Paterson & Associates
Date:
June 30, 2011





Fund Rating:



Not Rated





PH&N Total Return Bond Fund Series D
Fund Details
Fund Type:
Canadian Fixed Income
Fund Sub Type:
Canadian Fixed Income
Minimum Investment:
$ 25,000
Management Fee:
0.58%


Inception Date: 
July 2000


Portfolio Manager:
PH&N Fixed Income Management Team




Assets:
$ 780.1 Million





Risk Return Characteristics:
Average Monthly Return:
0.47%
Monthly Standard Deviation:
1.05%


Monthly Value Add to Benchmark:
- 0.03%
Tracking Error:
0.48%


Sharpe Ratio:
0.28
Information Ratio:
- 0.05


Alpha:
0.01%
Beta:
0.93


Minimum Monthly Return:
- 4.03%
Maximum Monthly Return:
2.19%


Number of Positive Months:
45
Chance of Positive Return:
75.0%


Number of Negative Months:
15
Chance of Negative Return:
25.0%


Minimum Monthly Value Add:
- 2.09%
Maximum Monthly Value Add:
1.22%


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:
31.03%
Correlation to S&P:
31.38%
Correlation to EAFE
48.82%
Correlation to SCMU:
88.89%






Investment Objective:
To provide stability of capital and maximum total return by investing primarily in a well-diversified portfolio of Canadian fixed income securities and derivatives based on the value of fixed income instruments.
Historical Performance
June 30, 2011









Fund
TSX
S&P
EAFE
DEX Bond Universe






1 Month
0.07%
- 3.33%
- 2.16%
- 1.73%
0.07%
3 Month
2.01%
- 5.15%
- 0.59%
1.13%
2.48%
Year to Date
1.88%
0.16%
2.47%
1.82%
2.20%
1 Year
4.47%
20.87%
18.34%
18.56%
4.67%
2 Year
6.41%
16.33%
11.36%
7.43%
5.77%
3 Year
5.98%
0.19%
1.36%
- 3.19%
6.18%
5 Year
5.69%
5.67%
- 0.05%
- 0.96%
6.02%
10 Year
6.33%
8.05%
- 1.82%
1.45%
6.45%




Asset Mix
As at: June 2011


Cash
 20.2%
Canadian Bonds
 79.3%
Canadian Equity
 0.0%
US Equity
 0.0%
International Equity
 0.0%
Other
 0.4%



Geographic Breakdown
As at: June 2011


Canada
 94.2%
US
 5.9%
Europe
 0.0%
Asia
 0.0%
Other
 0.0%

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