Peer Index Comparison Report - Domestic Equity - Large Value Index

Domestic Equity - Large Value Index

Peer Index Comparison Report

April 30, 2025

Value Added Monthly Index

Monthly Return

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2025	3.74%	-2.01%	-2.72%	2.28%									1.16%
2024	2.06%	0.99%	3.71%	-2.88%	-0.41%	1.07%	4.21%	-0.24%	2.66%	-1.97%	3.09%	-2.97%	9.37%
2023	4.80%	-1.45%	-0.68%	2.22%	-2.34%	1.78%	3.09%	-0.86%	-2.59%	-4.07%	3.53%	5.97%	9.20%
2022	-3.93%	3.43%	5.37%	0.56%	-2.88%	-7.60%	4.90%	1.94%	-6.14%	6.10%	5.08%	-2.35%	3.25%
2021	0.42%	2.64%	3.66%	2.23%	2.27%	1.67%	0.51%	2.98%	0.06%	-0.54%	-1.68%	3.15%	18.64%
2020	3.06%	-8.43%	-22.20%	9.43%	4.92%	1.49%	-0.73%	3.24%	-3.42%	1.91%	12.78%	0.99%	-1.68%
2019	3.36%	5.96%	0.34%	2.44%	0.99%	2.29%	2.50%	-2.43%	2.94%	-0.57%	2.69%	-2.18%	19.55%
2018	-0.54%	-0.82%	-3.15%	2.82%	0.04%	2.66%	1.50%	0.99%	-0.76%	-6.07%	-2.40%	-1.62%	-7.43%
2017	-0.94%	1.52%	3.18%	0.80%	-2.20%	0.14%	0.40%	0.06%	-0.07%	3.31%	1.59%	2.23%	10.35%
2016	-5.36%	-1.11%	5.13%	3.15%	2.77%	-3.11%	6.43%	-0.02%	0.44%	-1.57%	3.03%	4.52%	14.49%

Return and Risk Report

Name	Return 1m	Return 3m	Return 12m	Return 3y	Return Incp	Std. Dev. 12m	Std. Dev. 3y	Std. Dev. Incp	Max Drawdown 12m	Max Drawdown 3y	Max Drawdown Incp
Domestic Equity - Large Value Index	2.28%	-2.49%	6.57%	5.81%	8.90%	8.67%	11.79%	12.68%	-4.67%	-10.26%	-46.92%
Ausbil Active Dividend Income - Wholsl	3.32%	-3.42%	7.53%	4.68%	7.88%	9.63%	12.17%	14.28%	-6.52%	-10.97%	-25.96%
Maple-Brown Abbott Aus Shr Wholesale	-0.48%	-3.15%	4.03%	5.56%	8.02%	7.24%	11.09%	12.70%	-3.15%	-9.74%	-38.93%
Dimensional Australian Core Equity Trust	2.87%	-3.20%	7.82%	5.96%	6.67%	9.70%	13.54%	15.15%	-5.90%	-12.96%	-51.60%
Strategic Australian Equity	2.42%	-3.58%	8.85%	6.86%	9.75%	9.19%	12.68%	14.68%	-5.86%	-11.65%	-29.33%
Dimensional AUS Value Trust - Active ETF	1.40%	-3.76%	6.12%	6.53%	9.38%	9.11%	12.96%	15.11%	-5.09%	-12.62%	-48.12%
Dimensional Australian Sustainability	4.05%	-3.07%	12.03%	7.81%	10.97%	10.99%	15.12%	17.03%	-6.84%	-14.88%	-29.32%
Allan Gray Australia Equity A	-2.72%	-3.94%	3.30%	4.06%	7.85%	10.00%	13.77%	17.28%	-6.02%	-14.50%	-56.32%
Realindex Australian Share Value-Class A	3.85%	8.64%	22.11%	10.82%	10.53%	9.86%	12.86%	13.83%	-2.87%	-11.08%	-27.81%
Merlon Concentrated Australian Share A	0.73%	-1.96%	6.28%	8.95%	7.83%	8.47%	12.84%	17.61%	-2.67%	-10.55%	-33.71%

Total Return Summary

Name	Total Return 1m	Total Return 3m	Total Return 12m	Total Return 2y	Total Return 3y	Total Return 5y	Total Return Incp
Domestic Equity - Large Value Index	2.28%	-2.49%	6.57%	15.22%	18.47%	81.08%	767.96%
Ausbil Active Dividend Income - Wholsl	3.32%	-3.42%	7.53%	14.00%	14.70%	68.94%	68.94%
Maple-Brown Abbott Aus Shr Wholesale	-0.48%	-3.15%	4.03%	13.42%	17.62%	86.78%	606.48%
Dimensional Australian Core Equity Trust	2.87%	-3.20%	7.82%	18.67%	18.95%	83.64%	237.31%
Strategic Australian Equity	2.42%	-3.58%	8.85%	19.82%	22.02%	90.50%	360.46%
Dimensional AUS Value Trust - Active ETF	1.40%	-3.76%	6.12%	17.88%	20.91%	103.04%	869.28%
Dimensional Australian Sustainability	4.05%	-3.07%	12.03%	27.14%	25.32%	94.05%	94.96%
Allan Gray Australia Equity A	-2.72%	-3.94%	3.30%	9.87%	12.69%	83.06%	320.65%
Realindex Australian Share Value-Class A	3.85%	8.64%	22.11%	40.22%	36.10%	57.87%	391.88%
Merlon Concentrated Australian Share A	0.73%	-1.96%	6.28%	19.98%	29.32%	108.39%	72.73%

Rolling Return

12 Month Rolling Return

36 Month Rolling Return

Sharpe Ratio Summary

Name	12m	2y	3y	5y	Incp
Domestic Equity - Large Value Index
Ausbil Active Dividend Income - Wholsl
Maple-Brown Abbott Aus Shr Wholesale
Dimensional Australian Core Equity Trust
Strategic Australian Equity
Dimensional AUS Value Trust - Active ETF
Dimensional Australian Sustainability
Allan Gray Australia Equity A
Realindex Australian Share Value-Class A
Merlon Concentrated Australian Share A

Rolling Sharpe Time

Risk/Return

Risk/Return 1 Year

Risk/Return 2 Year

Risk/Return 3 Year

Risk/Return Incp

Drawdown

Correlation

	Domestic Equity - Large Value Index	Airlie Australian Share	Allan Gray Australia Equity A	Antares Prof Dividend Builder	Ausbil Active Dividend Income - Wholsl	DNR Capital Australian Equities Income	Dimensional AUS Value Trust - Active ETF	Dimensional Australian Core Equity Trust	Dimensional Australian Sustainability	Investors Mutual All Industrials Share	Investors Mutual Concentrated Aus Share	Investors Mutual WS Australian Share	Lazard Australian Equity W	Lazard Select Australian Equity W Cl	MLC Wholesale IncomeBuilder	Maple-Brown Abbott Aus Shr Wholesale	Martin Currie Eth Val WithInc	Martin Currie Select Opps A	Martin Currie Sustainable Income Fund	Merlon Concentrated Australian Share A	Morningstar Australian Shares A	Perennial Value Shares Wholesale Trust	Perennial Value Shares for Income Trust	Perpetual Australian Share	Perpetual Concentrated Equity	Perpetual ESG Australia Share	Perpetual Industrial	Prime Value Equity Income B	Realindex Australian Share Value-Class A	Strategic Australian Equity	Tyndall Australian Share Income	Tyndall Australian Share Wholesale

	Domestic Equity - Large Value Index	Airlie Australian Share	Allan Gray Australia Equity A	Antares Prof Dividend Builder	Ausbil Active Dividend Income - Wholsl	DNR Capital Australian Equities Income	Dimensional AUS Value Trust - Active ETF	Dimensional Australian Core Equity Trust	Dimensional Australian Sustainability	Investors Mutual All Industrials Share	Investors Mutual Concentrated Aus Share	Investors Mutual WS Australian Share	Lazard Australian Equity W	Lazard Select Australian Equity W Cl	MLC Wholesale IncomeBuilder	Maple-Brown Abbott Aus Shr Wholesale	Martin Currie Eth Val WithInc	Martin Currie Select Opps A	Martin Currie Sustainable Income Fund	Merlon Concentrated Australian Share A	Morningstar Australian Shares A	Perennial Value Shares Wholesale Trust	Perennial Value Shares for Income Trust	Perpetual Australian Share	Perpetual Concentrated Equity	Perpetual ESG Australia Share	Perpetual Industrial	Prime Value Equity Income B	Realindex Australian Share Value-Class A	Strategic Australian Equity	Tyndall Australian Share Income	Tyndall Australian Share Wholesale
Domestic Equity - Large Value Index	1.00	0.93	0.93	0.97	0.96	0.94	0.96	0.97	0.94	0.93	0.88	0.95	0.93	0.87	0.97	0.97	0.97	0.97	0.97	0.93	0.90	0.97	0.96	0.96	0.98	0.92	0.94	0.96	0.98	0.98	0.98	0.96
Airlie Australian Share	0.93	1.00	0.77	0.88	0.94	0.86	0.88	0.96	0.97	0.84	0.83	0.88	0.79	0.71	0.88	0.85	0.92	0.84	0.92	0.81	0.94	0.92	0.90	0.89	0.88	0.89	0.89	0.96	0.92	0.94	0.89	0.85
Allan Gray Australia Equity A	0.93	0.77	1.00	0.89	0.85	0.86	0.91	0.86	0.80	0.84	0.77	0.86	0.92	0.89	0.89	0.96	0.88	0.95	0.87	0.92	0.76	0.91	0.88	0.88	0.92	0.82	0.83	0.85	0.89	0.90	0.93	0.94
Antares Prof Dividend Builder	0.97	0.88	0.89	1.00	0.93	0.91	0.92	0.91	0.88	0.92	0.87	0.94	0.92	0.86	0.97	0.96	0.96	0.95	0.95	0.91	0.84	0.93	0.94	0.94	0.95	0.87	0.93	0.90	0.95	0.95	0.96	0.94
Ausbil Active Dividend Income - Wholsl	0.96	0.94	0.85	0.93	1.00	0.88	0.95	0.97	0.95	0.86	0.81	0.89	0.87	0.78	0.91	0.92	0.92	0.89	0.92	0.84	0.91	0.96	0.96	0.92	0.92	0.87	0.89	0.98	0.97	0.98	0.94	0.92
DNR Capital Australian Equities Income	0.94	0.86	0.86	0.91	0.88	1.00	0.87	0.88	0.86	0.92	0.89	0.93	0.85	0.80	0.92	0.90	0.90	0.91	0.90	0.87	0.83	0.91	0.89	0.90	0.92	0.88	0.90	0.87	0.88	0.90	0.93	0.91
Dimensional AUS Value Trust - Active ETF	0.96	0.88	0.91	0.92	0.95	0.87	1.00	0.95	0.89	0.83	0.73	0.85	0.91	0.84	0.91	0.95	0.90	0.94	0.89	0.88	0.85	0.96	0.96	0.92	0.94	0.86	0.86	0.95	0.97	0.98	0.95	0.94
Dimensional Australian Core Equity Trust	0.97	0.96	0.86	0.91	0.97	0.88	0.95	1.00	0.98	0.84	0.81	0.88	0.85	0.77	0.90	0.91	0.93	0.90	0.93	0.86	0.96	0.98	0.95	0.93	0.92	0.90	0.87	0.98	0.97	0.98	0.94	0.91
Dimensional Australian Sustainability	0.94	0.97	0.80	0.88	0.95	0.86	0.89	0.98	1.00	0.85	0.82	0.87	0.79	0.70	0.88	0.86	0.93	0.85	0.93	0.82	0.97	0.94	0.90	0.89	0.88	0.91	0.88	0.96	0.93	0.94	0.89	0.85
Investors Mutual All Industrials Share	0.93	0.84	0.84	0.92	0.86	0.92	0.83	0.84	0.85	1.00	0.95	0.98	0.84	0.78	0.96	0.89	0.93	0.89	0.93	0.86	0.80	0.85	0.85	0.89	0.92	0.89	0.94	0.86	0.87	0.88	0.89	0.87

Performance Review

Performance Metrics	value
Last Month	2.28%
3 Months Return	-2.49%
1 Year Return	6.57%
3 Years Average Return	5.81%
Since Inc. Average Return	8.90%
1 Year Std. Dev. (Annual)	8.67%
3 Year Std. Dev. (Annual)	11.79%
Since Inc Std. Dev. (Annual)	12.68%
1 Year Max Drawdown	-4.67%
3 Year Max Drawdown	-10.26%

Success Ratios

Performance Metrics	value
Average Winning Month	2.88%
Winning Month (%)	63.82%
Average Losing Month	-2.91%
Best Month	2.98%
Consecutive Winning Month	12
Consecutive Losing Month	6
Losing Months (%)	36.18%
Winning Year (%)	84.62%
Losing Year (%)	15.38%