Performance

CFM Institutional Systematic Diversified Trust

The inception date for this fund was 1 December 2015.

ISDiversified: Fund Performance

As at April 30, 2019 (after fees)
1 Month3 Months6 MonthsYTD1 Year2 Years3 YearsSince Inception
0.1%0.7%2.3%0.2%-2.7%-0.5%0.7%-0.2%

Latest Unit Price

Fund Name APIR Code Date Entry Price Exit Price
CFM Institutional Systematic Diversified Trust Class A PIM0034AU 15 May 19 0.98547 0.98547

CFM ISDiversified Program performance in USD

The inception date for this program was 1 January 2014.
As at April 30, 2019 (after fees)
1 Month3 Months6 MonthsYTD1 Year2 Years3 YearsSince Inception
0.2%1.2%2.1%1.2%-2.9%-1.5%-0.2%3.0%
Wholesale investors may contact us at cfm@cfm.fr for information regarding investing in the CFM ISDiversified program via offshore vehicles

ISDiversified : Performance Analysis – in USD

As at April 30, 2019 (after fees)
Since InceptionLast 12 months
Total Cumulative Return16.9%-2.9%
Annualised Rate of Return3.0%-2.9%
% of Positive Months53.1%41.7%
Best Month4.4%3.3%
Worst Month-3.6%-2.3%
Peak to Valley Drawdown-10.8%-7.1%
Annualized Standard Deviation5.6%5.1%
Sharpe Ratio0.4-
Correlation1 between ISDiversified and
HFRX Global HF20.310.07
Barclay’s Global Agg30.110.13
MSCI World Index40.20-0.07

ISDiversified: Monthly Returns since Inception (%) - in USD

(after fees)
YEARJanFebMarAprMayJunJulAugSepOctNovDecTotal
2014-2.1%2.5%0.2%-0.1%2.3%1.0%0.2%3.1%0.8%1.6%2.7%0.8%13.8%
2015-0.1%1.9%0.9%-2.0%1.4%-1.6%4.4%-1.4%2.8%-0.4%0.8%-0.7%6.1%
20161.4%-0.4%-0.2%-3.3%0.7%-1.2%1.2%0.4%1.0%-0.2%-1.6%0.1%-2.1%
2017-0.3%2.4%-0.6%0.5%-0.2%-1.8%1.6%2.5%-1.3%2.8%-0.6%1.2%6.2%
2018-0.6%-3.6%0.4%-0.2%-1.8%-1.7%-0.4%-1.3%0.5%-0.3%-2.3%3.3%-7.9%
20190.0%0.9%0.1%1.0%

PAST PERFORMANCE IS NOT A GUARANTEE OF FUTURE RESULTS
1Correlation coefficients are calculated using daily time series
2HFRX Global Hedge Fund Index
3Barclays Capital Global Aggregate Bond Index USD Hedged
4MSCI World Index USD Daily Total Return Net

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