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Alternative Equity Focus
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Click for more information on Fundata’s ESG Grade
Click for more information on Fundata’s ESG Grade.
|
NAVPS (12-11-2025) |
$12.63 |
|---|---|
| Change |
$0.31
(2.53%)
|
As at November 30, 2025
As at November 30, 2025
As at November 30, 2025
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Inception Return (August 11, 2010): 2.70%
| 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 | -3.78% | 6.55% | 17.05% | 17.02% | 2.34% | 10.71% | 2.81% | -2.58% | 5.20% | -0.29% | -1.79% | -4.48% | -2.23% | -0.28% |
| Benchmark | 3.86% | 10.53% | 21.41% | 29.96% | 25.71% | 28.17% | 18.89% | 14.43% | 16.18% | 14.11% | 14.34% | 12.08% | 11.80% | 12.16% |
| Category Average | 1.04% | 5.41% | 13.07% | 15.38% | 13.34% | 18.42% | 11.48% | 8.36% | 10.24% | 8.87% | - | - | - | - |
| Category Rank | 141 / 158 | 36 / 152 | 35 / 147 | 35 / 131 | 93 / 131 | 75 / 127 | 108 / 122 | 89 / 117 | 53 / 111 | 101 / 109 | 101 / 103 | 95 / 99 | 89 / 97 | 83 / 91 |
| Quartile Ranking | 4 | 1 | 1 | 2 | 3 | 3 | 4 | 4 | 2 | 4 | 4 | 4 | 4 | 4 |
| Return % | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -12.54% | 2.65% | -4.76% | 3.19% | 3.40% | -4.17% | 3.83% | -0.53% | 6.36% | 13.83% | -2.73% | -3.78% |
| Benchmark | -3.27% | 3.48% | -0.40% | -1.51% | -0.10% | 5.56% | 2.91% | 1.69% | 4.96% | 5.40% | 0.97% | 3.86% |
15.60% (December 2020)
-26.53% (October 2018)
| Return % | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 8.25% | 25.87% | 14.93% | -34.68% | 18.37% | -19.00% | 22.16% | -20.05% | 1.21% | -3.64% |
| Benchmark | -8.32% | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% | 21.65% |
| Category Average | - | - | - | - | - | 5.11% | 17.27% | -5.96% | 6.54% | 16.58% |
| Quartile Ranking | 2 | 1 | 2 | 4 | 2 | 4 | 2 | 3 | 3 | 4 |
| Category Rank | 22/ 82 | 16/ 91 | 32/ 98 | 94/ 99 | 39/ 103 | 110/ 111 | 30/ 114 | 73/ 117 | 85/ 122 | 122/ 128 |
25.87% (2016)
-34.68% (2018)
| Name | Percent |
|---|---|
| International Equity | 107.44 |
| Canadian Equity | 34.38 |
| Commodities | 4.00 |
| Income Trust Units | 1.37 |
| Cash and Equivalents | 0.34 |
| Name | Percent |
|---|---|
| Financial Services | 23.03 |
| Energy | 21.93 |
| Mutual Fund | 21.78 |
| Basic Materials | 19.62 |
| Technology | 5.31 |
| Other | 8.33 |
| Name | Percent |
|---|---|
| Asia | 53.46 |
| Multi-National | 29.64 |
| Latin America | 15.26 |
| Europe | 14.51 |
| Africa and Middle East | 4.15 |
| Name | Percent |
|---|---|
| iShares S&P/TSX Capped Energy Index ETF (XEG) | 15.57 |
| Sprott Physical Gold Trust - Closed | 9.69 |
| iShares S&P/TSX 60 Index ETF (XIU) | 9.31 |
| First Trust Japan AlphaDEX ETF (FJP) | 8.54 |
| iShares S&P/TSX SmallCap Index ETF (XCS) | 8.18 |
| iShares Latin America 40 ETF (ILF) | 8.06 |
| WisdomTree Japan Hedged Equity ETF (DXJ) | 7.87 |
| iShares ESG Aware MSCI EM ETF (ESGE) | 7.85 |
| WisdomTree India Earnings ETF (EPI) | 7.81 |
| Sprott Junior Copper Miners ETF (COPJ) | 7.05 |
Barometer Global Macro Pool Class F
Median
Other - Alternative Equity Focus
| Standard Deviation | 22.91% | 24.91% | 24.99% |
|---|---|---|---|
| Beta | 1.42% | 1.55% | 1.20% |
| Alpha | -0.20% | -0.16% | -0.12% |
| Rsquared | 0.54% | 0.56% | 0.38% |
| Sharpe | 0.06% | 0.22% | 0.04% |
| Sortino | 0.15% | 0.31% | 0.00% |
| Treynor | 0.01% | 0.04% | 0.01% |
| Tax Efficiency | 100.00% | 100.00% | - |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 23.19% | 22.91% | 24.91% | 24.99% |
| Beta | 1.25% | 1.42% | 1.55% | 1.20% |
| Alpha | -0.25% | -0.20% | -0.16% | -0.12% |
| Rsquared | 0.29% | 0.54% | 0.56% | 0.38% |
| Sharpe | 0.09% | 0.06% | 0.22% | 0.04% |
| Sortino | 0.12% | 0.15% | 0.31% | 0.00% |
| Treynor | 0.02% | 0.01% | 0.04% | 0.01% |
| Tax Efficiency | 100.00% | 100.00% | 100.00% | - |
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 | August 11, 2010 |
|---|---|
| Instrument Type | Exempt Product (Hedge Fund) |
| Share Class | Fee Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | $12 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| BCM600 |
The investment objective of the Global Macro Pool is to generate income and achieve long-term capital appreciation by primarily investing in ETFs using the Disciplined Leadership Approach. This approach allows the Global Macro Pool to tactically shift security, sector, and asset class exposures as market conditions warrant.
The Global Macro Pool will not seek to construct a portfolio relative to a particular index or static asset alloaction. The strategy aims to achieve positive risk-adjusted returns through Barometer's careful assessment of potential securities for the portfolio and the selection of mainly lower-risk securities which have a history of low volatility and generating positive returns.
| Portfolio Manager |
Barometer Capital Management Inc.
|
|---|---|
| Sub-Advisor |
- |
| Fund Manager |
Barometer Capital Management Inc. |
|---|---|
| Custodian |
- |
| Registrar |
- |
| Distributor |
Barometer Capital Management Inc. |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | Yes |
| PAC Initial Investment | 1,000 |
| PAC Subsequent | 100 |
| SWP Allowed | No |
| SWP Min Balance | - |
| SWP Min Withdrawal | - |
| MER | - |
|---|---|
| Management Fee | 0.75% |
| Load | No Load |
| FE Max | - |
| DSC Max | - |
| Trailer Fee Max (FE) | - |
| Trailer Fee Max (DSC) | - |
| Trailer Fee Max (NL) | 0.00% |
| Trailer Fee Max (LL) | - |
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