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Alternative Equity Focus
Click for more information on Fundata’s FundGrade
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|
NAVPS (11-28-2025) |
$18.47 |
|---|---|
| Change | - |
As at November 30, 2025
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Inception Return (November 29, 2002): 11.60%
| 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 | -0.63% | -0.81% | 7.32% | -0.66% | -0.06% | 12.00% | 12.20% | 5.20% | 4.76% | 3.92% | 3.96% | 4.27% | 4.03% | 4.78% |
| 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 | 1.00% | 5.37% | 13.03% | 15.34% | 13.30% | 18.40% | 11.46% | 8.35% | 10.23% | 8.86% | - | - | - | - |
| Category Rank | 112 / 170 | 121 / 164 | 107 / 159 | 135 / 143 | 117 / 143 | 77 / 137 | 51 / 132 | 40 / 127 | 64 / 120 | 77 / 118 | 82 / 111 | 76 / 107 | 75 / 105 | 63 / 99 |
| Quartile Ranking | 3 | 3 | 3 | 4 | 4 | 3 | 2 | 2 | 3 | 3 | 3 | 3 | 3 | 3 |
| Return % | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 0.61% | 4.86% | -4.06% | -9.60% | -4.80% | 6.91% | 2.52% | 3.01% | 2.44% | 0.90% | -1.07% | -0.63% |
| 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% |
18.13% (July 2003)
-9.76% (August 2011)
| Return % | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 25.90% | 9.46% | -0.84% | 2.48% | 6.80% | -0.15% | 4.48% | -12.36% | 19.26% | 18.59% |
| 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 | 1 | 2 | 4 | 2 | 3 | 4 | 3 | 2 | 1 | 2 |
| Category Rank | 3/ 86 | 40/ 99 | 94/ 106 | 38/ 107 | 81/ 111 | 99/ 120 | 87/ 123 | 38/ 127 | 25/ 132 | 51/ 138 |
25.90% (2015)
-12.36% (2022)
Formula Growth Hedge Fund Class F - Main Series - 251
Median
Other - Alternative Equity Focus
| Standard Deviation | 13.09% | 11.59% | 10.69% |
|---|---|---|---|
| Beta | 0.67% | 0.51% | 0.37% |
| Alpha | 0.00% | -0.03% | 0.01% |
| Rsquared | 0.36% | 0.27% | 0.20% |
| Sharpe | 0.65% | 0.23% | 0.32% |
| Sortino | 1.14% | 0.30% | 0.31% |
| Treynor | 0.13% | 0.05% | 0.09% |
| Tax Efficiency | 100.00% | 100.00% | 72.73% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 15.74% | 13.09% | 11.59% | 10.69% |
| Beta | 1.03% | 0.67% | 0.51% | 0.37% |
| Alpha | -0.23% | 0.00% | -0.03% | 0.01% |
| Rsquared | 0.43% | 0.36% | 0.27% | 0.20% |
| Sharpe | -0.10% | 0.65% | 0.23% | 0.32% |
| Sortino | -0.16% | 1.14% | 0.30% | 0.31% |
| Treynor | -0.02% | 0.13% | 0.05% | 0.09% |
| Tax Efficiency | - | 100.00% | 100.00% | 72.73% |
| Start Date | November 29, 2002 |
|---|---|
| Instrument Type | Exempt Product (Hedge Fund) |
| Share Class | Fee Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | - |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| FGL251 |
The Formula Growth Hedge Fund (FGHF) is a U.S. all capitalization equity long/short strategy with a strong tilt towards small and mid-cap stocks. The investment process seeks to uncover, through a bottom-up valuation process, the best investment opportunities and to continuously refresh its market exposure as companies become fairly valued.
The portfolio management team continuously keeps a pulse of market price actions, psychology, and news flow. The FGHF has historically been directionally long-biased, used limited gross leverage and limited derivative positions in its portfolio construction process.
| Portfolio Manager |
Formula Growth Fund |
|---|---|
| Sub-Advisor |
- |
| Fund Manager |
Formula Growth Limited |
|---|---|
| Custodian |
J.P. Morgan Bank Canada |
| Registrar |
- |
| Distributor |
- |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | No |
| PAC Initial Investment | - |
| PAC Subsequent | - |
| SWP Allowed | No |
| SWP Min Balance | - |
| SWP Min Withdrawal | - |
| MER | - |
|---|---|
| Management Fee | 1.00% |
| Load | No Load |
| FE Max | - |
| DSC Max | - |
| Trailer Fee Max (FE) | - |
| Trailer Fee Max (DSC) | - |
| Trailer Fee Max (NL) | - |
| Trailer Fee Max (LL) | - |
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