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Performance Consistency

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The performance consistency ratings on this site is calculated using methodology developed by Bruce Cameron.

Performance Periods

The three-year consistency ranking is based on 12 rolling periods of one year each, and the five-year rating on 12 rolling periods of three years each. These periods are offset from each other by 3 months.

For example, if we were calculating the three-year ratings as at 31 Dec 2004, the periods involved would be:

1 Jan 2004 to 31 Dec 2004
1 Oct 2003 to 30 Sep 2004
1 Jul 2003 to 30 Jun 2004
1 Apr 2003 to 31 Mar 2004
1 Jan 2003 to 31 Dec 2003
1 Oct 2002 to 30 Sep 2003
1 Jul 2002 to 30 Jun 2003
1 Apr 2002 to 31 Mar 2003
1 Jan 2002 to 31 Dec 2002
1 Oct 2001 to 30 Sep 2002
1 Jul 2001 to 30 Jun 2002
1 Apr 2001 to 31 Mar 2002

Algorithm

Performance figures are generated for each of the above periods (NAV to NAV performance with dividends reinvested on payment date). Each fund's performance is then ranked within its category for each period and points are assigned depending on where the fund is ranked.

If the category has less than 10 members the points are based on the quartile in which the fund falls. Quartile: 1 Points: log(4)
Quartile: 2 Points: log(3)
Quartile: 3 Points: log(2)
Quartile: 4 Points: log(1)

The consistency of performance rating for a fund is the sum of the points for each of the twelve periods.

Interpretation

Funds with a high consistency of performance rating have perfformed consistently better than those in its sector with a lower rating.

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