Performance Report - Pendal Concentrated Global Share
Pendal Concentrated Global Share
Performance Report
September 30, 2024
Value Added Monthly Index
70%
90%
120%
150%
180%
210%
240%
270%
300%
315%
Oct
Apr
Jul
Oct
Apr
Jul
Oct
Apr
Jul
Oct
Apr
Jul
Oct
Apr
Jul
Oct
Apr
Jul
Oct
Apr
Jul
Oct
Apr
Jul
2017
2018
2019
2020
2021
2022
2023
2024
Barrow Hanley Concentrated Glb Sh
Foreign Equity - Large Fundamental Index
Developed World IndexNR
Monthly Return
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Year
2024
1.34%
2.75%
3.54%
-2.84%
0.89%
-3.35%
5.57%
0.38%
1.88%
10.28%
2023
4.61%
2.42%
2.43%
2.13%
-0.74%
3.25%
2.95%
0.89%
-3.87%
-1.82%
0.31%
1.91%
15.11%
2022
3.53%
-4.46%
-2.43%
-3.64%
1.27%
-5.00%
3.52%
-3.59%
-2.61%
8.18%
5.94%
-2.75%
-3.08%
2021
-0.88%
6.53%
5.24%
2.95%
3.96%
0.18%
1.73%
0.99%
-0.90%
0.43%
0.03%
2.51%
24.92%
2020
1.03%
-6.98%
-13.41%
3.53%
2.07%
0.40%
-2.07%
4.37%
-1.45%
-0.84%
14.33%
-0.57%
-1.97%
2019
4.05%
5.60%
-0.15%
3.37%
-4.60%
5.00%
1.68%
-0.86%
1.80%
-1.94%
5.34%
-1.01%
19.21%
2018
2.55%
0.32%
-0.43%
1.85%
0.22%
2.53%
2.12%
1.25%
0.63%
-3.12%
-0.46%
-3.71%
3.58%
2017
-1.70%
-0.21%
2.65%
3.90%
3.95%
-2.74%
-1.13%
0.55%
3.53%
3.43%
3.30%
-0.52%
15.71%
2016
0.00%
1.72%
-1.96%
-0.89%
6.50%
3.10%
8.53%
Annual Return
Monthly Return
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
Barrow Hanley Concentrated Glb Sh
1.88%
7.96%
10.68%
8.21%
10.83%
8.63%
11.03%
12.13%
-5.26%
-16.00%
-19.45%
Foreign Equity - Large Fundamental Index
-0.02%
3.85%
17.58%
7.30%
12.13%
9.44%
11.64%
10.79%
-3.84%
-18.73%
-18.73%
Developed World IndexNR
-0.41%
2.40%
23.21%
10.56%
13.20%
9.19%
11.58%
10.97%
-3.26%
-15.96%
-15.96%
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
Barrow Hanley Concentrated Glb Sh
1.88%
7.96%
10.68%
41.48%
26.70%
54.07%
133.61%
Foreign Equity - Large Fundamental Index
-0.02%
3.85%
17.58%
45.01%
23.55%
66.42%
157.18%
Developed World IndexNR
-0.41%
2.40%
23.21%
49.68%
35.13%
79.43%
178.10%
Rolling Return
12 Month Rolling Return
36 Month Rolling Return
Sharpe Ratio Summary
Name
12m
2y
3y
5y
Incp
Barrow Hanley Concentrated Glb Sh
Foreign Equity - Large Fundamental Index
Developed World IndexNR
Rolling Sharpe 12 Months
Rolling Sharpe Time
Regression Summary
Name
Alpha 1y
Beta 1y
R2 1y
Tracking Error 1y
Correl 3y
Alpha 3y
Beta 3y
R2 3y
Tracking Error 3y
Correl Incp
Alpha Incp
Beta Incp
R2 Incp
Tracking Error Incp
Barrow Hanley Concentrated Glb Sh
NA%
0.646
0.5
7.26%
0.834
NA%
0.791
0.696
6.64%
0.85
NA%
0.956
0.723
6.44%
Capture Ratio
Name
Up Capture 1y
Down Capture 1y
Capture Ratio 1y
Up Capture 3y
Down Capture 3y
Capture Ratio 3y
Barrow Hanley Concentrated Glb Sh
0.52
0.37
1.39
0.73
0.67
1.09
Rolling Beta
Up Capture
Down Capture
Risk/Return
Risk/Return 1 Year
Risk/Return 2 Year
Risk/Return 3 Year
Risk/Return Incp
Drawdown
Excess Return
Tracking Error
Information Ratio
Correlation
Performance Review
Performance Metrics
value
Last Month
1.88%
3 Months Return
7.96%
1 Year Return
10.68%
3 Years Average Return
8.21%
Since Inc. Average Return
10.83%
1 Year Std. Dev. (Annual)
8.63%
3 Year Std. Dev. (Annual)
11.03%
Since Inc Std. Dev. (Annual)
12.13%
1 Year Max Drawdown
-5.26%
3 Year Max Drawdown
-16.00%
Benchmark Comparison
Performance Metrics
value
12 Months Excess Return
-6.24%
Excess Return Annualised Since Inception
-1.22%
12 Months Alpha
NA%
Alpha Annualised Since Inception
NA%
12 Months Beta
0.65
Beta Annualised Since Inception
0.96
12 Months Tracking Error
7.26%
Tracking Error Since Inception
6.44%
12 Months Correlation
0.71
Correlation Since Inception
0.85
Success Ratios
Performance Metrics
value
Average Winning Month
2.92%
Winning Month (%)
62.63%
Average Losing Month
-2.42%
Best Month
6.62%
Consecutive Winning Month
7
Consecutive Losing Month
3
Losing Months (%)
37.37%
Winning Year (%)
77.78%
Losing Year (%)
22.22%
