ASX Momentum Performance Update

Last Updated: 02 December 2019

Rolling Returns

	One Month	Twelve Months	Since Inception (p.a.)
ASX Momentum Strategy	7.10%	4.07%	11.56%
ASX 100 Index	3.38%	27.2%	11.91%

Annual Returns

	2016*	2017	2018	2019 YTD
ASX Momentum Strategy	17.58%	14.50%	5.02%	4.16%
ASX 100 Index	8.54%	11.05%	-2.35%	26.89%

Monthly Returns

	Jan	Feb	Mar	Apr	May*	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2016					-2.35%	4.02%	11.17%	0.25%	0.04%	2.29%	-1.01%	2.54%	17.58%
2017	9.02%	2.12%	-1.59%	-5.63%	5.72%	1.45%	-4.75%	3.18%	0.98%	1.75%	2.48%	-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%	7.10%

*From 18 May 2016

Stock Tables

6 Dec 2019

Strategy

15 Nov 2019

Strategy

15 Nov 2019

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