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RBC O'Shaughnessy U.S. Value Fund Series A

U.S. Equity

FundGrade D Click for more information on Fundata’s FundGrade

FundGrade D

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

Fundata ESG Grade C

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FundGrade A+® Rating Recipient

FundGrade A+® Rating Recipient

2013, 2012

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NAVPS
(04-19-2024)
$14.68
Change
$0.14 (0.93%)

As at March 31, 2024

As at December 31, 2023

As at February 29, 2024

Period
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Legend

RBC O'Shaughnessy U.S. Value Fund Series A

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Fund Returns

Inception Return (November 04, 1997): 6.45%

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 6.07% 10.78% 16.57% 10.78% 16.36% 3.09% 5.26% 17.25% 7.11% 5.41% 7.08% 7.78% 5.76% 6.17%
Benchmark 3.07% 13.26% 23.76% 13.26% 30.04% 14.00% 14.30% 19.94% 15.37% 15.05% 14.39% 15.08% 13.81% 15.28%
Category Average 2.94% 22.06% 22.06% 11.88% 26.39% 10.39% 10.21% 17.40% 12.02% 11.35% 11.08% 11.62% 10.10% 11.05%
Category Rank 32 / 1,374 974 / 1,361 1,215 / 1,343 974 / 1,361 1,192 / 1,288 1,181 / 1,216 1,077 / 1,158 671 / 1,095 956 / 993 879 / 887 774 / 812 673 / 706 640 / 652 565 / 573
Quartile Ranking 1 3 4 3 4 4 4 3 4 4 4 4 4 4

Monthly Return

Monthly Return
Return % Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Fund 1.79% -4.94% 6.50% 2.64% -3.04% -2.66% -3.37% 5.31% 3.41% 1.23% 3.17% 6.07%
Benchmark 1.90% 0.62% 3.76% 2.72% 1.05% -4.85% 0.44% 6.86% 1.80% 3.00% 6.70% 3.07%

Best Monthly Return Since Inception

14.94% (November 2020)

Worst Monthly Return Since Inception

-24.82% (October 2008)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund 10.67% -8.92% 12.58% 21.44% -13.35% 24.34% -5.44% 24.12% -3.20% 0.28%
Benchmark 24.19% 20.77% 8.65% 13.80% 3.98% 25.18% 16.07% 28.16% -12.52% 23.32%
Category Average 16.59% 10.40% 6.16% 13.43% -2.19% 22.72% 13.97% 23.22% -14.41% 18.85%
Quartile Ranking 4 4 1 1 4 2 4 3 1 4
Category Rank 526/ 554 644/ 645 56/ 693 132/ 783 842/ 875 449/ 950 1,054/ 1,063 571/ 1,139 137/ 1,196 1,231/ 1,260

Best Calendar Return (Last 10 years)

24.34% (2019)

Worst Calendar Return (Last 10 years)

-13.35% (2018)

Asset Allocation

Asset Allocation
Name Percent
US Equity 94.12
International Equity 5.17
Cash and Equivalents 0.71

Sector Allocation

Sector Allocation
Name Percent
Financial Services 21.78
Healthcare 11.50
Industrial Goods 10.49
Consumer Goods 10.30
Basic Materials 8.00
Other 37.93

Geographic Allocation

Geographic Allocation
Name Percent
North America 94.83
Europe 3.70
Latin America 1.47

Top Holdings

Top Holdings
Name Percent
Caterpillar Inc 3.36
Berkshire Hathaway Inc Cl B 3.34
JPMorgan Chase & Co 3.03
Anthem Inc 2.65
Molson Coors Beverage Co Cl B 2.43
Procter & Gamble Co 2.32
Comcast Corp Cl A 2.32
International Business Machines Corp 2.21
Mcdonald's Corp 2.13
Johnson & Johnson 1.83

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)

RBC O'Shaughnessy U.S. Value Fund Series A

Median

Other - U.S. Equity

3 Yr Annualized

Standard Deviation 16.23% 20.58% 17.30%
Beta 0.79% 1.11% 0.95%
Alpha -0.05% -0.08% -0.07%
Rsquared 0.49% 0.60% 0.49%
Sharpe 0.23% 0.35% 0.35%
Sortino 0.31% 0.41% 0.37%
Treynor 0.05% 0.06% 0.06%
Tax Efficiency 69.42% 84.12% 71.12%
Volatility Volatility rating is 9 on a scale of 1 to 10 Volatility rating is 10 on a scale of 1 to 10 Volatility rating is 10 on a scale of 1 to 10

Risk Rating

Rating 9 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 13.66% 16.23% 20.58% 17.30%
Beta 0.87% 0.79% 1.11% 0.95%
Alpha -0.08% -0.05% -0.08% -0.07%
Rsquared 0.46% 0.49% 0.60% 0.49%
Sharpe 0.83% 0.23% 0.35% 0.35%
Sortino 1.70% 0.31% 0.41% 0.37%
Treynor 0.13% 0.05% 0.06% 0.06%
Tax Efficiency 97.76% 69.42% 84.12% 71.12%

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.

Fund Details

Start Date November 04, 1997
Instrument Type Mutual Fund
Share Class Commission Based Advice
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Quarterly
Assets ($mil) $599

Fund Codes

FundServ Code Load Code Sales Status
RBF552

Investment Objectives

To provide a long-term total return, consisting of capital growth and current income. 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.

Investment Strategy

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; and through ongoing quantitative research, may modify the criteria with the goal of better achieving the strategy’s objective.

Portfolio Manager(s)

Name Start Date
RBC Global Asset Management Inc. 05-18-2004

Management and Organization

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

Investment Minimums

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

Fees

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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