Morningstar Fund Report
Aspect Diversified Futures-Class A
Fund Report | Report generated 22 Jan 2022 | 
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Performance
31 Dec 2021
Growth of $10,000
Fund: Aspect Diversified Futures-Class A
Index: RBA Bank accepted Bills 90 Days
Category: Alternative - Systematic Trend
Financial Year Total Returns
| Jun-19 | Jun-20 | Jun-21 | Dec-21 | |
|---|---|---|---|---|
| Fund | 2.66 | 2.04 | 7.34 | 2.04 |
| +/- Cat | 0.20 | 6.59 | 2.72 | 2.16 |
| +/- Index | 0.81 | 1.34 | 7.29 | 2.03 |
Trailing Total Returns
as at 31 Dec 2021| Total Return | +/- Cat | +/- Index | Cat Rank | |
|---|---|---|---|---|
| 1 Month | 2.35 | 1.19 | 2.34 | 1 / 10 |
| 3 Month | -4.46 | -1.60 | -4.47 | 8 / 10 |
| 1 Year | 9.33 | 5.07 | 9.30 | 4 / 10 |
| 3 Year | 8.64 | 7.37 | 8.10 | 1 / 10 |
| 5 Year | 2.88 | 3.48 | 1.82 | 2 / 6 |
Risk Analysis
as at 31 Dec 2021| 3-Year Risk Measures | Fund | Category | Index |
|---|---|---|---|
| Standard Deviation | 11.63 | 10.64 | 0.19 |
| Sharpe Ratio | 0.73 | 0.38 | -- |
| R-Squared | 0.47 | 2.46 | -- |
| Beta | 38.28 | 15.08 | -- |
| Alpha | 9.88 | 4.44 | -- |
Fund Details
| 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 Dec 2021) |
182.78 |
| Minimum Investment $ | 25,000 |
| Regular Savings Plan (Yes/No) |
Yes |
| Cash Distributions | Semi-Annually |
Current Investment Style
Style Box is unavailable.
Asset Allocation
% as at 31 Dec 2021
| Domestic Equity | 0.000 |
| International Equity | 0.000 |
| Listed Property | 0.000 |
| Unlisted Property | 0.000 |
| Domestic Fixed Interest | 0.000 |
| International Fixed Interest | 0.000 |
| Cash | 0.000 |
| Other | 100.000 |
Morningstar Sustainability Rating 
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Quick Stats
as at 19 Jan 2022
| APIR Code | FSF1086AU |
| Legal Type | Investment Trusts |
| Status | Open |
| Category | Alternative - Systematic Trend |
| Entry Price $ | 1.1187 |
| Exit Price $ | 1.1187 |
| Exit Price 1 Week Change $ |
0.0143 |
Morningstar Ratings
| Overall |
|
| 3 Year |
|
| 5 Year | |
| 10 Year |
Prosective Fees & Costs
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% |