|
Average Monthly Return: |
0.34%
|
|
Monthly Standard Deviation: |
3.60%
|
|
|
|
Monthly Value Add to Benchmark:
|
0.28%
|
|
Tracking Error: |
3.18%
|
|
|
|
Sharpe Ratio: |
0.05
|
|
Information Ratio: |
0.09
|
|
|
|
Alpha: |
0.31%
|
|
Beta: |
0.60
|
|
|
|
Minimum Monthly Return:
|
-10.69%
|
|
Maximum Monthly Return: |
5.24%
|
|
|
|
Number of Positive Months: |
38
|
|
Chance of Positive Return: |
63.3%
|
|
|
|
Number of Negative Months:
|
22
|
|
Chance of Negative Return:
|
36.7%
|
|
|
|
Minimum Monthly Value Add:
|
- 7.35%
|
|
Maximum Monthly Value Add:
|
7.30%
|
|
|
|
Number of Months in excess of Index:
|
34
|
|
Number of Months less than Index:
|
26
|
|
|
|
Chance of beating Index:
|
56.7%
|
|
Chance of not beating Index:
|
43.3%
|
|
|
|
Correlation to TSX: |
85.50%
|
|
Correlation to S&P:
|
61.73%
|
|
Correlation to EAFE
|
67.30%
|
|
Correlation to SCMU: |
- 1.71%
|