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RBC O'Shaughnessy U.S. Growth Fund II Series A

U.S. Small/Mid Cap Equity

FundGrade E Click for more information on Fundata’s FundGrade

FundGrade E

Click for more information on Fundata’s FundGrade.

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

Fundata ESG Grade E

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NAVPS
(04-17-2024)
$9.22
Change
-$0.11 (-1.13%)

As at March 31, 2024

As at December 31, 2023

As at February 29, 2024

Period
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Legend

RBC O'Shaughnessy U.S. Growth Fund II Series A

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Fund Returns

Inception Return (January 14, 2008): 2.00%

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 2.69% 10.03% 20.80% 10.03% 21.16% 4.66% 1.21% 13.35% 4.03% 3.09% 4.02% 5.53% 4.10% 4.26%
Benchmark 4.69% 11.45% 22.05% 11.45% 22.35% 9.71% 7.22% 18.59% 9.81% 9.62% 9.28% 11.02% 8.80% 10.51%
Category Average 2.79% 19.08% 19.08% 7.97% 16.44% 3.91% 3.62% 14.47% 6.08% 5.45% 5.63% 7.03% 5.68% 6.71%
Category Rank 146 / 282 47 / 281 78 / 281 47 / 281 36 / 277 112 / 264 177 / 257 119 / 217 165 / 199 176 / 186 154 / 166 137 / 163 132 / 145 127 / 131
Quartile Ranking 3 1 2 1 1 2 3 3 4 4 4 4 4 4

Monthly Return

Monthly Return
Return % Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Fund -1.28% -0.94% 8.86% 2.54% -2.81% -5.46% -6.52% 7.59% 9.16% -1.54% 8.82% 2.69%
Benchmark -0.66% -2.53% 6.21% 3.66% -0.56% -5.43% -3.48% 6.78% 6.26% -0.78% 7.29% 4.69%

Best Monthly Return Since Inception

14.75% (October 2011)

Worst Monthly Return Since Inception

-24.60% (October 2008)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund -0.64% -0.34% 12.38% 11.79% -10.04% 17.04% 6.12% 10.87% -23.31% 15.58%
Benchmark 18.40% 11.76% 14.08% 8.66% -2.87% 21.65% 11.78% 20.00% -11.77% 13.76%
Category Average 10.57% 6.25% 9.80% 10.84% -7.63% 15.90% 4.61% 23.16% -17.30% 11.64%
Quartile Ranking 4 4 2 2 4 3 3 4 4 1
Category Rank 123/ 129 122/ 143 81/ 162 55/ 166 153/ 186 141/ 197 155/ 213 253/ 257 225/ 259 42/ 277

Best Calendar Return (Last 10 years)

17.04% (2019)

Worst Calendar Return (Last 10 years)

-23.31% (2022)

Asset Allocation

Asset Allocation
Name Percent
US Equity 93.70
International Equity 4.83
Cash and Equivalents 1.47

Sector Allocation

Sector Allocation
Name Percent
Technology 25.86
Healthcare 15.91
Consumer Services 9.11
Real Estate 8.77
Industrial Goods 8.57
Other 31.78

Geographic Allocation

Geographic Allocation
Name Percent
North America 95.17
Europe 2.97
Latin America 1.80
Africa and Middle East 0.05
Other 0.01

Top Holdings

Top Holdings
Name Percent
Jabil Inc 1.02
EMCOR Group Inc 0.98
Comfort Systems USA Inc 0.92
Qualys Inc 0.90
PTC Inc 0.86
Deckers Outdoor Corp 0.86
Artisan Partners Asset Management Inc - Commn Cl A 0.83
Booz Allen Hamilton Holding Corp Cl A 0.82
National Bank of Canada TD 4.950% Jan 02, 2024 0.78
Medpace Holdings Inc 0.76

Equity Style

Market capitalization is medium. Equity style is growth.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

RBC O'Shaughnessy U.S. Growth Fund II Series A

Median

Other - U.S. Small/Mid Cap Equity

3 Yr Annualized

Standard Deviation 20.29% 21.88% 18.02%
Beta 1.18% 1.15% 1.01%
Alpha -0.07% -0.06% -0.06%
Rsquared 0.93% 0.93% 0.83%
Sharpe 0.03% 0.20% 0.25%
Sortino 0.01% 0.22% 0.22%
Treynor 0.00% 0.04% 0.04%
Tax Efficiency 61.92% 92.46% 79.43%
Volatility Volatility rating is 10 on a scale of 1 to 10 Volatility rating is 10 on a scale of 1 to 10 Volatility rating is 10 on a scale of 1 to 10

Risk Rating

Rating 10 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 19.81% 20.29% 21.88% 18.02%
Beta 1.21% 1.18% 1.15% 1.01%
Alpha -0.05% -0.07% -0.06% -0.06%
Rsquared 0.91% 0.93% 0.93% 0.83%
Sharpe 0.83% 0.03% 0.20% 0.25%
Sortino 1.86% 0.01% 0.22% 0.22%
Treynor 0.13% 0.00% 0.04% 0.04%
Tax Efficiency 100.00% 61.92% 92.46% 79.43%

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 14, 2008
Instrument Type Mutual Fund
Share Class Commission Based Advice
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Annual
Assets ($mil) $18

Fund Codes

FundServ Code Load Code Sales Status
RBF306

Investment Objectives

To provide long-term capital growth. The fund invests primarily in equity securities of U.S. 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 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; invests in U.S. small- to mid-cap stocks.

Portfolio Manager(s)

Name Start Date
RBC Global Asset Management Inc. 01-07-2008

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 2.16%
Management Fee 1.85%
Load No Load
FE Max -
DSC Max -
Trailer Fee Max (FE) -
Trailer Fee Max (DSC) -
Trailer Fee Max (NL) 1.00%
Trailer Fee Max (LL) -

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