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Alternative Market Neutrl
Click for more information on Fundata’s FundGrade
Click for more information on Fundata’s FundGrade.
|
NAVPS (04-02-2026) |
$10.97 |
|---|---|
| Change |
$0.01
(0.05%)
|
As at February 28, 2026
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Inception Return (May 01, 2015): 4.39%
| 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 | 0.62% | 1.51% | 4.22% | -0.87% | 1.53% | 4.72% | 6.26% | 4.99% | 2.70% | 4.57% | 5.14% | 4.36% | 4.73% | 4.47% |
| Benchmark | 7.72% | 10.06% | 21.64% | 8.62% | 38.79% | 30.37% | 22.89% | 16.36% | 17.10% | 16.70% | 14.94% | 13.89% | 12.66% | 13.67% |
| Category Average | 0.50% | 1.10% | 3.53% | 0.66% | 5.49% | 6.44% | 6.35% | 4.83% | 2.17% | 1.75% | - | - | - | - |
| Category Rank | 8 / 19 | 10 / 19 | 7 / 17 | 16 / 19 | 14 / 17 | 9 / 17 | 7 / 17 | 7 / 17 | 11 / 17 | 14 / 17 | 10 / 17 | 10 / 16 | 8 / 16 | 4 / 11 |
| Quartile Ranking | 2 | 3 | 2 | 4 | 4 | 3 | 2 | 2 | 3 | 4 | 3 | 3 | 2 | 2 |
| Return % | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -1.11% | -1.60% | 0.75% | -0.44% | -0.19% | 0.01% | 2.48% | 0.20% | -0.01% | 2.40% | -1.49% | 0.62% |
| Benchmark | -1.51% | -0.10% | 5.56% | 2.91% | 1.69% | 4.96% | 5.40% | 0.97% | 3.86% | 1.32% | 0.84% | 7.72% |
4.80% (July 2020)
-5.22% (March 2020)
| Return % | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -5.31% | 4.72% | -1.05% | 9.38% | 14.02% | -1.77% | -1.04% | 4.27% | 13.10% | 4.07% |
| Benchmark | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% | 21.65% | 31.68% |
| Category Average | - | - | - | - | -3.57% | -6.24% | -1.79% | 4.02% | 9.41% | 5.55% |
| Quartile Ranking | 4 | 1 | 3 | 1 | 2 | 4 | 4 | 2 | 1 | 3 |
| Category Rank | 10/ 11 | 2/ 13 | 9/ 16 | 1/ 17 | 7/ 17 | 16/ 17 | 14/ 17 | 7/ 17 | 4/ 17 | 11/ 17 |
14.02% (2020)
-5.31% (2016)
PCJ Absolute Return Fund Series F
Median
Other - Alternative Market Neutrl
| Standard Deviation | 4.86% | 4.81% | 5.53% |
|---|---|---|---|
| Beta | 0.13% | 0.02% | 0.12% |
| Alpha | 0.04% | 0.03% | 0.03% |
| Rsquared | 0.08% | 0.00% | 0.07% |
| Sharpe | 0.50% | 0.00% | 0.48% |
| Sortino | 1.25% | -0.07% | 0.42% |
| Treynor | 0.20% | -0.01% | 0.23% |
| Tax Efficiency | 100.00% | 100.00% | - |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 4.55% | 4.86% | 4.81% | 5.53% |
| Beta | 0.25% | 0.13% | 0.02% | 0.12% |
| Alpha | -0.07% | 0.04% | 0.03% | 0.03% |
| Rsquared | 0.26% | 0.08% | 0.00% | 0.07% |
| Sharpe | -0.19% | 0.50% | 0.00% | 0.48% |
| Sortino | -0.46% | 1.25% | -0.07% | 0.42% |
| Treynor | -0.03% | 0.20% | -0.01% | 0.23% |
| Tax Efficiency | 100.00% | 100.00% | 100.00% | - |
| Start Date | May 01, 2015 |
|---|---|
| Instrument Type | Exempt Product (Hedge Fund) |
| Share Class | Fee Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | - |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| CCL251 |
Market Neutral, absolute return strategy, Low correlation to the broader markets, Preservation of capital and sustainable returns, Target annual net returns of 8% with lower volatility than equities.
Leverage institutional process across Large & Small Cap Canada and opportunistic US exposure. Removes constraints (long-only, domestic-only, benchmark) to pursue highest conviction opportunities. Trade construction to eliminate beta, and isolate alpha. Diversified sources of alpha that are less correlated to market returns (or attractive complement to traditional portfolios).
| Portfolio Manager |
PCJ Investment Counsel Ltd.
|
|---|---|
| Sub-Advisor |
- |
| Fund Manager |
PCJ Investment Counsel Ltd. |
|---|---|
| Custodian |
- |
| Registrar |
- |
| Distributor |
- |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | No |
| PAC Initial Investment | - |
| PAC Subsequent | - |
| SWP Allowed | No |
| SWP Min Balance | - |
| SWP Min Withdrawal | - |
| MER | - |
|---|---|
| Management Fee | 1.00% |
| Load | No Load |
| FE Max | - |
| DSC Max | - |
| Trailer Fee Max (FE) | - |
| Trailer Fee Max (DSC) | - |
| Trailer Fee Max (NL) | 0.00% |
| Trailer Fee Max (LL) | - |
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