Performance

CFM Institutional Systematic Diversified Trust

ISDiversified: Fund Performance

As at October 31, 2019 (after fees)
Type Inception Date 3 Months % 6 Months % Calendar YTD % 1 Year % 2 Years % 3 Years % Since Inception %
CFM ISDiversified Trust 1 December 2015 -3.3% 1.3% 1.6% 3.6% -1.9% 0.3% 0.2%
Offshore Strategy in USD 14 July 2017 -2.9% 1.4% 2.6% 3.5% -2.5% -0.4% 3.0%
Wholesale investors may contact us at cfm@cfm.fr for information regarding investing in the CFM ISDiversified program via offshore vehicles

Latest Unit Price

Fund Name APIR Code Date Entry Price Exit Price
CFM Institutional Systematic Diversified Trust Class A PIM0034AU 15 Nov 19 0.99044 0.99044

ISDiversifed: Performance Analysis

As at October 31, 2019 (after fees)
Since Inception Last 12 months
Total Cumulative Return 0.80% 3.60%
Annualised Rate of Return 0.20% 3.60%
% of Positive Months 47.90% 58.30%
Best Month 3.70% 3.70%
Worst Month -3.30% -2.00%
Peak to Valley Drawdown -9.60% -3.30
Annualized Standard Deviation 5.20% 5.70%
Sharpe Ratio - 0.40
Correlation1 between ISDiversified and
HFRX Global HF2 0.22 0.03
Barclay’s Global Agg3 0.16 0.19
MSCI World Index4 0.12 -0.09

ISDiversified: Monthly Returns Since Inception

(after fees)
YEAR Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2015 - - - - - - - - - - 0.0% -0.6% -0.6%
2016 1.5% -0.2% -0.1% -3.1% 0.9% -1.1% 1.3% 0.5% 1.0% -0.2% -1.5% 0.2% -1.1%
2017 -0.3% 2.3% -0.5% 0.5% -0.2% -1.8% 2.8% 2.1% -1.2% 2.6% -0.3% 1.3% 7.4%
2018 0.2% -3.3% -0.1% -0.2% -1.8% -2.1% -0.3% -1.9% 0.4% 0.9% -1.5% 3.7% -6.1%
2019 -0.5% 0.0% 0.7% 0.1% 1.1% 1.2% 2.3% -1.6% 0.3% -2.0% - - 1.6%

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

Please enter your details below. The ISTrends Fund Fact Sheet will be sent to your nominated email address


* Required
CAPITAL FUND MANAGEMENT LLP (CFM)
The products, information and other material contained on this website are only directed at investment professionals in Australia. Please note that you will be prevented from purchasing or dealing if you are not eligible for products and services offered within this site. Materials contained within this website have been made available for information purposes only. It does not contain any investment recommendations nor provide investment advice. Neither CFM nor its related entities, directors or officers guarantee the performance of, or the the repayment of capital or income invested. Past performance is not necessarily indicative of future performance. Pursuant to ASIC Class Order 03/1099, CFM LLP, the Investment Manager of the Fund, is exempt from the requirement to hold an AFSL under the Corporations Act. CFM LLP is regulated by the UK Financial Conduct Authority ("FCA") under United Kingdom laws which differ from Australian laws. These financial services are provided only to wholesale clients as defined in subsection 761G(7) of the Act. The information on this website has been prepared on this basis and is for the use of wholesale clients only. It is in no way intended for use by retail clients and should not be distributed to or relied upon by a retail client.
TERMS & CONDITIONS
What is a financial services licensee? A person or entity is a financial services licensee if they hold an Australia financial services licence issued pursuant to the Corporations Act 2001
BY CLICKING ON 'I AGREE', I DECLARE I AM A FINANCIAL SERVICES LICENSEE AS DEFINED IN THE CORPORATION ACT 2001.