Strategic Australian Equity (DFA0008AU) Report & Performance

Strategic Australian Equity is an Managed Funds investment product that is benchmarked against ASX Index 200 Index and sits inside the Domestic Equity - Large Value Index. Think of a benchmark as a standard where investment performance can be measured. Typically, market indices like the ASX200 and market-segment stock indexes are used for this purpose. The Strategic Australian Equity has Assets Under Management of 2.26 BN with a management fee of 0.27%, a performance fee of 0.00% and a buy/sell spread fee of 0.1%.

The recent investment performance of the investment product shows that the Strategic Australian Equity has returned 3.38% in the last month. The previous three years have returned 9.45% annualised and 14.8% each year since inception, which is when the Strategic Australian Equity first started.

There are many ways that the risk of an investment product can be measured, and each measurement provides a different insight into the risk present. They can be used on their own or together to perform a risk assessment before investing, but when comparing investments, it is common to compare like for like risk measurements to determine which investment holds the most risk. Since Strategic Australian Equity first started, the Sharpe ratio is NA with an annualised volatility of 14.8%. The maximum drawdown of the investment product in the last 12 months is -3.07% and -29.33% since inception. The maximum drawdown is defined as the high-to-low decline of an investment during a particular time period.

Relative performance is what an asset achieves over a period of time compared to similar investments or its peers. Relative return is a measure of the asset's performance compared to the return to the other investment. The Strategic Australian Equity has a 12-month excess return when compared to the Domestic Equity - Large Value Index of 2.22% and 0.35% since inception.

Alpha is an investing term used to measure an investment's outperformance relative to a market benchmark or peer investment. Alpha describes the excess return generated when compared to peer investment. Strategic Australian Equity has produced Alpha over the Domestic Equity - Large Value Index of NA% in the last 12 months and NA% since inception.

For a full list of investment products in the Domestic Equity - Large Value Index category, you can click here for the Peer Investment Report.

Strategic Australian Equity has a correlation coefficient of 0.98 and a beta of 0.91 when compared to the Domestic Equity - Large Value Index. Correlation measures how similarly two investments move in relation to one another. This establishes a 'correlation coefficient', which has a value between -1.0 and +1.0. A 100% correlation between two investments means that the correlation coefficient is +1. Beta in investments measures how much the price moves relative to the broader market over a period of time. If the investment moves more than the broader market, it has a beta above 1.0. If it moves less than the broader market, then the beta is less than 1.0. Investments with a high beta tend to carry more risk but have the potential to deliver higher returns.

For a full quantitative report on Strategic Australian Equity and its peer investments, you can click here for the Peer Investment Report.

For a full quantitative report on Strategic Australian Equity compared to the ASX Index 200 Index, you can click here.

To sort and compare the Strategic Australian Equity financial metrics, please refer to the table above.

This investment product is in the process of being independently verified by SMSF Mate. Once we have verified the investment product, you will be able to find more information here.

If you or your self managed super fund would like to invest in the Strategic Australian Equity please contact via phone or via email .

If you would like to get in contact with the Strategic Australian Equity manager, please call .

SMSF Mate does not receive commissions or kickbacks from the Strategic Australian Equity. All data and commentary for this fund is provided free of charge for our readers general information.