Paterson & Associates
Date:
June 30, 2011





Fund Rating:



B





Castlerock Global Leaders Fund Series B
Fund Details
Fund Type:
Global Equity
Fund Sub Type:
Global Equity
Minimum Investment:
$ 500
Management Fee:
2.60%


Inception Date: 
April 2000


Portfolio Manager:
Bill Kanko, Black Creek Investment Management




Assets:
$ 239.1 Million





Risk Return Characteristics:
Average Monthly Return:
0.33%
Monthly Standard Deviation:
4.35%


Monthly Value Add to Benchmark:
0.27%
Tracking Error:
1.92%


Sharpe Ratio:
0.04
Information Ratio:
0.14


Alpha:
0.27%
Beta:
1.02


Minimum Monthly Return:
- 8.86%
Maximum Monthly Return:
9.09%


Number of Positive Months:
32
Chance of Positive Return:
53.3%


Number of Negative Months:
28
Chance of Negative Return:
46.7%


Minimum Monthly Value Add:
- 3.97%
Maximum Monthly Value Add:
7.11%


Number of Months in excess of Index:
33
Number of Months less than Index:
27


Chance of beating Index:
55.0%
Chance of not beating Index:
45.0%


Correlation to TSX:
48.95%
Correlation to S&P:
86.97%
Correlation to EAFE
85.38%
Correlation to SCMU:
23.23%






Investment Objective:
The fund seeks growth of capital by investing primarily in stocks issued by companies worldwide. The fund focuses on companies around the world that are the best in their class.
Historical Performance
June 30, 2011









Fund
TSX
S&P
EAFE
DEX Bond Universe






1 Month
0.40%
- 3.33%
- 2.16%
- 1.73%
0.07%
3 Month
- 0.58%
- 5.15%
- 0.59%
1.13%
2.48%
Year to Date
2.34%
0.16%
2.47%
1.82%
2.20%
1 Year
25.47%
20.87%
18.34%
18.56%
4.67%
2 Year
15.31%
16.33%
11.36%
7.43%
5.77%
3 Year
7.55%
0.19%
1.36%
- 3.19%
6.18%
5 Year
2.89%
5.67%
- 0.05%
- 0.96%
6.02%
10 Year
- 0.19%
8.05%
- 1.82%
1.45%
6.45%




Asset Mix
As at: December 2010


Cash
 5.0%
Canadian Bonds
 0.0%
Canadian Equity
 0.0%
US Equity
 42.9%
International Equity
 51.9%
Other
 0.2%



Geographic Breakdown
As at: December 2010


Canada
 5.0%
US
 43.0%
Europe
 30.0%
Asia
 16.3%
Other
 5.8%

Comments/ Analysis:







Fund Profile / Additional Fund Info:



Our services are intended to be for informational purposes only and are aimed at professional investment advisors. The information provided on the Paterson & Associates web site is not intended to constitute legal, accounting, financial or tax advice. Many factors unknown to us may affect the applicability of any statement or comment that we make on our web site to your particular circumstances. Every effort is made to insure that this data, and any analysis conducted on this data is accurate and complete. We cannot be held responsible or liable for any errors or ommissions in any of our data, or any analysis made on any erroneous data.
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To Contact Us

Phone:
(416) 706-5087

Email:
 info@paterson-associates.ca