Daintree Core Income Active ETF Reports 0.13% Rolling 90-Day Tracking Error for October 2026

Manish Choudhary

06 November 2026 11:23 AM AEDT

Daintree Core Income Active ETF Reports 0.13% Rolling 90-Day Tracking Error for October 2026

Image Source: Krish Capital Pty Ltd

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Daintree Core Income Active ETF (ASX:DCOR), issued by Perennial Investment Management Limited, has released its monthly ASX report for the month ending 31 October 2026, disclosing a rolling 90-day tracking error of 0.13% and an OTC derivative counterparty exposure of 0.08% of the Fund's net asset value.

Key Points

Rolling 90-day tracking error for the Daintree Core Income Active ETF was 0.13% for October 2026
OTC derivative counterparty exposure stood at 0.08% as a percentage of the Fund's NAV
The value of assets held by the Fund, excluding OTC derivatives but including collateral, was 100.89% of NAV
The indicative net asset value (iNAV) was calculated by Intercontinental Exchange (ICE) as an independent calculation agent and published at least every 15 seconds during market trading hours

Monthly Tracking Error and Derivative Exposure

Perennial Investment Management Limited, as issuer of the Daintree Core Income Active ETF, disclosed a rolling 90-day tracking error of 0.13% for the month ending 31 October 2026. The Fund recorded an Over the Counter derivative counterparty exposure of 0.08% as a percentage of the Fund's net asset value. The value of assets held by the Fund, excluding the value of OTC derivatives but including any collateral obtained under those derivatives, was reported at 100.89% of the Fund's NAV. The filing was made in accordance with ASX Operating Rule 10A.4.6(d) and ASX Operating Rules Procedure 10A.4.6.

OTC Derivative Collateral Details

According to the filing, collateral held in relation to the Fund's OTC derivatives was maintained in cash, denominated in Australian dollars (AUD). The filing noted that given the OTC derivative collateral is held in cash, the requirements to separately report on security type, sector, credit rating and country are not applicable. No additional collateral types were disclosed in the monthly report for the period ending 31 October 2026.

Indicative Net Asset Value Monitoring and Calculation

Perennial Investment Management Limited stated that during the month of October 2026, the Fund's indicative net asset value was published on a daily basis at least every 15 seconds during market trading hours. The iNAV was calculated by Intercontinental Exchange (ICE), acting as an independent calculation agent. The filing further stated that the iNAV was monitored on a daily basis with no discrepancies identified from the iNAV not consistently and accurately reflecting the fair value of the Fund. The Responsible Entity for the Fund is Perennial Investment Management Limited, holding ABN 13 108 747 637 and AFSL 275101.

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