Peer Index Comparison Report - Domestic Equity - Micro Cap Index
Domestic Equity - Micro 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
0.15%
3.44%
3.93%
-1.58%
0.07%
-0.48%
3.42%
0.14%
3.94%
13.60%
2023
5.47%
-2.26%
-1.09%
2.73%
-2.72%
1.54%
4.59%
0.10%
-3.32%
-5.48%
5.45%
6.45%
11.13%
2022
-8.63%
-2.37%
4.50%
-3.15%
-8.05%
-10.66%
9.08%
0.33%
-7.52%
5.38%
2.58%
-2.86%
-21.20%
2021
0.46%
1.24%
0.19%
5.26%
-0.34%
2.87%
1.26%
5.73%
0.15%
0.55%
-0.07%
0.86%
19.47%
2020
2.72%
-8.67%
-24.29%
18.96%
8.51%
1.67%
3.73%
8.47%
-0.51%
3.45%
8.24%
3.63%
21.08%
2019
2.56%
6.08%
0.55%
5.42%
-0.40%
0.84%
6.71%
-1.19%
4.01%
1.15%
0.86%
-0.82%
28.49%
2018
0.52%
-0.45%
-1.32%
1.68%
4.32%
0.98%
0.09%
2.02%
0.04%
-8.15%
-1.68%
-4.28%
-6.61%
2017
-0.23%
1.31%
1.12%
-2.05%
-0.18%
3.75%
2.16%
2.25%
1.75%
4.05%
5.17%
5.83%
27.61%
2016
-5.11%
-1.02%
4.75%
1.99%
3.00%
-0.36%
7.71%
-0.22%
0.95%
-4.00%
-1.99%
2.39%
7.62%
2015
0.68%
8.32%
-0.05%
0.98%
2.25%
-7.22%
3.25%
-3.60%
1.11%
5.66%
0.25%
3.40%
15.11%
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 - Micro Cap Index
3.94%
7.65%
20.52%
0.27%
10.31%
11.27%
15.46%
16.79%
-5.48%
-25.85%
-52.43%
Bennelong Emerging Companies Fund
3.99%
15.13%
34.70%
6.02%
19.39%
12.93%
18.34%
26.60%
-5.58%
-31.45%
-41.74%
Lennox Australian Microcap Fund
3.74%
7.58%
32.14%
-1.73%
9.27%
14.16%
18.00%
22.51%
-7.87%
-37.78%
-37.78%
Eiger Australian Small Companies
4.04%
4.58%
9.45%
-2.44%
9.19%
10.20%
17.19%
19.62%
-5.47%
-30.99%
-30.99%
Mercer Australian Small Companies
3.87%
6.11%
21.10%
1.09%
7.11%
13.13%
15.79%
17.04%
-5.86%
-22.16%
-57.97%
Ironbark Renaissance Australian Sm Comp
6.40%
6.19%
19.38%
-1.15%
9.99%
12.83%
16.93%
16.57%
-4.70%
-29.34%
-47.00%
Antares Ex-20 Australian Equities
3.15%
7.74%
14.84%
3.57%
7.96%
11.28%
14.45%
19.13%
-5.42%
-15.56%
-29.54%
Pendal Smaller Companies
3.44%
8.91%
25.80%
5.44%
9.70%
11.45%
15.74%
16.64%
-4.50%
-22.86%
-54.49%
Spheria Australian Microcap
2.16%
10.05%
21.35%
9.21%
13.79%
16.74%
16.60%
18.73%
-7.45%
-16.78%
-36.77%
Perennial Value Microcap Opportunities
5.29%
4.84%
15.86%
-14.21%
8.33%
11.14%
17.93%
20.03%
-5.13%
-48.30%
-48.69%
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 - Micro Cap Index
3.94%
7.65%
20.52%
32.55%
0.81%
45.59%
606.46%
Bennelong Emerging Companies Fund
3.99%
15.13%
34.70%
60.83%
19.15%
78.71%
240.63%
Lennox Australian Microcap Fund
3.74%
7.58%
32.14%
46.97%
-5.11%
57.85%
81.88%
Eiger Australian Small Companies
4.04%
4.58%
9.45%
22.94%
-7.14%
46.26%
63.39%
Mercer Australian Small Companies
3.87%
6.11%
21.10%
29.40%
3.30%
45.18%
292.93%
Ironbark Renaissance Australian Sm Comp
6.40%
6.19%
19.38%
30.57%
-3.42%
12.83%
530.31%
Antares Ex-20 Australian Equities
3.15%
7.74%
14.84%
24.86%
11.09%
46.64%
46.64%
Pendal Smaller Companies
3.44%
8.91%
25.80%
45.51%
17.22%
48.64%
532.51%
Spheria Australian Microcap
2.16%
10.05%
21.35%
36.69%
30.26%
108.77%
196.60%
Perennial Value Microcap Opportunities
5.29%
4.84%
15.86%
11.23%
-36.87%
-5.77%
85.94%
Rolling Return
12 Month Rolling Return
-83%
-50%
0%
50%
100%
140%
2007
2009
2011
2013
2015
2017
2019
2021
2023
Domestic Equity - Micro Cap Index
Antares Ex-20 Australian Equities
Bennelong Emerging Companies Fund
Eiger Australian Small Companies
Ironbark Renaissance Australian Sm Comp
Lennox Australian Microcap Fund
Mercer Australian Small Companies
Pendal Smaller Companies
Perennial Better Future Trust
Perennial Value Microcap Opportunities
Spheria Australian Microcap
36 Month Rolling Return
-74%
-50%
0%
50%
100%
150%
205%
2009
2011
2013
2015
2017
2019
2021
2023
Domestic Equity - Micro Cap Index
Antares Ex-20 Australian Equities
Bennelong Emerging Companies Fund
Eiger Australian Small Companies
Ironbark Renaissance Australian Sm Comp
Lennox Australian Microcap Fund
Mercer Australian Small Companies
Pendal Smaller Companies
Perennial Better Future Trust
Perennial Value Microcap Opportunities
Spheria Australian Microcap
Sharpe Ratio Summary
Name
12m
2y
3y
5y
Incp
Domestic Equity - Micro Cap Index
Bennelong Emerging Companies Fund
Lennox Australian Microcap Fund
Eiger Australian Small Companies
Mercer Australian Small Companies
Ironbark Renaissance Australian Sm Comp
Antares Ex-20 Australian Equities
Pendal Smaller Companies
Spheria Australian Microcap
Perennial Value Microcap Opportunities
Rolling Sharpe Time
Risk/Return
Risk/Return 1 Year
Risk
Performance Return
5.0%
6.0%
9.0%
12.0%
15.0%
18.0%
20.0%
5.0%
10.0%
20.0%
30.0%
Domestic Equity - Micro Cap Index
Antares Ex-20 Australian Equities
Bennelong Emerging Companies Fund
Eiger Australian Small Companies
Ironbark Renaissance Australian Sm Comp
Lennox Australian Microcap Fund
Mercer Australian Small Companies
Pendal Smaller Companies
Perennial Better Future Trust
Perennial Value Microcap Opportunities
Spheria Australian Microcap
Average Risk/Return
Ave. Return 20.56%
Ave. Risk
12.45%
Ave. Return 20.56%
Ave. Risk
12.45%
Ave. Return 20.56%
Ave. Risk
12.45%
Ave. Return 20.56%
Ave. Risk
12.45%
Ave. Return 20.56%
Ave. Risk
12.45%
Ave. Return 20.56%
Ave. Risk
12.45%
Ave. Return 20.56%
Ave. Risk
12.45%
Ave. Return 20.56%
Ave. Risk
12.45%
Ave. Return 20.56%
Ave. Risk
12.45%
Ave. Return 20.56%
Ave. Risk
12.45%
Ave. Return 20.56%
Ave. Risk
12.45%
Ave. Return 20.56%
Ave. Risk
12.45%
Risk/Return 2 Year
Risk
Performance Return
10.0%
12.0%
14.0%
16.0%
18.0%
20.0%
0.0%
10.0%
20.0%
30.0%
Domestic Equity - Micro Cap Index
Antares Ex-20 Australian Equities
Bennelong Emerging Companies Fund
Eiger Australian Small Companies
Ironbark Renaissance Australian Sm Comp
Lennox Australian Microcap Fund
Mercer Australian Small Companies
Pendal Smaller Companies
Perennial Better Future Trust
Perennial Value Microcap Opportunities
Spheria Australian Microcap
Average Risk/Return
Ave. Return 15.09%
Ave. Risk
12.47%
Ave. Return 15.09%
Ave. Risk
12.47%
Ave. Return 15.09%
Ave. Risk
12.47%
Ave. Return 15.09%
Ave. Risk
12.47%
Ave. Return 15.09%
Ave. Risk
12.47%
Ave. Return 15.09%
Ave. Risk
12.47%
Ave. Return 15.09%
Ave. Risk
12.47%
Ave. Return 15.09%
Ave. Risk
12.47%
Ave. Return 15.09%
Ave. Risk
12.47%
Ave. Return 15.09%
Ave. Risk
12.47%
Ave. Return 15.09%
Ave. Risk
12.47%
Ave. Return 15.09%
Ave. Risk
12.47%
Risk/Return 3 Year
Risk
Performance Return
10.0%
12.0%
14.0%
16.0%
18.0%
20.0%
-20.0%
-10.0%
0.0%
10.0%
Domestic Equity - Micro Cap Index
Antares Ex-20 Australian Equities
Bennelong Emerging Companies Fund
Eiger Australian Small Companies
Ironbark Renaissance Australian Sm Comp
Lennox Australian Microcap Fund
Mercer Australian Small Companies
Pendal Smaller Companies
Perennial Better Future Trust
Perennial Value Microcap Opportunities
Spheria Australian Microcap
Average Risk/Return
Ave. Return 0.25%
Ave. Risk
16.54%
Ave. Return 0.25%
Ave. Risk
16.54%
Ave. Return 0.25%
Ave. Risk
16.54%
Ave. Return 0.25%
Ave. Risk
16.54%
Ave. Return 0.25%
Ave. Risk
16.54%
Ave. Return 0.25%
Ave. Risk
16.54%
Ave. Return 0.25%
Ave. Risk
16.54%
Ave. Return 0.25%
Ave. Risk
16.54%
Ave. Return 0.25%
Ave. Risk
16.54%
Ave. Return 0.25%
Ave. Risk
16.54%
Ave. Return 0.25%
Ave. Risk
16.54%
Ave. Return 0.25%
Ave. Risk
16.54%
Risk/Return Incp
Risk
Performance Return
15.0%
18.0%
21.0%
24.0%
27.0%
30.0%
5.0%
10.0%
15.0%
20.0%
Domestic Equity - Micro Cap Index
Antares Ex-20 Australian Equities
Bennelong Emerging Companies Fund
Eiger Australian Small Companies
Ironbark Renaissance Australian Sm Comp
Lennox Australian Microcap Fund
Mercer Australian Small Companies
Pendal Smaller Companies
Perennial Better Future Trust
Perennial Value Microcap Opportunities
Spheria Australian Microcap
Average Risk/Return
Ave. Return 10.18%
Ave. Risk
19.21%
Ave. Return 10.18%
Ave. Risk
19.21%
Ave. Return 10.18%
Ave. Risk
19.21%
Ave. Return 10.18%
Ave. Risk
19.21%
Ave. Return 10.18%
Ave. Risk
19.21%
Ave. Return 10.18%
Ave. Risk
19.21%
Ave. Return 10.18%
Ave. Risk
19.21%
Ave. Return 10.18%
Ave. Risk
19.21%
Ave. Return 10.18%
Ave. Risk
19.21%
Ave. Return 10.18%
Ave. Risk
19.21%
Ave. Return 10.18%
Ave. Risk
19.21%
Ave. Return 10.18%
Ave. Risk
19.21%
Drawdown
Correlation
Domestic Equity - Micro Cap Index
Antares Ex-20 Australian Equities
Bennelong Emerging Companies Fund
Eiger Australian Small Companies
Ironbark Renaissance Australian Sm Comp
Lennox Australian Microcap Fund
Mercer Australian Small Companies
Pendal Smaller Companies
Perennial Better Future Trust
Perennial Value Microcap Opportunities
Spheria Australian Microcap
Domestic Equity - Micro Cap Index
Antares Ex-20 Australian Equities
Bennelong Emerging Companies Fund
Eiger Australian Small Companies
Ironbark Renaissance Australian Sm Comp
Lennox Australian Microcap Fund
Mercer Australian Small Companies
Pendal Smaller Companies
Perennial Better Future Trust
Perennial Value Microcap Opportunities
Spheria Australian Microcap
Domestic Equity - Micro Cap Index
1.00
0.95
0.95
0.96
0.94
0.93
0.98
0.97
0.96
0.92
0.93
Antares Ex-20 Australian Equities
0.95
1.00
0.90
0.91
0.90
0.84
0.95
0.94
0.93
0.82
0.89
Bennelong Emerging Companies Fund
0.95
0.90
1.00
0.91
0.84
0.91
0.91
0.90
0.88
0.86
0.87
Eiger Australian Small Companies
0.96
0.91
0.91
1.00
0.91
0.86
0.94
0.93
0.90
0.88
0.87
Ironbark Renaissance Australian Sm Comp
0.94
0.90
0.84
0.91
1.00
0.82
0.95
0.96
0.92
0.87
0.85
Lennox Australian Microcap Fund
0.93
0.84
0.91
0.86
0.82
1.00
0.88
0.87
0.85
0.88
0.84
Mercer Australian Small Companies
0.98
0.95
0.91
0.94
0.95
0.88
1.00
0.97
0.95
0.89
0.92
Pendal Smaller Companies
0.97
0.94
0.90
0.93
0.96
0.87
0.97
1.00
0.94
0.85
0.88
Perennial Better Future Trust
0.96
0.93
0.88
0.90
0.92
0.85
0.95
0.94
1.00
0.87
0.86
Perennial Value Microcap Opportunities
0.92
0.82
0.86
0.88
0.87
0.88
0.89
0.85
0.87
1.00
0.80
Performance Review
Performance Metrics
value
Last Month
3.94%
3 Months Return
7.65%
1 Year Return
20.52%
3 Years Average Return
0.27%
Since Inc. Average Return
10.31%
1 Year Std. Dev. (Annual)
11.27%
3 Year Std. Dev. (Annual)
15.46%
Since Inc Std. Dev. (Annual)
16.79%
1 Year Max Drawdown
-5.48%
3 Year Max Drawdown
-25.85%
Success Ratios
Performance Metrics
value
Average Winning Month
3.59%
Winning Month (%)
63.6%
Average Losing Month
-3.68%
Best Month
5.08%
Consecutive Winning Month
12
Consecutive Losing Month
6
Losing Months (%)
36.4%
Winning Year (%)
76.19%
Losing Year (%)
23.81%
