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Canadian Equity
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2022, 2021, 2020, 2019, 2018
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|
NAVPS (04-30-2024) |
$20.15 |
|---|---|
| Change |
-$0.74
(-3.52%)
|
As at March 31, 2024
As at March 31, 2024
As at February 29, 2024
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Inception Return (August 15, 2011): 9.67%
| Row Heading | Return | Annualized Return | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Mth | 3 Mth | 6 Mth | YTD | 1 Yr | 2 Yr | 3 Yr | 4 Yr | 5 Yr | 6 Yr | 7 Yr | 8 Yr | 9 Yr | 10 Yr | |
| Fund | 2.62% | 10.13% | 8.97% | 10.13% | 12.33% | 0.66% | 7.88% | 15.99% | 9.44% | 7.75% | 8.18% | 9.19% | 9.11% | 7.96% |
| Benchmark | 4.14% | 6.62% | 15.26% | 6.62% | 13.96% | 3.95% | 9.11% | 16.99% | 9.96% | 9.65% | 8.48% | 9.70% | 7.76% | 7.67% |
| Category Average | 2.98% | 13.93% | 13.93% | 6.16% | 12.04% | 3.60% | 8.38% | 15.41% | 8.69% | 8.07% | 6.99% | 7.91% | 6.36% | 6.41% |
| Category Rank | 467 / 728 | 13 / 727 | 708 / 717 | 13 / 727 | 416 / 704 | 635 / 674 | 427 / 601 | 298 / 560 | 242 / 542 | 334 / 477 | 152 / 451 | 140 / 402 | 36 / 368 | 92 / 335 |
| Quartile Ranking | 3 | 1 | 4 | 1 | 3 | 4 | 3 | 3 | 2 | 3 | 2 | 2 | 1 | 2 |
| Return % | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 1.33% | -3.29% | 4.10% | 1.95% | -0.91% | 0.03% | -1.40% | 2.00% | -1.62% | 3.54% | 3.64% | 2.62% |
| Benchmark | 2.90% | -4.95% | 3.36% | 2.58% | -1.37% | -3.33% | -3.21% | 7.48% | 3.91% | 0.55% | 1.82% | 4.14% |
12.35% (April 2020)
-15.52% (March 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -1.57% | 7.75% | 19.32% | 13.81% | -6.04% | 15.05% | 10.81% | 24.22% | -8.43% | 4.29% |
| Benchmark | 10.55% | -8.32% | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% |
| Category Average | 9.54% | -6.15% | 16.46% | 6.89% | -9.47% | 19.21% | 3.42% | 23.26% | -4.82% | 9.85% |
| Quartile Ranking | 4 | 1 | 2 | 1 | 1 | 4 | 1 | 2 | 4 | 4 |
| Category Rank | 330/ 333 | 2/ 365 | 153/ 392 | 5/ 448 | 75/ 474 | 496/ 521 | 48/ 557 | 288/ 592 | 551/ 659 | 676/ 697 |
24.22% (2021)
-8.43% (2022)
| Name | Percent |
|---|---|
| Canadian Equity | 92.23 |
| Income Trust Units | 6.77 |
| Cash and Equivalents | 1.00 |
| Name | Percent |
|---|---|
| Technology | 19.48 |
| Real Estate | 17.55 |
| Financial Services | 17.47 |
| Energy | 10.62 |
| Basic Materials | 9.66 |
| Other | 25.22 |
| Name | Percent |
|---|---|
| North America | 100.00 |
| Name | Percent |
|---|---|
| Hammond Power Solutions Inc Cl A | 6.90 |
| SNC-Lavalin Group Inc | 6.73 |
| Celestica Inc | 6.45 |
| Stantec Inc | 5.06 |
| Element Fleet Management Corp | 4.82 |
| Chartwell Retirement Residences - Units | 4.65 |
| Athabasca Oil Corp | 4.19 |
| Russel Metals Inc | 4.02 |
| Constellation Software Inc | 3.87 |
| goeasy Ltd | 3.65 |
Caldwell Canadian Value Momentum Fund Series A
Median
Other - Canadian Equity
| Standard Deviation | 11.36% | 13.98% | 11.82% |
|---|---|---|---|
| Beta | 0.70% | 0.76% | 0.74% |
| Alpha | 0.02% | 0.02% | 0.02% |
| Rsquared | 0.67% | 0.72% | 0.62% |
| Sharpe | 0.50% | 0.58% | 0.59% |
| Sortino | 0.66% | 0.71% | 0.65% |
| Treynor | 0.08% | 0.11% | 0.10% |
| Tax Efficiency | 90.46% | 94.72% | 90.02% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 8.31% | 11.36% | 13.98% | 11.82% |
| Beta | 0.39% | 0.70% | 0.76% | 0.74% |
| Alpha | 0.07% | 0.02% | 0.02% | 0.02% |
| Rsquared | 0.36% | 0.67% | 0.72% | 0.62% |
| Sharpe | 0.87% | 0.50% | 0.58% | 0.59% |
| Sortino | 2.01% | 0.66% | 0.71% | 0.65% |
| Treynor | 0.19% | 0.08% | 0.11% | 0.10% |
| Tax Efficiency | 100.00% | 90.46% | 94.72% | 90.02% |
The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.
Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.
Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.
Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.
Powered by OWL Analytics. For more information, please contact Fundata Canada.
| Start Date | August 15, 2011 |
|---|---|
| Instrument Type | Mutual Fund |
| Share Class | Commission Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | $164 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| CWF701 | ||
| CWF711 |
The fundamental investment objective of the Fund is to generate capital growth by investing in a concentrated basket of Canadian equities which show the highest potential for capital gains over a moderate holding period.
The Fund maintains a concentrated basket of securities which the Manager believes are attractive both on value and momentum parameters. The Manager uses quantitative analysis to screen a universe of the largest Canadian equities which meet its market capitalization and market liquidity minimums to help identify potential target investments.
| Fund Manager | Caldwell Investment Management Ltd. |
|---|---|
| Advisor | Caldwell Investment Management Ltd. |
| Custodian | CIBC Mellon Trust Company |
| Registrar | SGGG Fund Services Inc. |
| Distributor | Caldwell Securities Ltd. |
| Auditor | Deloitte LLP |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | Yes |
| PAC Initial Investment | 500 |
| PAC Subsequent | 50 |
| SWP Allowed | No |
| SWP Min Balance | - |
| SWP Min Withdrawal | - |
| MER | 1.37% |
|---|---|
| Management Fee | 1.50% |
| Load | Choice of Front or No Load |
| FE Max | 5.00% |
| DSC Max | - |
| Trailer Fee Max (FE) | 1.00% |
| Trailer Fee Max (DSC) | - |
| Trailer Fee Max (NL) | - |
| Trailer Fee Max (LL) | - |
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