|
Average Monthly Return: |
0.48%
|
|
Monthly Standard Deviation: |
1.02%
|
|
|
|
Monthly Value Add to Benchmark:
|
- 0.01%
|
|
Tracking Error: |
0.38%
|
|
|
|
Sharpe Ratio: |
0.30
|
|
Information Ratio: |
- 0.02
|
|
|
|
Alpha: |
0.02%
|
|
Beta: |
0.94
|
|
|
|
Minimum Monthly Return:
|
- 3.59%
|
|
Maximum Monthly Return: |
2.35%
|
|
|
|
Number of Positive Months: |
44
|
|
Chance of Positive Return: |
73.3%
|
|
|
|
Number of Negative Months:
|
16
|
|
Chance of Negative Return:
|
26.7%
|
|
|
|
Minimum Monthly Value Add:
|
- 1.65%
|
|
Maximum Monthly Value Add:
|
1.09%
|
|
|
|
Number of Months in excess of Index:
|
31
|
|
Number of Months less than Index:
|
29
|
|
|
|
Chance of beating Index:
|
51.7%
|
|
Chance of not beating Index:
|
48.3%
|
|
|
|
Correlation to TSX: |
21.02%
|
|
Correlation to S&P:
|
24.14%
|
|
Correlation to EAFE
|
42.27%
|
|
Correlation to SCMU: |
92.99%
|