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RBC O'Shaughnessy All-Canadian Equity Fund Series A

Canadian Equity

FundGrade C Click for more information on Fundata’s FundGrade

FundGrade C

Click for more information on Fundata’s FundGrade.

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

Fundata ESG Grade B

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FundGrade A+® Rating Recipient

FundGrade A+® Rating Recipient

2012

Click for more information on Fundata’s FundGrade

NAVPS
(02-11-2025)
$18.10
Change
-$0.07 (-0.37%)

As at January 31, 2025

As at December 31, 2024

As at December 31, 2024

Period
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Legend

RBC O'Shaughnessy All-Canadian Equity Fund Series A

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Fund Returns

Inception Return (January 22, 2007): 6.65%

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 1.43% 4.75% 11.40% 1.43% 24.80% 12.90% 7.79% 12.76% 9.44% 8.99% 6.58% 6.48% 7.75% 6.62%
Benchmark 3.48% 6.47% 12.11% 3.48% 25.19% 14.44% 9.97% 13.55% 11.45% 12.03% 10.30% 9.84% 11.29% 8.96%
Category Average 2.79% 5.04% 8.75% 2.79% 20.16% 11.99% 8.17% 12.06% 9.76% 10.28% 8.44% 8.09% 9.20% 7.40%
Category Rank 699 / 750 550 / 750 183 / 734 699 / 750 120 / 724 331 / 702 451 / 669 288 / 598 383 / 557 462 / 540 445 / 487 418 / 458 386 / 420 339 / 389
Quartile Ranking 4 3 1 4 1 2 3 2 3 4 4 4 4 4

Monthly Return

Monthly Return
Return % Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Fund 3.02% 3.95% -2.49% 3.15% -1.42% 5.50% 1.54% 2.64% 2.04% 5.37% -2.00% 1.43%
Benchmark 1.82% 4.14% -1.82% 2.77% -1.42% 5.87% 1.22% 3.15% 0.85% 6.37% -3.27% 3.48%

Best Monthly Return Since Inception

14.73% (April 2020)

Worst Monthly Return Since Inception

-26.05% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
Fund -0.98% 12.65% 6.33% -14.04% 18.30% -4.25% 27.46% -6.44% 7.53% 23.95%
Benchmark -8.32% 21.08% 9.10% -8.89% 22.88% 5.60% 25.09% -5.84% 11.75% 21.65%
Category Average -6.15% 16.46% 6.89% -9.47% 19.21% 3.42% 23.26% -4.82% 9.85% 17.87%
Quartile Ranking 1 4 3 4 4 4 1 3 4 1
Category Rank 62/ 388 367/ 416 297/ 458 455/ 484 420/ 530 514/ 556 132/ 591 470/ 659 617/ 698 34/ 724

Best Calendar Return (Last 10 years)

27.46% (2021)

Worst Calendar Return (Last 10 years)

-14.04% (2018)

Asset Allocation

Asset Allocation
Name Percent
Canadian Equity 96.67
Income Trust Units 2.72
Cash and Equivalents 0.62
Other -0.01

Sector Allocation

Sector Allocation
Name Percent
Financial Services 35.69
Energy 16.85
Basic Materials 10.62
Consumer Services 7.44
Industrial Services 7.34
Other 22.06

Geographic Allocation

Geographic Allocation
Name Percent
North America 99.22
Latin America 0.78

Top Holdings

Top Holdings
Name Percent
Royal Bank of Canada 6.87
Manulife Financial Corp 4.77
Enbridge Inc 3.75
Brookfield Corp Cl A 3.25
Canadian Natural Resources Ltd 3.24
Shopify Inc Cl A 3.11
Bank of Montreal 2.94
Canadian Imperial Bank of Commerce 2.90
Lundin Gold Inc 2.72
Bank of Nova Scotia 2.56

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 O'Shaughnessy All-Canadian Equity Fund Series A

Median

Other - Canadian Equity

3 Yr Annualized

Standard Deviation 13.03% 18.78% 14.87%
Beta 0.91% 1.13% 1.07%
Alpha -0.01% -0.03% -0.03%
Rsquared 0.95% 0.92% 0.87%
Sharpe 0.36% 0.46% 0.40%
Sortino 0.59% 0.55% 0.41%
Treynor 0.05% 0.08% 0.06%
Tax Efficiency 83.17% 88.58% 85.16%
Volatility Volatility rating is 7 on a scale of 1 to 10 Volatility rating is 9 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 9.25% 13.03% 18.78% 14.87%
Beta 0.84% 0.91% 1.13% 1.07%
Alpha 0.03% -0.01% -0.03% -0.03%
Rsquared 0.89% 0.95% 0.92% 0.87%
Sharpe 2.00% 0.36% 0.46% 0.40%
Sortino 5.04% 0.59% 0.55% 0.41%
Treynor 0.22% 0.05% 0.08% 0.06%
Tax Efficiency 96.90% 83.17% 88.58% 85.16%

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 January 22, 2007
Instrument Type Mutual Fund
Share Class Commission Based Advice
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Annual
Assets ($mil) $157

Fund Codes

FundServ Code Load Code Sales Status
RBF593

Investment Objectives

To provide a long-term total return, consisting of capital growth and current income. The fund invests primarily in equity securities of Canadian companies based on Strategy Indexing, an investment portfolio management model developed in 1995 by Jim O’Shaughnessy. Strategy Indexing is a rigorous and disciplined approach to stock selection based on characteristics associated with above average returns over long periods of time.

Investment Strategy

To achieve the fund’s objectives, the portfolio manager: employs a proprietary quantitative approach to security (stocks and income trusts) selection based on research and analysis of historical data; screens securities using a factor-based model for attractive value, growth and quality characteristics; screens securities based on financial and governance risk factors; and through ongoing quantitative research, may modify the criteria with the goal of better achieving each strategy’s objective.

Portfolio Manager(s)

Name Start Date
RBC Global Asset Management Inc. 01-12-2007
O'Shaughnessy Asset Management, L.L.C. 09-30-2007

Management and Organization

Fund Manager RBC Global Asset Management Inc.
Advisor RBC Global Asset Management Inc.
Custodian RBC Investor Services Trust (Canada)
Registrar RBC Global Asset Management Inc.
Distributor Royal Mutual Funds Inc.
Auditor PriceWaterhouseCoopers LLP

Investment Minimums

RSP Eligible Yes
PAC Allowed Yes
PAC Initial Investment 25
PAC Subsequent 25
SWP Allowed Yes
SWP Min Balance 10,000
SWP Min Withdrawal 100

Fees

MER 1.76%
Management Fee 1.50%
Load No Load
FE Max -
DSC Max -
Trailer Fee Max (FE) -
Trailer Fee Max (DSC) -
Trailer Fee Max (NL) 0.75%
Trailer Fee Max (LL) -

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