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Multi-Sector Fixed Income
Click for more information on Fundata’s FundGrade
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|
NAVPS (07-26-2024) |
$4.43 |
|---|---|
| Change |
$0.01
(0.19%)
|
As at June 30, 2024
As at June 30, 2024
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Inception Return (February 17, 2003): 1.48%
| 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 | 0.39% | 0.26% | 1.03% | 1.03% | 4.00% | 2.36% | -2.29% | -0.66% | -0.51% | 0.15% | -0.11% | 0.38% | 0.16% | -0.09% |
| Benchmark | 1.11% | 0.68% | 2.26% | 2.26% | 7.20% | 5.67% | -1.00% | -1.87% | 0.11% | 1.12% | 1.30% | 1.35% | 2.41% | 3.23% |
| Category Average | 0.64% | 0.85% | 0.85% | 0.85% | 5.01% | - | - | - | - | - | - | - | - | - |
| Category Rank | 232 / 295 | 196 / 294 | 173 / 293 | 173 / 293 | 205 / 284 | 237 / 283 | 235 / 276 | 204 / 250 | 215 / 238 | 196 / 218 | 170 / 182 | 135 / 156 | 114 / 120 | 91 / 94 |
| Quartile Ranking | 4 | 3 | 3 | 3 | 3 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 |
| Return % | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 0.05% | -0.45% | -2.25% | -1.47% | 3.19% | 4.00% | -0.36% | 0.12% | 1.01% | -1.04% | 0.92% | 0.39% |
| Benchmark | 0.30% | 1.72% | -2.75% | 1.40% | 2.81% | 1.36% | 0.46% | 0.43% | 0.67% | -0.78% | 0.36% | 1.11% |
4.71% (April 2009)
-9.18% (October 2008)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 0.96% | -4.10% | 5.02% | 2.68% | -4.19% | 6.63% | 3.37% | -0.59% | -12.76% | 6.71% |
| Benchmark | 11.01% | 16.14% | 1.29% | 1.23% | 6.50% | 4.01% | 7.35% | -4.31% | -10.27% | 5.25% |
| Category Average | - | - | - | - | - | - | - | - | - | - |
| Quartile Ranking | 4 | 4 | 2 | 3 | 4 | 3 | 4 | 3 | 4 | 2 |
| Category Rank | 80/ 80 | 107/ 107 | 59/ 131 | 105/ 168 | 194/ 204 | 138/ 234 | 210/ 248 | 164/ 266 | 241/ 276 | 132/ 284 |
6.71% (2023)
-12.76% (2022)
| Name | Percent |
|---|---|
| Foreign Corporate Bonds | 48.10 |
| Cash and Equivalents | 19.69 |
| Foreign Government Bonds | 16.28 |
| Mortgages | 9.59 |
| Canadian Corporate Bonds | 5.08 |
| Other | 1.26 |
| Name | Percent |
|---|---|
| Fixed Income | 80.31 |
| Cash and Cash Equivalent | 19.69 |
| Name | Percent |
|---|---|
| North America | 77.41 |
| Europe | 7.99 |
| Latin America | 4.63 |
| Africa and Middle East | 1.62 |
| Other | 8.35 |
| Name | Percent |
|---|---|
| Canada Government 12-Sep-2024 | 9.10 |
| CASH | 7.97 |
| United Kingdom Government 3.75% 22-Oct-2053 | 4.96 |
| TOWD Point Mortgage Trust 3.00% 25-Aug-2055 | 3.42 |
| Spain Government 1.90% 31-Oct-2052 | 2.83 |
| FREDDIE MAC STACR TRUST 2018-HQA2 7.75% 25-Oct-2048 | 2.00 |
| New Fortress Energy Inc 6.75% 15-Sep-2025 | 1.77 |
| EGYPT TREASURY BILLS | 1.68 |
| Egypt Government 11-Mar-2025 | 1.62 |
| Connecticut Avenue Securities 9.10% 27-Feb-2040 | 1.56 |
Franklin Brandywine Global Sustainable Income Optimiser Fund Series A
Median
Other - Multi-Sector Fixed Income
| Standard Deviation | 6.35% | 6.12% | 4.90% |
|---|---|---|---|
| Beta | 0.64% | 0.51% | 0.17% |
| Alpha | -0.02% | 0.00% | -0.01% |
| Rsquared | 0.46% | 0.27% | 0.06% |
| Sharpe | -0.81% | -0.39% | -0.30% |
| Sortino | -1.03% | -0.67% | -0.74% |
| Treynor | -0.08% | -0.05% | -0.09% |
| Tax Efficiency | - | - | - |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 6.22% | 6.35% | 6.12% | 4.90% |
| Beta | 0.84% | 0.64% | 0.51% | 0.17% |
| Alpha | -0.02% | -0.02% | 0.00% | -0.01% |
| Rsquared | 0.41% | 0.46% | 0.27% | 0.06% |
| Sharpe | -0.12% | -0.81% | -0.39% | -0.30% |
| Sortino | 0.32% | -1.03% | -0.67% | -0.74% |
| Treynor | -0.01% | -0.08% | -0.05% | -0.09% |
| Tax Efficiency | 56.54% | - | - | - |
| Start Date | February 17, 2003 |
|---|---|
| Instrument Type | Mutual Fund (Responsible Investment) |
| Share Class | Commission Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Monthly |
| Assets ($mil) | $188 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| TML387 | ||
| TML389 | ||
| TML391 |
The Fund’s investment objective is to provide high income and preservation of capital by investing primarily in debt instruments of issuers anywhere in the world while following a sustainable investment approach.
Generally, the Fund will diversify its investments by credit rating, duration, type of instrument, sector and country; however, there is no minimum or maximum amount of the Fund’s assets that may be invested in: investment-grade debt instruments; non-investment-grade debt instruments; or unrated debt instruments. The Fund will not invest more than 5% of its assets in any single security of a non-sovereign issuer. The Fund may invest in Mainland China through the Bond Connect or directly.
| Name | Start Date |
|---|---|
| Jack McIntyre | 06-10-2021 |
| Anujeet Sareen | 06-10-2021 |
| Michael Paul Arno | 06-10-2021 |
| You Chen | 06-10-2021 |
| Brian Kloss | 06-10-2021 |
| Renato Latini | 06-10-2021 |
| Brandywine Global Investment Management, LLC | 05-17-2023 |
| Fund Manager | Franklin Templeton Investments Corp. |
|---|---|
| Advisor | Franklin Templeton Investments Corp. |
| Custodian | CIBC Mellon Trust Company |
| Registrar | Franklin Templeton Investments Corp. |
| Distributor | Franklin Templeton Investments Corp. |
| Auditor | PriceWaterhouseCoopers LLP |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | Yes |
| PAC Initial Investment | 500 |
| PAC Subsequent | 50 |
| SWP Allowed | Yes |
| SWP Min Balance | 10,000 |
| SWP Min Withdrawal | 0 |
| MER | 1.26% |
|---|---|
| Management Fee | 1.05% |
| Load | Choice of Front or No Load |
| FE Max | 6.00% |
| DSC Max | 6.00% |
| Trailer Fee Max (FE) | 0.50% |
| Trailer Fee Max (DSC) | 0.50% |
| Trailer Fee Max (NL) | - |
| Trailer Fee Max (LL) | - |
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