Morningstar Fund Report
Aspect Diversified Futures-Class A
Fund Report | Report generated 28 Jun 2022 |
Read the Analyst Research Report


Performance
31 May 2022
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 | 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 |
Trailing Total Returns
as at 31 May 2022Total 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 |
Risk Analysis
as at 31 May 20223-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 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 May 2022) |
224.35 |
Minimum Investment $ | 20,000 |
Regular Savings Plan (Yes/No) |
Yes |
Cash Distributions | Semi-Annually |
Current Investment Style
Style Box is unavailable.
Asset Allocation
% 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 |
Morningstar Sustainability Rating
Learn more
Quick Stats
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 |
Morningstar Ratings
Overall |
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3 Year |
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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% |