February 2018

Australian Fixed Interest Strategy

Growth of $10,000

Net Monthly Returns


Return Statistics:

Last Month 0.16
3 Months Rate of Return -0.13
Year To Date -0.06
12 Months Rate of Return 3.30
36 Months Rate of Return 6.86
Average Rate of Return 2.63
Winning Months (%) 69.35
Average Winning Month 0.49
Total Return 14.36

Corporate Overview:

CompanyHarbourSide Capital Pty. Ltd.
AFS Representative Number' 448907
LocationSydney, Australia
Phone+61 (02) 9432 7850
Emailinfo@hscapital.com.au
Skype

Investment Summary:

Inception DateJan 2013
Minimum Investment -
YTD 3 Months Rate of Return 12 Months Rate of Return 36 Months Rate of Return Since Inception
Australian Fixed Interest Strategy -0.06 -0.13 3.30 6.86 14.36
February 2018

Australian Fixed Interest Strategy

Strategy Summary:

The Australian Fixed Interest Model Portfolio invests in a range of fixed interest assets with the aim of preserving capital whilst still providing a steady long term return. The model invests in a range of vehicles including corporate bonds, emerging market bonds, high yield bonds, government bonds and cash. The model has no exposure to equities and as such is considered a low-risk investment for clients with a smaller risk appetite. The recommended timeframe for this investment is 5 years.

Risk & Performance Metrics:

Sharpe Ratio (3 Month T-Bill) -4.08
Sharpe Ratio (10 Year T-Note) -
Sortino Ratio (3 Month T-Bill) 0.76
Sortino Ratio (10 Year T-Note) -0.14
Compound ROR 0.22
Average Winning Month 0.49
Average Losing Month -0.38
Max Gain 1.07
Largest Monthly Loss -1.29
Maximum Drawdown -2.47
Current Drawdown -0.13
Yearly Volatility 1.80

Monthly Performance

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC Year
2013 -0.17 0.40 -0.18 0.84 -0.29 -0.87 0.34 -0.24 0.17 -0.06 -0.18 0.39 0.14
2014 0.49 0.27 -0.06 0.64 0.88 0.35 0.23 0.55 -0.24 0.50 0.79 0.95 5.48
2015 0.99 0.33 0.39 -0.63 0.05 -0.51 0.73 0.42 0.05 0.21 -0.34 0.31 2.01
2016 0.80 0.68 0.08 0.04 0.85 1.07 0.79 0.29 -0.26 -0.94 -1.29 0.00 2.10
2017 0.43 0.21 0.35 0.65 1.01 -0.72 0.31 0.19 -0.31 1.04 0.88 -0.07 4.03
2018 -0.22 0.16 -0.06
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.

Past performance is no guarantee or reliable indication of future results. The performance assumes immediate reinvestment of distributions and is net of ETF issuers’ management costs and expenses, excluding brokerage and bid/offer spreads incurred when investors buy/sell on the ASX. It also assumes immediate reinvestment of all dividends, and excludes the costs of investing in the ETFs. Because these strategies are run as individual portfolios and individual clients’ holdings, performance can differ slightly from one client to another. This can be due to differing start dates, available liquidity or risk profiles and other variables. Performance figures are gross and so before any HarbourSide Capital or other fees have been charged.

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
1 -2.47 3 6 09/2016 05/2017
2 -1.16 2 8 05/2013 02/2014
3 -1.09 3 2 04/2015 08/2015
4 -0.72 1 4 06/2017 10/2017
5 -0.34 1 2 11/2015 01/2016

Return Report

Period LastBestWorstAverageMedianWinning %
1 Month 0.161.07-1.290.220.2867.74
3 Months -0.132.75-2.470.680.7376.67
6 Months 1.484.01-1.851.361.5282.46
1 Year 3.306.54-0.142.923.0296.08
2 Years 4.599.223.416.466.62100.00
3 Years 6.8612.996.869.709.45100.00
5 Years 14.1014.4314.1014.3014.38100.00
February 2018

Australian Fixed Interest Strategy

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Average ROR0.220.671.352.916.459.69
% Positive69.3576.6782.4696.08100.00100.00
Avg. Pos. Period0.491.111.843.056.469.70
Avg. Neg. Period-0.38-0.74-0.92-0.11 - -
Sharpe1.452.203.305.8513.6421.90
Sortino2.614.6010.16449.510.000.00
Std. Deviation0.521.061.431.731.641.53
Down. Deviation0.290.500.460.020.000.00

THE FACT SHEET CONTAINS GENERAL INFORMATION ONLY AND DOES NOT TAKE INTO ACCOUNT INDIVIDUAL FINANCIAL CIRCUMSTANCES. INVESTORS SHOULD CONSIDER THE INFORMATION MEMORANDUM AND SEEK INDEPENDENT ADVICE TO DECIDE IF THE STRATEGY IS APPROPRIATE TO THEIR CIRCUMSTANCES. HARBOURSIDE CAPITAL PTY LTD (ACN 166 765 537) IS A CORPORATE AUTHORISED REPRESENTATIVE (AR NUMBER 448 907) OF HLK GROUP PTY LTD (ACN 161 284 500) WHICH HOLDS AN AUSTRALIAN FINANCIAL SERVICES LICENCE (AFSL 435746). THIS MATERIAL IS GENERAL IN NATURE AND SHOULD NOT BE CONSIDERED BY THE RECIPIENT AS A RECOMMENDATION RELATING TO THE ACQUISITION OR DISPOSAL OF INVESTMENTS. THIS MATERIAL DOES NOT CONTAIN SUFFICIENT INFORMATION TO SUPPORT AN INVESTMENT DECISION AND INVESTORS SHOULD ENSURE THAT THEY OBTAIN ALL AVAILABLE RELEVANT INFORMATION, INCLUDING THE INVESTMENT MEMORANDUM, BEFORE MAKING AN INVESTMENT. ANY ADVICE PROVIDED PREVIOUS TO A STATEMENT OF ADVICE (SOA) IS GENERAL ADVICE ONLY AND IS BASED SOLELY ON CONSIDERATION OF THE INVESTMENT OR TRADING MERITS OF THE FINANCIAL PRODUCTS ALONE, WITHOUT TAKING INTO ACCOUNT THE INVESTMENT OBJECTIVES, FINANCIAL SITUATION AND PARTICULAR NEEDS (I.E. FINANCIAL CIRCUMSTANCES) OF ANY PARTICULAR PERSON. THE FINANCIAL SERVICES GUIDE SHOULD BE CONSIDERED BEFORE DECIDING TO DEAL WITH HARBOURSIDE CAPITAL PTY LTD. BEFORE ACTING ON ANY INFORMATION ON THIS WEBSITE, YOU SHOULD CONSIDER THE APPROPRIATENESS OF IT (AND ANY RELEVANT PRODUCT) HAVING REGARD TO YOUR CIRCUMSTANCES AND YOU SHOULD CAREFULLY READ AND REVIEW THE PDS OF THE RELEVANT FINANCIAL PRODUCT AS PROVIDED BEFORE ACQUIRING THE PRODUCT.