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Canadian Fixed Income
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2023, 2022, 2021, 2020, 2019
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|
NAVPS (07-25-2024) |
$109.85 |
|---|---|
| Change |
$0.15
(0.14%)
|
As at June 30, 2024
As at June 30, 2024
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Inception Return (August 14, 2000): 4.78%
| 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 | 1.32% | 0.98% | -0.14% | -0.14% | 4.16% | 3.74% | -1.49% | -1.34% | 0.54% | 1.67% | 1.59% | 1.52% | 1.92% | 2.23% |
| Benchmark | 2.98% | 0.97% | -0.32% | -0.32% | 3.73% | 3.25% | -1.77% | -1.98% | -0.10% | 1.11% | 1.07% | 0.93% | 1.40% | 1.89% |
| Category Average | 1.04% | -0.41% | -0.41% | -0.41% | 3.35% | 2.96% | -2.31% | -2.05% | -0.46% | 0.58% | 0.48% | 0.42% | 0.73% | 1.08% |
| Category Rank | 8 / 643 | 149 / 635 | 314 / 631 | 314 / 631 | 232 / 620 | 234 / 596 | 165 / 577 | 163 / 539 | 88 / 510 | 76 / 476 | 64 / 443 | 55 / 408 | 50 / 362 | 49 / 331 |
| Quartile Ranking | 1 | 1 | 2 | 2 | 2 | 2 | 2 | 2 | 1 | 1 | 1 | 1 | 1 | 1 |
| Return % | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -0.95% | -0.26% | -2.75% | 0.09% | 4.51% | 3.77% | -1.34% | -0.37% | 0.60% | -2.13% | 1.85% | 1.32% |
| Benchmark | -1.08% | -0.19% | -2.62% | 0.43% | 4.21% | 3.42% | -1.36% | -0.40% | 0.48% | -1.95% | 0.00% | 2.98% |
4.51% (November 2023)
-3.44% (April 2022)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 7.70% | 3.07% | 2.53% | 2.81% | 1.53% | 7.31% | 10.16% | -1.98% | -11.45% | 7.03% |
| Benchmark | 9.10% | 3.57% | 1.54% | 2.70% | 1.29% | 6.97% | 8.61% | -2.71% | -11.46% | 6.38% |
| Category Average | 7.06% | 1.07% | 1.60% | 1.96% | -0.34% | 6.21% | 8.18% | -2.79% | -12.16% | 6.16% |
| Quartile Ranking | 2 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 2 | 2 |
| Category Rank | 137/ 319 | 74/ 349 | 91/ 383 | 71/ 428 | 60/ 454 | 89/ 500 | 44/ 530 | 131/ 561 | 197/ 590 | 175/ 606 |
10.16% (2020)
-11.45% (2022)
| Name | Percent |
|---|---|
| Canadian Government Bonds | 51.94 |
| Canadian Corporate Bonds | 33.96 |
| Cash and Equivalents | 6.38 |
| Mortgages | 4.57 |
| Foreign Corporate Bonds | 1.81 |
| Other | 1.34 |
| Name | Percent |
|---|---|
| Fixed Income | 93.63 |
| Cash and Cash Equivalent | 6.37 |
| Financial Services | 0.01 |
| Other | -0.01 |
| Name | Percent |
|---|---|
| North America | 99.68 |
| Latin America | 0.18 |
| Asia | 0.11 |
| Africa and Middle East | 0.03 |
| Name | Percent |
|---|---|
| Ontario Province 4.15% 02-Jun-2034 | 3.90 |
| Canada Government 0.50% 01-Dec-2030 | 2.86 |
| Canada Government 1.75% 01-Dec-2053 | 2.32 |
| Canada Government 3.50% 01-Mar-2028 | 2.18 |
| RICL CAD CASH MGT FND SERIES O | 2.15 |
| Canada Government 3.25% 01-Dec-2033 | 1.98 |
| Quebec Province 3.50% 01-Dec-2045 | 1.65 |
| Canada Housing Trust No 1 3.70% 15-Jun-2029 | 1.50 |
| CANADIAN MORTGAGE POOLS 4.22% 15-Jun-2029 | 1.36 |
| 407 International Inc 7.13% 26-Jul-2040 | 1.27 |
Russell Investments Canadian Fixed Income Fund Series O
Median
Other - Canadian Fixed Income
| Standard Deviation | 7.24% | 6.60% | 5.24% |
|---|---|---|---|
| Beta | 1.02% | 1.01% | 0.96% |
| Alpha | 0.00% | 0.01% | 0.00% |
| Rsquared | 0.95% | 0.95% | 0.95% |
| Sharpe | -0.59% | -0.20% | 0.17% |
| Sortino | -0.78% | -0.47% | -0.18% |
| Treynor | -0.04% | -0.01% | 0.01% |
| Tax Efficiency | - | - | 39.27% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 7.64% | 7.24% | 6.60% | 5.24% |
| Beta | 0.96% | 1.02% | 1.01% | 0.96% |
| Alpha | 0.01% | 0.00% | 0.01% | 0.00% |
| Rsquared | 0.88% | 0.95% | 0.95% | 0.95% |
| Sharpe | -0.07% | -0.59% | -0.20% | 0.17% |
| Sortino | 0.31% | -0.78% | -0.47% | -0.18% |
| Treynor | -0.01% | -0.04% | -0.01% | 0.01% |
| Tax Efficiency | 66.88% | - | - | 39.27% |
| Start Date | August 14, 2000 |
|---|---|
| Instrument Type | Mutual Fund |
| Share Class | Commission Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | $662 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| FRC012 | ||
| FRC322 |
The Fund’s objective is to provide a stable level of cash flow by investing principally in fixed income securities of Canadian issuers. The investment objective cannot be changed unless unitholders of the Fund approve the change at a meeting.
Investment styles this Fund may use include interest rate management, currency management sector selection, security selection and global management. The Fund may invest up to 30% of its net assets in foreign fixed income securities. In order to seek to reduce currency risk, the Fund expects to hedge most of the foreign currency risk inherent in foreign currency securities through the use of forward contracts.
| Name | Start Date |
|---|---|
| Canso Investment Counsel Ltd. | 07-31-2008 |
| Russell Investments Canada Limited | 06-22-2020 |
| Beutel Goodman & Company Ltd. | 06-22-2020 |
| Leith Wheeler Investment Counsel Ltd. | 06-22-2020 |
| Western Asset Management Company | 06-22-2020 |
| Fund Manager | Russell Investments Canada Limited |
|---|---|
| Advisor | Russell Investments Canada Limited |
| Custodian | State Street Trust Company Canada |
| Registrar | International Financial Data Services (Canada) Ltd |
| Distributor | Russell Investments Canada Limited |
| Auditor | PriceWaterhouseCoopers LLP |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | No |
| PAC Initial Investment | - |
| PAC Subsequent | - |
| SWP Allowed | No |
| SWP Min Balance | - |
| SWP Min Withdrawal | - |
| MER | 0.08% |
|---|---|
| Management Fee | 0.50% |
| 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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