Fund Details
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Fund Type: |
Global Equity
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Fund Sub Type: |
Global Equity
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RRSP Eligibility:
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Hold
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Minimum Investment:
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$
1,000
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Management Fee: |
2.45%
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Inception Date:
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August 1985
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Portfolio Manager: |
Chuk Wong, Goodman and Company
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Assets: |
$ 431.2 Million
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Risk Return Characteristics:
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Average Monthly Return: |
0.34%
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Monthly Standard Deviation: |
5.53%
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Monthly Value Add to Benchmark:
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0.43%
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Tracking Error: |
3.46%
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Sharpe Ratio: |
0.02
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Information Ratio: |
0.12
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Alpha: |
0.44%
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Beta: |
1.14
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Minimum Monthly Return:
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-20.45%
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Maximum Monthly Return: |
9.73%
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Number of Positive Months: |
36
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Chance of Positive Return: |
60.0%
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Number of Negative Months:
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24
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Chance of Negative Return:
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40.0%
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Minimum Monthly Value Add:
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-12.79%
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Maximum Monthly Value Add:
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9.98%
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Number of Months in excess of Index:
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36
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Number of Months less than Index:
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24
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Chance of beating Index:
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60.0%
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Chance of not beating Index:
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40.0%
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Correlation to TSX: |
87.75%
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Correlation to S&P:
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59.75%
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Correlation to EAFE
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83.03%
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Correlation to SCMU: |
17.46%
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Investment Objective:
The fund seeks to provide long term capital growth by investing in non-Canadian companies.
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| Historical Performance |
July 31, 2010 |
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1 Month
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5.02%
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3.57%
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5.97%
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0.46%
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3 Month
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- 4.05%
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- 3.38% |
- 5.57%
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- 2.75%
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3.47%
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Year to Date
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- 0.19%
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- 2.22%
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- 6.68%
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4.71%
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1 Year
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15.40%
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11.68% |
8.78%
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1.95%
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6.67%
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2 Year
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- 1.43%
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- 4.15% |
- 4.25%
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- 8.58%
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6.71%
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3 Year
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- 7.13% |
- 2.58%
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- 7.89%
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-10.83%
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7.02%
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5 Year
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2.14%
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5.18%
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- 3.57%
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- 0.86%
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5.09%
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10 Year
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0.61%
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3.46%
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- 4.35%
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- 1.72%
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6.61%
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Asset Mix |
As at: April 2010
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Cash
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8.0%
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Canadian Bonds
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0.0%
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Canadian Equity
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4.7%
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US Equity
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8.8%
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International Equity
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76.3%
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Other
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2.3%
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Geographic Breakdown |
As at: April 2010
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Canada
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7.4%
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US
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10.1%
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Europe
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29.6%
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Asia
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41.8%
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Other
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11.1%
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Comments/ Analysis:
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This fund was named the Dynamic Global Value Fund in June 2006. Prior to that, it was known as the Dynamic International Value Fund.
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Fund Profile / Additional Fund Info:
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