% | 6.88% | 6.97% | 7.65% | -3.40% | -7.95% | -13.06% |
Standard Deviation (Annual) | 3 Months | 6 Months | 1 Year | 2 Years | 3 Years | 5 Years | Inception | |
---|---|---|---|---|---|---|---|---|
CCM Systematic Macro Plus Backtest | 12.09% | 13.68% | 16.95% | 17.03% | 23.00% | - | 25.21% | |
Barclays Top 50 Index | 4.21% | 5.85% | 6.96% | 7.73% | 8.86% | - | 8.05% | |
Dev World Ex Australia Index NR | 4.94% | 7.20% | 8.28% | 8.65% | 11.22% | - | 11.01% | |
ASX 200 Index | 13.16% | 11.70% | 10.04% | 10.38% | 13.52% | - | 12.32% | |
Global Aggregate Index | 4.46% | 4.41% | 6.88% | 6.66% | 6.97% | - | 7.65% |
Max Drawdown | 1 Month | 3 Month | 6 Month | 1 Year | 2 Year | 3 Year | Inception | |
---|---|---|---|---|---|---|---|---|
CCM Systematic Macro Plus Backtest | -2.84% | -4.34% | -5.55% | -13.18% | -13.53% | -16.50% | -16.50% | |
Barclays Top 50 Index | -1.32% | -1.32% | -2.41% | -8.65% | -8.65% | -8.65% | -8.65% | |
Dev World Ex Australia Index NR | -0.36% | -0.36% | -0.47% | -3.26% | -4.95% | -9.24% | -16.14% | |
ASX 200 Index | -3.79% | -3.79% | -3.79% | -3.79% | -7.20% | -11.90% | -11.90% | |
Global Aggregate Index | -0.00% | -0.17% | -0.53% | -3.40% | -3.40% | -7.95% | -13.06% |
CCM Systematic Macro Plus Backtest | Barclays Top 50 Index | Dev World Ex Australia Index NR | ASX 200 Index | Global Aggregate Index | |
---|---|---|---|---|---|
CCM Systematic Macro Plus Backtest | 1.00 | ||||
Barclays Top 50 Index | 0.75 | 1.00 | |||
Dev World Ex Australia Index NR | -0.14 | -0.26 | 1.00 | ||
ASX 200 Index | 0.15 | -0.13 | 0.57 | 1.00 | |
Global Aggregate Index | -0.56 | -0.44 | 0.40 | -0.16 | 1.00 |