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LON Canadian Low Volatility 75/75 (PS1)

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Canadian Equity

FundGrade C Click for more information on Fundata’s FundGrade

FundGrade C

Click for more information on Fundata’s FundGrade.

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

Fundata ESG Grade C

Click for more information on Fundata’s ESG Grade.

FundGrade A+® Rating Recipient

FundGrade A+® Rating Recipient

2019, 2018

Click for more information on Fundata’s FundGrade

NAVPS
(04-30-2024) 		$23.05
Change
-$0.25 (-1.06%)

As at March 31, 2024

As at January 31, 2024

As at February 29, 2024

Period
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Legend

LON Canadian Low Volatility 75/75 (PS1)

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Fund Returns

Inception Return (May 14, 2012): 7.43%

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 2.50% 7.15% 14.76% 7.15% 8.62% 2.17% 7.46% 10.67% 5.95% 6.95% 5.62% 6.58% 5.73% 6.01%
Benchmark 4.14% 6.62% 15.26% 6.62% 13.96% 3.95% 9.11% 16.99% 9.96% 9.65% 8.48% 9.70% 7.76% 7.67%
Category Average 2.98% 13.93% 13.93% 6.16% 12.03% 3.60% 8.38% 15.41% 8.69% 8.07% 6.99% 7.91% 6.36% 6.41%
Category Rank 357 / 599 44 / 599 100 / 569 44 / 599 523 / 563 363 / 550 338 / 545 513 / 533 418 / 473 208 / 342 226 / 342 224 / 338 123 / 323 112 / 316
Quartile Ranking 3 1 1 1 4 3 3 4 4 3 3 3 2 2

Monthly Return

Monthly Return
Return % Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Fund 2.79% -4.70% 1.63% 0.10% -2.15% -2.94% -1.14% 5.35% 2.84% 1.80% 2.69% 2.50%
Benchmark 2.90% -4.95% 3.36% 2.58% -1.37% -3.33% -3.21% 7.48% 3.91% 0.55% 1.82% 4.14%

Best Monthly Return Since Inception

7.00% (March 2021)

Worst Monthly Return Since Inception

-13.55% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund 7.14% 2.58% 13.35% 3.36% -2.11% 17.36% -4.96% 21.54% -3.65% 5.39%
Benchmark 10.55% -8.32% 21.08% 9.10% -8.89% 22.88% 5.60% 25.09% -5.84% 11.75%
Category Average 9.54% -6.15% 16.46% 6.89% -9.47% 19.21% 3.42% 23.26% -4.82% 9.85%
Quartile Ranking 4 1 3 4 1 3 4 3 2 4
Category Rank 242/ 312 7/ 323 206/ 338 286/ 342 9/ 342 307/ 472 504/ 533 363/ 545 246/ 550 537/ 561

Best Calendar Return (Last 10 years)

21.54% (2021)

Worst Calendar Return (Last 10 years)

-4.96% (2020)

Asset Allocation

Asset Allocation
Name Percent
Canadian Equity 98.19
Cash and Equivalents 1.58
Income Trust Units 0.23

Sector Allocation

Sector Allocation
Name Percent
Financial Services 31.03
Energy 11.34
Consumer Services 10.29
Technology 9.67
Basic Materials 9.20
Other 28.47

Geographic Allocation

Geographic Allocation
Name Percent
North America 100.00

Top Holdings

Top Holdings
Name Percent
Sun Life Financial Inc 4.07
Intact Financial Corp 3.50
Thomson Reuters Corp 3.25
Royal Bank of Canada 2.90
Pembina Pipeline Corp 2.86
Fairfax Financial Holdings Ltd 2.85
CGI Inc Cl A 2.73
Manulife Financial Corp 2.72
Toronto-Dominion Bank 2.62
Canadian National Railway Co 2.60

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)

LON Canadian Low Volatility 75/75 (PS1)

Median

Other - Canadian Equity

3 Yr Annualized

Standard Deviation 10.81% 12.35% 10.13%
Beta 0.77% 0.73% 0.71%
Alpha 0.00% -0.01% 0.00%
Rsquared 0.89% 0.86% 0.80%
Sharpe 0.48% 0.37% 0.49%
Sortino 0.66% 0.39% 0.46%
Treynor 0.07% 0.06% 0.07%
Tax Efficiency 100.00% 100.00% 100.00%
Volatility Volatility rating is 5 on a scale of 1 to 10 Volatility rating is 5 on a scale of 1 to 10 Volatility rating is 5 on a scale of 1 to 10

Risk Rating

Rating 5 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 10.12% 10.81% 12.35% 10.13%
Beta 0.74% 0.77% 0.73% 0.71%
Alpha -0.01% 0.00% -0.01% 0.00%
Rsquared 0.87% 0.89% 0.86% 0.80%
Sharpe 0.40% 0.48% 0.37% 0.49%
Sortino 0.89% 0.66% 0.39% 0.46%
Treynor 0.05% 0.07% 0.06% 0.07%
Tax Efficiency 100.00% 100.00% 100.00% 100.00%

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.

View the full methodology

Fund Details

Start Date May 14, 2012
Instrument Type Segregated Fund
Share Class -
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency No Distribution
Assets ($mil) $38

Fund Codes

FundServ Code Load Code Sales Status
CLGV068A
CLGV068B
CLGV068D

Investment Objectives

The investment objective of the Fund is to provide long-term capital appreciation.

Investment Strategy

This segregated fund invests primarily in Canadian stocks with exposure to foreign stocks.

Portfolio Manager(s)

Name Start Date
Robert Lee 05-14-2012
London Life Insurance Co. 05-14-2012
Pei Li 01-01-2015

Management and Organization

Fund Manager GLC Asset Management Group Ltd.
Advisor London Life Insurance Co.
Custodian -
Registrar -
Distributor -
Auditor -

Investment Minimums

RSP Eligible Yes
PAC Allowed Yes
PAC Initial Investment 25
PAC Subsequent 25
SWP Allowed Yes
SWP Min Balance -
SWP Min Withdrawal -

Fees

MER 2.22%
Management Fee 2.00%
Load Choice of Front or No Load
FE Max 2.00%
DSC Max -
Trailer Fee Max (FE) 1.00%
Trailer Fee Max (DSC) -
Trailer Fee Max (NL) -
Trailer Fee Max (LL) -

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