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Global Neutral Balanced
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NAVPS (12-13-2024) |
$19.91 |
---|---|
Change |
-$0.02
(-0.10%)
|
As at November 30, 2024
Inception Return (January 11, 2008): 5.73%
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 | 3.39% | 4.86% | 9.43% | 15.41% | 18.75% | 11.63% | 5.72% | 6.60% | 6.69% | 7.51% | 6.32% | 6.75% | 6.47% | 6.39% |
Benchmark | 2.87% | 5.40% | 10.72% | 17.28% | 19.68% | 13.41% | 5.30% | 5.73% | 6.56% | 7.36% | 6.49% | 7.10% | 6.83% | 7.51% |
Category Average | 2.87% | 4.25% | 8.53% | 13.60% | 16.89% | 10.20% | 4.14% | 5.37% | 5.45% | 6.18% | 5.05% | 5.53% | 5.33% | 5.08% |
Category Rank | 425 / 1,773 | 688 / 1,763 | 588 / 1,751 | 599 / 1,727 | 592 / 1,727 | 480 / 1,674 | 410 / 1,548 | 419 / 1,413 | 386 / 1,327 | 316 / 1,235 | 288 / 1,117 | 237 / 977 | 227 / 884 | 214 / 775 |
Quartile Ranking | 1 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 1 | 2 | 2 |
Return % | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Fund | 2.89% | 0.35% | 2.38% | 2.09% | -2.16% | 2.78% | 0.50% | 3.18% | 0.64% | 1.95% | -0.52% | 3.39% |
Benchmark | 2.05% | 0.78% | 3.10% | 1.80% | -1.57% | 1.73% | 1.79% | 3.28% | -0.07% | 2.25% | 0.21% | 2.87% |
6.36% (November 2020)
-7.88% (September 2008)
Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
---|---|---|---|---|---|---|---|---|---|---|
Fund | 10.37% | 6.13% | 4.95% | 7.77% | -2.16% | 14.00% | 8.79% | 10.56% | -10.47% | 11.55% |
Benchmark | 12.44% | 17.05% | 2.39% | 8.66% | 2.68% | 12.26% | 11.12% | 6.48% | -11.62% | 11.69% |
Category Average | 7.77% | 2.99% | 5.05% | 7.69% | -3.99% | 13.52% | 7.16% | 9.69% | -11.26% | 9.53% |
Quartile Ranking | 1 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 1 |
Category Rank | 151/ 651 | 280/ 785 | 426/ 894 | 354/ 978 | 373/ 1,124 | 392/ 1,246 | 489/ 1,336 | 473/ 1,419 | 736/ 1,556 | 312/ 1,674 |
14.00% (2019)
-10.47% (2022)
Tangerine Balanced Portfolio
Median
Other - Global Neutral Balanced
Standard Deviation | 10.07% | 9.81% | 8.18% |
---|---|---|---|
Beta | 1.06% | 1.12% | 0.93% |
Alpha | 0.00% | -0.01% | -0.01% |
Rsquared | 0.91% | 0.88% | 0.80% |
Sharpe | 0.25% | 0.48% | 0.60% |
Sortino | 0.46% | 0.60% | 0.65% |
Treynor | 0.02% | 0.04% | 0.05% |
Tax Efficiency | 89.23% | 90.60% | 89.97% |
Volatility |
Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
---|---|---|---|---|
Standard Deviation | 5.89% | 10.07% | 9.81% | 8.18% |
Beta | 1.07% | 1.06% | 1.12% | 0.93% |
Alpha | -0.02% | 0.00% | -0.01% | -0.01% |
Rsquared | 0.82% | 0.91% | 0.88% | 0.80% |
Sharpe | 2.20% | 0.25% | 0.48% | 0.60% |
Sortino | 5.71% | 0.46% | 0.60% | 0.65% |
Treynor | 0.12% | 0.02% | 0.04% | 0.05% |
Tax Efficiency | 96.23% | 89.23% | 90.60% | 89.97% |
Start Date | January 11, 2008 |
---|---|
Instrument Type | Mutual Fund |
Share Class | Commission Based Advice |
Legal Status | Trust |
Sales Status | Open |
Currency | CAD |
Distribution Frequency | Annual |
Assets ($mil) | - |
FundServ Code | Load Code | Sales Status |
---|---|---|
INI120 | ||
INI220 |
This Fund seeks to provide a balance of income and capital appreciation by investing in both fixed income and equity securities based on a prescribed allocation among four distinct asset classes: Canadian bonds, Canadian equities, U.S. equities and international equities. The Fund will remain relatively balanced between bonds and equities and between Canadian and non-Canadian securities.
The Fund will follow a strategic asset allocation strategy, with the target allocations among the four asset classes being as follows: Canadian bonds 40% Canadian equities 20% U.S. equities 20% International equities 20% Each of the four asset classes seeks to replicate as closely as possible the performance of a recognized securities index: the Canadian bond component seeks to replicate a generally recognized Canadian bond index.
Name | Start Date |
---|---|
State Street Global Advisors Ltd. | 01-02-2008 |
1832 Asset Management L.P. | 04-01-2024 |
Fund Manager | 1832 Asset Management L.P. |
---|---|
Advisor | 1832 Asset Management L.P. |
Custodian | State Street Trust Company Canada |
Registrar | International Financial Data Services (Canada) Ltd |
Distributor | Tangerine Investment Funds Limited |
Auditor | KPMG LLP |
RSP Eligible | Yes |
---|---|
PAC Allowed | Yes |
PAC Initial Investment | 0 |
PAC Subsequent | 0 |
SWP Allowed | Yes |
SWP Min Balance | 0 |
SWP Min Withdrawal | 0 |
MER | 1.06% |
---|---|
Management Fee | 0.80% |
Load | No Load |
FE Max | - |
DSC Max | - |
Trailer Fee Max (FE) | - |
Trailer Fee Max (DSC) | - |
Trailer Fee Max (NL) | 0.40% |
Trailer Fee Max (LL) | - |
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