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U.S. Small/Mid Cap Equity
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|
NAVPS (11-22-2024) |
$22.48 |
|---|---|
| Change |
$0.40
(1.79%)
|
As at October 31, 2024
As at September 30, 2024
As at July 31, 2024
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Inception Return (November 04, 1997): 3.83%
| 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 | -2.52% | -2.26% | 9.84% | 10.15% | 31.65% | 10.54% | -2.23% | 6.46% | 3.35% | 2.12% | 2.29% | 5.16% | 4.41% | 4.06% |
| Benchmark | 2.75% | 3.59% | 12.46% | 18.62% | 34.59% | 15.38% | 6.51% | 13.59% | 10.88% | 10.59% | 9.64% | 10.76% | 10.12% | 10.71% |
| Category Average | -0.22% | -1.13% | 7.60% | 10.12% | 27.03% | 10.42% | 1.58% | 9.97% | 6.51% | 5.85% | 5.19% | 6.71% | 6.18% | 6.51% |
| Category Rank | 242 / 273 | 165 / 270 | 85 / 269 | 123 / 268 | 57 / 268 | 118 / 258 | 200 / 246 | 216 / 244 | 165 / 199 | 186 / 192 | 172 / 179 | 137 / 162 | 140 / 158 | 131 / 138 |
| Quartile Ranking | 4 | 3 | 2 | 2 | 1 | 2 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 |
| Return % | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 8.05% | 10.62% | -2.39% | 7.56% | 2.94% | -7.21% | 4.65% | -0.69% | 8.14% | -0.69% | 0.96% | -2.52% |
| Benchmark | 6.78% | 6.26% | -0.78% | 7.29% | 4.69% | -5.36% | 3.32% | -1.00% | 6.13% | -1.81% | 2.68% | 2.75% |
18.37% (October 2011)
-27.53% (August 1998)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -4.59% | -3.97% | 16.85% | 10.06% | -7.16% | 13.24% | 7.04% | 11.19% | -25.52% | 16.40% |
| 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 | 1 | 2 | 3 | 4 | 3 | 4 | 4 | 1 |
| Category Rank | 125/ 125 | 127/ 139 | 28/ 158 | 76/ 162 | 117/ 182 | 178/ 193 | 144/ 200 | 239/ 244 | 238/ 246 | 36/ 264 |
16.85% (2016)
-25.52% (2022)
| Name | Percent |
|---|---|
| US Equity | 95.80 |
| International Equity | 3.65 |
| Cash and Equivalents | 0.32 |
| Canadian Equity | 0.23 |
| Name | Percent |
|---|---|
| Healthcare | 21.32 |
| Technology | 20.39 |
| Industrial Goods | 10.52 |
| Financial Services | 9.91 |
| Consumer Services | 7.80 |
| Other | 30.06 |
| Name | Percent |
|---|---|
| North America | 96.35 |
| Latin America | 1.81 |
| Europe | 1.76 |
| Africa and Middle East | 0.06 |
| Other | 0.02 |
| Name | Percent |
|---|---|
| Halozyme Therapeutics Inc | 1.39 |
| Applied Industrial Technologies Inc | 1.16 |
| FTAI Aviation Ltd | 0.99 |
| Badger Meter Inc | 0.99 |
| ChampionX Corp | 0.99 |
| Hamilton Lane Inc Cl A | 0.96 |
| Vaxcyte Inc | 0.93 |
| Kontoor Brands Inc | 0.85 |
| Bancorp Inc | 0.85 |
| Cabot Corp | 0.83 |
RBC O'Shaughnessy U.S. Growth Fund Series A
Median
Other - U.S. Small/Mid Cap Equity
| Standard Deviation | 21.48% | 22.90% | 19.23% |
|---|---|---|---|
| Beta | 1.20% | 1.19% | 1.06% |
| Alpha | -0.09% | -0.08% | -0.06% |
| Rsquared | 0.89% | 0.90% | 0.79% |
| Sharpe | -0.16% | 0.16% | 0.22% |
| Sortino | -0.20% | 0.18% | 0.21% |
| Treynor | -0.03% | 0.03% | 0.04% |
| Tax Efficiency | - | 100.00% | 100.00% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 18.83% | 21.48% | 22.90% | 19.23% |
| Beta | 1.23% | 1.20% | 1.19% | 1.06% |
| Alpha | -0.09% | -0.09% | -0.08% | -0.06% |
| Rsquared | 0.82% | 0.89% | 0.90% | 0.79% |
| Sharpe | 1.32% | -0.16% | 0.16% | 0.22% |
| Sortino | 3.11% | -0.20% | 0.18% | 0.21% |
| Treynor | 0.20% | -0.03% | 0.03% | 0.04% |
| 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 | November 04, 1997 |
|---|---|
| Instrument Type | Mutual Fund |
| Share Class | Commission Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | $60 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| RBF551 |
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.
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-cap stocks.
| Name | Start Date |
|---|---|
| RBC Global Asset Management Inc. | 05-18-2004 |
| O'Shaughnessy Asset Management, L.L.C. | 09-30-2007 |
| 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 |
| 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 |
| MER | 1.49% |
|---|---|
| Management Fee | 1.25% |
| Load | No Load |
| FE Max | - |
| DSC Max | - |
| Trailer Fee Max (FE) | - |
| Trailer Fee Max (DSC) | - |
| Trailer Fee Max (NL) | 0.65% |
| Trailer Fee Max (LL) | - |
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