Morningstar Fund Report

Aspect Diversified Futures-Class A

Fund Report | Report generated 28 Jun 2022 |

31 May 2022

Fund: Aspect Diversified Futures-Class A

Index: RBA Bank accepted Bills 90 Days

Category: Alternative - Systematic Trend

	Jun-19	Jun-20	Jun-21	May-22
Fund	2.66	2.04	7.34	32.63
+/- Cat	0.20	6.59	2.72	14.68
+/- Index	0.81	1.34	7.29	32.47

as at 31 May 2022

	Total Return	+/- Cat	+/- Index	Cat Rank
1 Month	0.64	1.51	0.56	1 / 14
3 Month	18.96	7.44	18.83	4 / 14
1 Year	27.53	11.32	27.37	4 / 13
3 Year	15.10	8.70	14.76	2 / 12
5 Year	8.65	5.67	7.71	1 / 8

as at 31 May 2022

3-Year Risk Measures	Fund	Category	Index
Standard Deviation	12.92	11.96	0.12
Sharpe Ratio	1.13	0.84	--
R-Squared	3.58	2.16	--
Beta	-51.27	-33.36	--
Alpha	10.2	7.07	--

Fund Inception	08 Mar 2010
Responsible Entity	Colonial First State Investments Limited
Fund Manager	Aspect Capital Limited
Base Currency	$A
Net Assets $Mil (as at 31 May 2022)	224.35
Minimum Investment $	20,000
Regular Savings Plan (Yes/No)	Yes
Cash Distributions	Semi-Annually

Style Box is unavailable.

% as at 31 Mar 2022

Domestic Equity	14.986
International Equity	6.200
Listed Property	0.000
Unlisted Property	0.000
Domestic Fixed Interest	5.044
International Fixed Interest	-60.623
Cash	103.420
Other	30.974

as at 23 Jun 2022

APIR Code	FSF1086AU
Legal Type	Investment Trusts
Status	Open
Category	Alternative - Systematic Trend
Entry Price $	1.4406
Exit Price $	1.4406
Exit Price 1 Week Change $	-0.0333

as at 17 Dec 2020

Total Cost Ratio (Prospective)	1.62%
Investment Management Fee	1.28%
Performance Fee Costs	0.34%
Administration Fees & Costs	--
Buy Spread/Sell Spread	0.00% / 0.00%