Peer Index Comparison Report - Domestic Equity - Small Cap Index

Domestic Equity - Small Cap Index

Peer Index Comparison Report

September 30, 2024

Value Added Monthly Index

Monthly Return

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2024	0.44%	3.41%	3.86%	-2.23%	-0.06%	-0.04%	3.27%	-0.30%	4.06%				12.89%
2023	5.20%	-2.02%	-0.74%	2.61%	-2.50%	1.74%	3.76%	-0.18%	-3.14%	-5.29%	5.29%	6.84%	11.31%
2022	-7.88%	-0.58%	4.28%	-1.81%	-5.91%	-11.08%	8.88%	1.95%	-7.82%	4.43%	3.28%	-3.13%	-16.12%
2021	0.06%	1.61%	1.10%	5.29%	-0.04%	2.94%	1.61%	4.39%	-0.77%	0.94%	-0.61%	2.43%	20.46%
2020	2.68%	-8.31%	-22.64%	14.61%	8.81%	0.67%	2.48%	7.56%	-0.73%	1.07%	8.39%	3.09%	12.99%
2019	4.27%	5.64%	0.22%	3.86%	-0.72%	0.86%	4.81%	-1.75%	2.29%	0.63%	1.59%	-0.02%	23.59%
2018	0.46%	0.24%	-1.87%	2.16%	2.88%	1.65%	-0.19%	2.42%	-0.14%	-8.03%	-1.98%	-3.64%	-6.40%
2017	-0.92%	-0.16%	1.74%	-0.62%	-0.70%	2.46%	0.74%	1.97%	1.47%	4.38%	2.57%	3.77%	17.86%
2016	-3.92%	-1.63%	4.23%	2.20%	4.38%	-0.96%	7.11%	0.26%	1.29%	-3.61%	-1.58%	2.23%	9.81%
2015	1.09%	7.41%	0.90%	0.16%	1.11%	-5.79%	3.35%	-3.51%	0.74%	5.94%	1.04%	3.18%	15.98%

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 - Small Cap Index	4.06%	7.14%	20.27%	2.70%	10.69%	11.44%	14.87%	14.66%	-5.29%	-21.55%	-52.97%
Ausbil Australian Emerging Leaders	5.19%	10.16%	18.35%	4.51%	10.69%	12.70%	17.07%	17.20%	-7.51%	-19.78%	-48.45%
Specialist Australian mall Coms A	3.19%	5.24%	17.99%	-1.16%	6.96%	13.03%	16.37%	17.58%	-6.48%	-26.78%	-61.25%
Australian Ethical Emerging Companies WS	5.39%	8.76%	22.18%	-1.70%	13.06%	12.86%	16.67%	16.61%	-6.59%	-29.90%	-30.01%
Pendal MidCap	3.01%	6.48%	15.65%	4.59%	9.66%	12.12%	15.21%	15.42%	-6.52%	-15.95%	-32.96%
Invesco WS Aus Smaller Companies-Class A	6.07%	10.41%	26.01%	4.80%	8.98%	14.15%	18.89%	16.25%	-6.59%	-22.84%	-56.23%
Dimensional AUS Small Company Tr	5.36%	8.25%	19.86%	5.25%	8.17%	11.40%	15.39%	17.10%	-4.38%	-19.08%	-56.51%
Eley Griffiths Group Small Companies	4.03%	9.20%	27.66%	5.23%	10.46%	12.81%	18.81%	16.75%	-4.48%	-25.61%	-52.58%
Tribeca Australian Smaller Coms	4.29%	7.18%	23.01%	2.02%	8.66%	12.17%	16.61%	16.66%	-4.30%	-25.76%	-30.13%
Flinders Emerging Companies B	4.51%	1.37%	9.58%	-4.28%	7.86%	13.77%	17.50%	18.20%	-6.48%	-26.22%	-31.96%

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 - Small Cap Index	4.06%	7.14%	20.27%	31.29%	8.31%	46.63%	1,135.97%
Ausbil Australian Emerging Leaders	5.19%	10.16%	18.35%	31.32%	14.16%	66.36%	874.44%
Specialist Australian mall Coms A	3.19%	5.24%	17.99%	25.31%	-3.45%	37.51%	277.79%
Australian Ethical Emerging Companies WS	5.39%	8.76%	22.18%	32.63%	-5.02%	62.30%	211.15%
Pendal MidCap	3.01%	6.48%	15.65%	28.30%	14.42%	49.88%	347.76%
Invesco WS Aus Smaller Companies-Class A	6.07%	10.41%	26.01%	34.96%	15.09%	48.41%	740.99%
Dimensional AUS Small Company Tr	5.36%	8.25%	19.86%	35.85%	16.60%	48.06%	558.71%
Eley Griffiths Group Small Companies	4.03%	9.20%	27.66%	44.73%	16.52%	46.88%	714.69%
Tribeca Australian Smaller Coms	4.29%	7.18%	23.01%	39.58%	6.20%	57.15%	224.21%
Flinders Emerging Companies B	4.51%	1.37%	9.58%	16.92%	-12.29%	19.19%	97.50%

Rolling Return

12 Month Rolling Return

36 Month Rolling Return

Sharpe Ratio Summary

Name	12m	2y	3y	5y	Incp
Domestic Equity - Small Cap Index
Ausbil Australian Emerging Leaders
Specialist Australian mall Coms A
Australian Ethical Emerging Companies WS
Pendal MidCap
Invesco WS Aus Smaller Companies-Class A
Dimensional AUS Small Company Tr
Eley Griffiths Group Small Companies
Tribeca Australian Smaller Coms
Flinders Emerging Companies B

Rolling Sharpe Time

Risk/Return

Risk/Return 1 Year

Risk/Return 2 Year

Risk/Return 3 Year

Risk/Return Incp

Drawdown

Correlation

	Domestic Equity - Small Cap Index	Acadian Defensive Income - Class A	Ausbil Australian Emerging Leaders	Australian Ethical Emerging Companies WS	CFS Australian Small Companies	CFS FC Inv-Investors Mutual Future Ldrs	DNR Capital Australian Emerging Coms	Dimensional AUS Small Company Tr	Eley Griffiths Group Emerging Companies	Eley Griffiths Group Small Companies	Fidelity Future Leaders	Flinders Emerging Companies B	Invesco WS Aus Smaller Companies-Class A	Investors Mutual WS Aus Smaller Co	Investors Mutual WS Future Leaders	Lennox Australian Small Companies	NovaPort Microcap	OC Micro-Cap	OC Premium Small Companies	OnePath WS-Emerging Companies	Paradice Australian Mid Cap Fund B	Pendal MidCap	Perpetual Smaller Companies	Prime Value Emerging Opportunities Fund	Realindex Aus Small Co Value-Class A	Specialist Australian mall Coms A	Spheria Australian Smaller Companies	Tribeca Australian Smaller Coms	UBS Australian Small Companies Fund	UBS Microcap Fund	Yarra Ex-20 Australian Equities Fund

	Domestic Equity - Small Cap Index	Acadian Defensive Income - Class A	Ausbil Australian Emerging Leaders	Australian Ethical Emerging Companies WS	CFS Australian Small Companies	CFS FC Inv-Investors Mutual Future Ldrs	DNR Capital Australian Emerging Coms	Dimensional AUS Small Company Tr	Eley Griffiths Group Emerging Companies	Eley Griffiths Group Small Companies	Fidelity Future Leaders	Flinders Emerging Companies B	Invesco WS Aus Smaller Companies-Class A	Investors Mutual WS Aus Smaller Co	Investors Mutual WS Future Leaders	Lennox Australian Small Companies	NovaPort Microcap	OC Micro-Cap	OC Premium Small Companies	OnePath WS-Emerging Companies	Paradice Australian Mid Cap Fund B	Pendal MidCap	Perpetual Smaller Companies	Prime Value Emerging Opportunities Fund	Realindex Aus Small Co Value-Class A	Specialist Australian mall Coms A	Spheria Australian Smaller Companies	Tribeca Australian Smaller Coms	UBS Australian Small Companies Fund	UBS Microcap Fund	Yarra Ex-20 Australian Equities Fund
Domestic Equity - Small Cap Index	1.00	0.07	0.96	0.94	0.99	0.96	0.91	0.99	0.95	0.96	0.93	0.98	0.97	0.95	0.94	0.95	0.93	0.93	0.97	0.95	0.96	0.95	0.95	0.95	0.98	0.99	0.95	0.98	0.97	0.92	0.94
Acadian Defensive Income - Class A	0.07	1.00	0.02	0.01	0.02	0.15	-0.06	0.10	0.02	0.07	0.03	0.06	0.08	0.09	0.08	0.07	0.08	0.03	0.06	0.14	0.07	0.05	0.05	0.02	0.11	0.07	0.00	0.06	0.05	0.08	0.11
Ausbil Australian Emerging Leaders	0.96	0.02	1.00	0.88	0.93	0.92	0.88	0.95	0.91	0.92	0.90	0.94	0.93	0.89	0.89	0.86	0.85	0.88	0.93	0.92	0.96	0.94	0.93	0.89	0.92	0.94	0.89	0.95	0.91	0.87	0.90
Australian Ethical Emerging Companies WS	0.94	0.01	0.88	1.00	0.93	0.89	0.82	0.90	0.93	0.90	0.87	0.91	0.88	0.89	0.88	0.90	0.89	0.93	0.91	0.87	0.88	0.88	0.84	0.92	0.90	0.93	0.87	0.91	0.92	0.89	0.85
CFS Australian Small Companies	0.99	0.02	0.93	0.93	1.00	0.94	0.91	0.98	0.93	0.95	0.91	0.97	0.96	0.93	0.93	0.94	0.91	0.91	0.95	0.93	0.94	0.94	0.94	0.95	0.97	0.98	0.97	0.97	0.97	0.89	0.93
CFS FC Inv-Investors Mutual Future Ldrs	0.96	0.15	0.92	0.89	0.94	1.00	0.83	0.96	0.93	0.94	0.89	0.95	0.94	0.90	0.89	0.90	0.89	0.89	0.92	0.92	0.91	0.91	0.94	0.90	0.95	0.95	0.90	0.94	0.93	0.91	0.90
DNR Capital Australian Emerging Coms	0.91	-0.06	0.88	0.82	0.91	0.83	1.00	0.90	0.85	0.87	0.85	0.89	0.90	0.82	0.83	0.87	0.79	0.83	0.90	0.87	0.87	0.87	0.86	0.85	0.87	0.89	0.90	0.89	0.88	0.78	0.83
Dimensional AUS Small Company Tr	0.99	0.10	0.95	0.90	0.98	0.96	0.90	1.00	0.93	0.95	0.91	0.97	0.97	0.93	0.93	0.93	0.91	0.90	0.97	0.95	0.95	0.94	0.95	0.92	0.97	0.97	0.94	0.97	0.96	0.90	0.94
Eley Griffiths Group Emerging Companies	0.95	0.02	0.91	0.93	0.93	0.93	0.85	0.93	1.00	0.95	0.92	0.93	0.93	0.88	0.86	0.91	0.87	0.91	0.91	0.92	0.90	0.89	0.89	0.91	0.92	0.95	0.88	0.93	0.92	0.88	0.86
Eley Griffiths Group Small Companies	0.96	0.07	0.92	0.90	0.95	0.94	0.87	0.95	0.95	1.00	0.94	0.94	0.96	0.88	0.87	0.91	0.85	0.87	0.93	0.93	0.93	0.92	0.90	0.89	0.94	0.96	0.90	0.94	0.94	0.87	0.90

Performance Review

Performance Metrics	value
Last Month	4.06%
3 Months Return	7.14%
1 Year Return	20.27%
3 Years Average Return	2.70%
Since Inc. Average Return	10.69%
1 Year Std. Dev. (Annual)	11.44%
3 Year Std. Dev. (Annual)	14.87%
Since Inc Std. Dev. (Annual)	14.66%
1 Year Max Drawdown	-5.29%
3 Year Max Drawdown	-21.55%

Success Ratios

Performance Metrics	value
Average Winning Month	3.27%
Winning Month (%)	64.65%
Average Losing Month	-3.3%
Best Month	4.83%
Consecutive Winning Month	11
Consecutive Losing Month	6
Losing Months (%)	35.35%
Winning Year (%)	84%
Losing Year (%)	16%