Jaguar Australian Leaders Long Short Fund Limited
Fund Performance Summary
|
1 month |
3 months |
6 months |
1 year |
Since Launch |
Annualised |
Actual US$ Participating Share |
-0.32% |
+1.69% |
+3.64% |
+11.73% |
+20.59% |
+14.12% |
Monthly Net Performance (A$ and US$ Share classes)
US$ |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
July |
Aug |
Sep |
Oct |
Nov |
Dec |
Year |
2003 |
|
|
+1.37 |
+2.10 |
+5.85 |
+2.28 |
-3.69 |
-5.48 |
+5.77 |
+3.90 |
+0.07 |
+4.59 |
+17.33 |
2004 |
-0.83 |
+1.10 |
+1.64 |
-0.82 |
+3.61 |
-1.54 |
-0.32 |
|
|
|
|
|
+2.78 |
Monthly NAV (A$ and US$ Share classes)
US$ |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
July |
Aug |
Sep |
Oct |
Nov |
Dec |
2003 |
|
|
101.37 |
103.50 |
109.55 |
112.05 |
107.91 |
102.00 |
107.89 |
112.10 |
112.18 |
117.33 |
2004 |
116.36 |
117.64 |
122.97 |
118.59 |
122.87 |
120.98 |
120.59 |
|
|
|
|
|
Risk Analysis
|
Avg. Monthly Return
|
Average Positive Return
|
Average Negative Return
|
Downside Deviation
|
Sortino Ratio
|
Sharpe Ratio
|
Standard Deviation
|
US$ Participating Share |
1.11% |
2.93% |
-2.11% |
3.08% |
0.34 |
1.25 |
10.85% |
|
Average Annual US$ Return %
|
Sharpe Ratio (2) |
Jaguar Correlation US$ (3) |
Jaguar R 2 US$ (4) |
Jaguar (1) |
14.12% |
1.25 |
- |
- |
S&P/ASX 100 |
29.86% |
2.37 |
0.56 |
0.32 |
All Ordinaries |
31.42% |
2.51 |
0.53 |
0.28 |
S&P 500 US |
20.98% |
2.00 |
0.28 |
0.08 |
MSCI US |
24.51% |
2.23 |
0.34 |
0.12 |
Lehman Bond Index |
2.90% |
0.33 |
0.46 |
0.21 |
Notes
(1) Returns are net of all management, performance fees and expenses. Returns are for the period 17-Mar-03 to 31-Jul-04.
(2) US$ risk free rate 1.22%.
(3) Correlation insignificant if less than 0.25.
(4) Coefficient of Determination (R 2) measures how closely the Jaguar result tracks an Index.
(5) Australian dollar movement v US$ from 17-Mar-03 A$0.5982 to 31-Jul-04 A$0.7027
(6) Jaguar results have been compared to the S&P/ASX100, All Ordinaries, S&P500 US, MSCI World Equity Index and Lehman US Aggregate Bond index as the indices represent broad based measurements of changes in market conditions. They are not meant to be indicative of the performance, asset composition or volatility of the Fund’s portfolio or any other portfolio.
Past performance is no indication of future results.
