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RBC Indigo Global Equity Volatility Focused Fund - Investor Series U$

Global Equity

Fundata ESG GradeC Click for more information on Fundata’s ESG Grade

Fundata ESG Grade C

Click for more information on Fundata’s ESG Grade.

NAVPS
(02-13-2025)
$16.01
Change
$0.15 (0.92%)

As at January 31, 2025

As at December 31, 2024

As at December 31, 2024

Period
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RBC Indigo Global Equity Volatility Focused Fund - Investor Series U$

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Fund Returns

Inception Return (October 19, 2015): 7.33%

Fund Returns
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 1.95% 1.91% 3.79% 1.95% 14.90% 12.31% 6.47% 7.48% 7.90% 8.97% 6.41% 7.90% 7.99% -
Benchmark 3.25% 4.45% 7.05% 3.25% 20.24% 17.14% 8.24% 9.28% 10.85% 11.65% 8.69% 10.90% 11.75% 9.76%
Category Average 4.52% 7.50% 9.99% 4.52% 23.50% 17.05% 9.41% 9.78% 10.04% 10.74% 8.60% 9.67% 9.54% 8.50%
Category Rank - - - - - - - - - - - - - -
Quartile Ranking - - - - - - - - - - - - - -

Monthly Return

Monthly Return
Return % Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Fund 2.77% 2.66% -3.51% 4.16% 1.08% 3.29% 3.05% 1.68% -2.80% 3.47% -3.40% 1.95%
Benchmark 4.29% 3.09% -3.24% 3.98% 1.92% 1.88% 2.40% 2.44% -2.29% 3.74% -2.49% 3.25%

Best Monthly Return Since Inception

13.34% (November 2020)

Worst Monthly Return Since Inception

-13.52% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
Fund - 4.31% 15.48% -9.71% 24.70% 11.04% 11.43% -12.56% 13.82% 13.93%
Benchmark -1.88% 8.39% 24.49% -9.69% 27.52% 15.43% 18.12% -18.22% 22.24% 16.58%
Category Average 8.98% 3.86% 14.23% -5.38% 19.94% 11.73% 16.21% -13.86% 15.08% 20.13%
Quartile Ranking - - - - - - - - - -
Category Rank - - - - - - - - - -

Best Calendar Return (Last 10 years)

24.70% (2019)

Worst Calendar Return (Last 10 years)

-12.56% (2022)

Asset Allocation

Asset Allocation
Name Percent
US Equity 61.13
International Equity 33.61
Canadian Equity 4.79
Cash and Equivalents 0.36
Income Trust Units 0.13
Other -0.02

Sector Allocation

Sector Allocation
Name Percent
Technology 24.11
Financial Services 18.64
Healthcare 10.56
Consumer Goods 10.16
Utilities 7.32
Other 29.21

Geographic Allocation

Geographic Allocation
Name Percent
North America 66.25
Asia 16.94
Europe 13.38
Africa and Middle East 1.68
Latin America 1.65
Other 0.10

Top Holdings

Top Holdings
Name Percent
Apple Inc 5.20
NVIDIA Corp 3.58
Microsoft Corp 3.06
Alphabet Inc Cl A 2.20
Amazon.com Inc 2.08
Johnson & Johnson 1.19
Cisco Systems Inc 1.19
Tesla Inc 1.14
Walmart Inc 1.01
Philip Morris International Inc 0.99

Equity Style

Market capitalization is large. Equity style is growth.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

RBC Indigo Global Equity Volatility Focused Fund - Investor Series U$

Median

Other - Global Equity

3 Yr Annualized

Standard Deviation 13.95% 16.74% -
Beta 1.02% 1.16% -
Alpha -0.06% -0.06% -
Rsquared 0.81% 0.84% -
Sharpe 0.25% 0.40% -
Sortino 0.44% 0.53% -
Treynor 0.03% 0.06% -
Tax Efficiency 88.36% 85.40% -
Volatility Volatility rating is 7 on a scale of 1 to 10 Volatility rating is 8 on a scale of 1 to 10 -

Risk Rating

Rating 7 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 9.71% 13.95% 16.74% -
Beta 0.97% 1.02% 1.16% -
Alpha -0.11% -0.06% -0.06% -
Rsquared 0.53% 0.81% 0.84% -
Sharpe 1.05% 0.25% 0.40% -
Sortino 1.88% 0.44% 0.53% -
Treynor 0.11% 0.03% 0.06% -
Tax Efficiency 90.69% 88.36% 85.40% -

Fundata ESG Metrics

Fundata ESG Score

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.

Fundata E Score

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.

Fundata S Score

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.

Fundata G Score

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.

Fund Details

Start Date October 19, 2015
Instrument Type Mutual Fund
Share Class Commission Based Advice
Legal Status Trust
Sales Status Open
Currency USD
Distribution Frequency Annual
Assets ($mil) -

Fund Codes

FundServ Code Load Code Sales Status
HKB527

Investment Objectives

The fundamental investment objective of this Fund is to provide long-term capital growth by investing primarily in equity and equity-related securities of companies located around the world. The Fund seeks to achieve lower volatility compared to the broader global equity market. We may only change the Fund's fundamental investment objective with the approval of a majority of the votes cast at a meeting of the investors of the Fund held to consider the change.

Investment Strategy

The Fund principally invests in equity and equity-related securities of companies around the world. Through portfolio construction, the Fund aims for lower volatility relative to the broader global equity market. The Fund seeks to achieve its objective by using a proprietary systematic investment process to create a portfolio that focuses on risk premiums offered by exposure to factors such as value, quality, momentum, low risk and size.

Portfolio Manager(s)

Name Start Date
HSBC Global Asset Management (UK) Ltd. 07-27-2022

Management and Organization

Fund Manager RBC Indigo Asset Management Inc.
Advisor HSBC Global Asset Management (UK) Ltd.
Custodian CIBC Mellon Trust Company
Registrar International Financial Data Services (Canada) Ltd
Distributor Royal Mutual Funds Inc.
Auditor KPMG LLP Chartered Professional Accountants

Investment Minimums

RSP Eligible Yes
PAC Allowed Yes
PAC Initial Investment 500
PAC Subsequent 50
SWP Allowed Yes
SWP Min Balance 10,000
SWP Min Withdrawal 50

Fees

MER 1.99%
Management Fee 1.70%
Load No Load
FE Max -
DSC Max -
Trailer Fee Max (FE) -
Trailer Fee Max (DSC) -
Trailer Fee Max (NL) 0.85%
Trailer Fee Max (LL) -

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