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International Equity
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|
NAVPS (12-06-2024) |
$10.60 |
|---|---|
| Change |
$0.08
(0.79%)
|
As at October 31, 2024
As at October 31, 2024
As at July 31, 2024
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Inception Return (April 06, 2018): 3.43%
| 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 | -2.72% | -1.26% | 4.01% | 10.85% | 19.91% | 17.52% | 5.61% | 10.14% | 5.50% | 5.53% | - | - | - | - |
| Benchmark | -2.68% | -1.26% | 4.43% | 10.97% | 22.70% | 19.06% | 5.43% | 9.83% | 7.00% | 7.62% | 5.61% | 7.24% | 6.45% | 7.46% |
| Category Average | -2.66% | -0.28% | 5.27% | 10.90% | 21.58% | 17.51% | 3.74% | 8.18% | 6.14% | 6.78% | 4.73% | 6.30% | 5.50% | 6.12% |
| Category Rank | 616 / 802 | 611 / 793 | 540 / 779 | 485 / 769 | 546 / 767 | 394 / 725 | 246 / 700 | 239 / 674 | 479 / 649 | 511 / 597 | - | - | - | - |
| Quartile Ranking | 4 | 4 | 3 | 3 | 3 | 3 | 2 | 2 | 3 | 4 | - | - | - | - |
| Return % | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 5.77% | 2.27% | 1.22% | 3.69% | 3.18% | -1.58% | 3.80% | -1.99% | 3.54% | 0.81% | 0.69% | -2.72% |
| Benchmark | 7.38% | 2.98% | 0.90% | 3.40% | 3.12% | -1.23% | 2.60% | -0.96% | 4.08% | 0.37% | 1.09% | -2.68% |
11.89% (November 2022)
-11.53% (March 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | - | 11.15% | -0.47% | 11.03% | -7.89% | 12.73% |
| Benchmark | 4.12% | 19.41% | -1.70% | 18.37% | -6.81% | 16.27% | 8.01% | 8.97% | -10.67% | 15.74% |
| Category Average | 1.55% | 13.82% | -2.56% | 17.84% | -8.91% | 17.54% | 7.87% | 8.64% | -12.60% | 13.75% |
| Quartile Ranking | - | - | - | - | - | 4 | 4 | 2 | 2 | 3 |
| Category Rank | - | - | - | - | - | 531/ 599 | 519/ 649 | 206/ 679 | 198/ 702 | 475/ 732 |
12.73% (2023)
-7.89% (2022)
| Name | Percent |
|---|---|
| International Equity | 93.66 |
| Cash and Equivalents | 5.91 |
| Income Trust Units | 0.43 |
| Name | Percent |
|---|---|
| Financial Services | 21.01 |
| Consumer Goods | 14.38 |
| Healthcare | 10.68 |
| Industrial Goods | 9.06 |
| Technology | 7.96 |
| Other | 36.91 |
| Name | Percent |
|---|---|
| Europe | 61.48 |
| Asia | 32.02 |
| North America | 4.67 |
| Africa and Middle East | 1.13 |
| Other | 0.70 |
| Name | Percent |
|---|---|
| RICL CAD CASH MGT FND SERIES O | 4.50 |
| Novo Nordisk A/S Cl B | 2.05 |
| ASML Holding NV | 1.50 |
| Sap SE | 1.47 |
| Shell PLC | 1.33 |
| Nestle SA Cl N | 1.26 |
| AstraZeneca PLC | 1.11 |
| Roche Holding AG - Partcptn | 1.10 |
| Novartis AG Cl N | 1.09 |
| Toyota Motor Corp | 0.96 |
Russell Investments Multi-Factor International Equity Pool B
Median
Other - International Equity
| Standard Deviation | 13.07% | 13.60% | - |
|---|---|---|---|
| Beta | 0.93% | 0.97% | - |
| Alpha | 0.01% | -0.01% | - |
| Rsquared | 0.93% | 0.94% | - |
| Sharpe | 0.22% | 0.29% | - |
| Sortino | 0.41% | 0.36% | - |
| Treynor | 0.03% | 0.04% | - |
| Tax Efficiency | 78.88% | 78.03% | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 9.13% | 13.07% | 13.60% | - |
| Beta | 0.92% | 0.93% | 0.97% | - |
| Alpha | -0.01% | 0.01% | -0.01% | - |
| Rsquared | 0.93% | 0.93% | 0.94% | - |
| Sharpe | 1.54% | 0.22% | 0.29% | - |
| Sortino | 3.78% | 0.41% | 0.36% | - |
| Treynor | 0.15% | 0.03% | 0.04% | - |
| Tax Efficiency | 93.60% | 78.88% | 78.03% | - |
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 | April 06, 2018 |
|---|---|
| Instrument Type | Mutual Fund |
| Share Class | Commission Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | $0 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| FRC454 |
The Fund’s investment objective is to provide long-term capital growth by investing principally in equity securities of issuers outside of Canada and the United States using multiple factors to select investments. The investment objective cannot be changed unless unitholders of the Fund approve the change at a meeting.
This Fund uses research driven analysis that seeks to isolate and assess a diversified set of factors, each of which is intended to identify suitable investments for the Fund. The Fund uses the following styles: value, momentum, quality, low volatility, growth and small-capitalization. The Fund may use derivatives to hedge against changes in the value of the Fund’s investments caused by changes to the exchange rates between the Canadian dollar and other currencies.
| Name | Start Date |
|---|---|
| Russell Investments Canada Limited | 04-06-2018 |
| Russell Investment Management Company | 07-29-2023 |
| Fund Manager | Russell Investments Canada Limited |
|---|---|
| Advisor | Russell Investments Canada Limited |
| Custodian | State Street Trust Company Canada |
| Registrar | International Financial Data Services (Canada) Ltd |
| Distributor | Russell Investments Canada Limited |
| Auditor | PriceWaterhouseCoopers LLP |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | Yes |
| PAC Initial Investment | 500 |
| PAC Subsequent | 500 |
| SWP Allowed | No |
| SWP Min Balance | - |
| SWP Min Withdrawal | - |
| MER | 1.81% |
|---|---|
| Management Fee | 1.30% |
| Load | Back Fee Only |
| 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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