15 Jun 2020
By This is a monthly update of our ASX Momentum Strategy. All performance information is taken from a live model account that follows all advice as per the strategy but doesn't include brokerage.
Last Updated: 15 June 2020
Performance figures stated from December 31 2019 onward are referencing results of the 10 stock ASX Momentum Strategy. Figures stated prior to December 31 2019 are referencing results generated by the original ASX Momentum Strategy, which began as a 5 stock portfolio.
Rolling Returns
| One Month | Twelve Months | Since Inception (p.a.) | |
|---|---|---|---|
| ASX Momentum Strategy | 6.31% | -23.31% | 5.90% |
| ASX 100 Index | 3.85% | -6.99% | 1.39% |
Annual Returns
| 2016* | 2017 | 2018 | 2019 | 2020 (YTD) | |
|---|---|---|---|---|---|
| ASX Momentum Strategy | 17.58% | 14.50% | 5.02% | 2.89% | -13.37% |
| ASX 100 Index | 9.33% | 12.68% | -0.91% | 25.72% | -13.32% |
Monthly Returns
| Jan | Feb | Mar | Apr | May* | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016 | -1.43% | 2.99% | 11.17% | 0.25% | 0.04% | 2.33% | -1.01% | 2.54% | 17.58% | ||||
| 2017 | 9.02% | 2.12% | -6.12% | -6.21% | 4.55% | 9.42% | -6.22% | 4.82% | 1.40% | 2.95% | -0.22% | -0.22% | 14.50% |
| 2018 | -1.29% | 7.26% | -0.84% | 3.15% | 0.57% | 6.95% | -0.49% | 3.06% | -0.86% | -9.00% | -2.42% | -0.14% | 5.02% |
| 2019 | -1.57% | 1.02% | 7.63% | 3.39% | 5.03% | 6.47% | 6.54% | -9.99% | -6.52% | -12.24% | 7.95% | -2.05% | 2.89% |
| 2020 | 8.87% | -10.95% | -17.76% | 6.94% | 1.59% | -13.37% |
*From 18 May 2016
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Do you have any data on the performance of the momentum strategy top 5 recommendations vs the asx100, asx200, asx300?