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Auspice Diversified Trust Fund Series A

Alternative Multi-Stratgy

FundGrade C Click for more information on Fundata’s FundGrade

FundGrade C

Click for more information on Fundata’s FundGrade.

NAVPS
(04-19-2024)
$11.69
Change
$0.00 (-0.02%)

As at March 31, 2024

Period
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Legend

Auspice Diversified Trust Fund Series A

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Fund Returns

Inception Return (September 30, 2009): 1.10%

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 -0.13% 1.44% -5.96% 1.44% -2.97% -4.37% 0.58% 6.21% 5.87% 4.60% 3.31% 2.36% 0.56% 3.29%
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 1.90% 7.18% 7.18% 3.51% 6.95% 2.27% 2.40% 5.31% - - - - - -
Category Rank 103 / 105 81 / 103 100 / 100 81 / 103 84 / 91 71 / 71 50 / 61 27 / 51 10 / 43 7 / 11 - - - -
Quartile Ranking 4 4 4 4 4 4 4 3 1 3 - - - -

Monthly Return

Monthly Return
Return % Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Fund 2.83% 0.78% -2.30% -0.45% -0.89% 3.28% -3.44% -3.43% -0.58% -1.26% 2.87% -0.13%
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

10.51% (August 2019)

Worst Monthly Return Since Inception

-7.66% (September 2019)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund 24.40% -7.84% 0.65% -5.76% -1.38% -7.55% 19.01% 9.47% 9.32% -5.78%
Benchmark 10.55% -8.32% 21.08% 9.10% -8.89% 22.88% 5.60% 25.09% -5.84% 11.75%
Category Average - - - - - - 4.04% 6.86% -5.49% 4.47%
Quartile Ranking - - - - 2 4 1 2 1 4
Category Rank - - - - 4/ 11 23/ 26 5/ 47 24/ 58 9/ 70 87/ 91

Best Calendar Return (Last 10 years)

24.40% (2014)

Worst Calendar Return (Last 10 years)

-7.84% (2015)

Asset Allocation

Sector Allocation

Geographic Allocation

Top Holdings

Equity Style

Equity style data not available

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

Auspice Diversified Trust Fund Series A

Median

Other - Alternative Multi-Stratgy

3 Yr Annualized

Standard Deviation 9.28% 12.64% 11.49%
Beta -0.06% -0.11% -0.08%
Alpha 0.02% 0.08% 0.05%
Rsquared 0.01% 0.02% 0.01%
Sharpe -0.17% 0.36% 0.22%
Sortino -0.31% 0.47% 0.12%
Treynor 0.26% -0.42% -0.33%
Tax Efficiency 100.00% 100.00% 100.00%
Volatility Volatility rating is 4 on a scale of 1 to 10 Volatility rating is 5 on a scale of 1 to 10 Volatility rating is 6 on a scale of 1 to 10

Risk Rating

Rating 4 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 8.01% 9.28% 12.64% 11.49%
Beta -0.16% -0.06% -0.11% -0.08%
Alpha 0.00% 0.02% 0.08% 0.05%
Rsquared 0.07% 0.01% 0.02% 0.01%
Sharpe -0.93% -0.17% 0.36% 0.22%
Sortino -0.92% -0.31% 0.47% 0.12%
Treynor 0.47% 0.26% -0.42% -0.33%
Tax Efficiency - 100.00% 100.00% 100.00%

Fund Details

Start Date September 30, 2009
Instrument Type Mutual Fund (Alternative)
Share Class Commission Based Advice
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Annual
Assets ($mil) $191

Fund Codes

FundServ Code Load Code Sales Status
ACA718A

Investment Objectives

The Fund seeks to generate returns on investment in, trading in or exposure to commodity and financial interests. Using a disciplined rules-based investment process, the Fund captures dominant trends long and short, agnostic to market direction and popular consensus. Risk management and capital allocation is systematic to preserve capital as the strategy’s core objective along with providing returns that are noncorrelated to traditional equity, fixed income and most alternative strategies.

Investment Strategy

The Partnership will be invested in a diversified portfolio of exchange traded futures giving investors exposure to both commodity and financial futures. This portfolio may consist of commodities such as energies, soft commodities, metals and grains and financial futures such as equity index futures, currencies and interest rates. The Manager uses a formalized investment process to allocate capital and provide disciplined risk management.

Portfolio Manager(s)

Name Start Date
Tim Pickering 09-30-2009
Ken Corner 09-30-2009

Management and Organization

Fund Manager Auspice Capital Advisors Ltd.
Advisor Auspice Capital Advisors Ltd.
Custodian BNY Trust Company of Canada
Registrar -
Distributor BNY Trust Company of Canada
Auditor KPMG LLP, Chartered Accountants

Investment Minimums

RSP Eligible Yes
PAC Allowed No
PAC Initial Investment -
PAC Subsequent -
SWP Allowed No
SWP Min Balance -
SWP Min Withdrawal -

Fees

MER -
Management Fee 2.00%
Load No Load
FE Max -
DSC Max -
Trailer Fee Max (FE) -
Trailer Fee Max (DSC) -
Trailer Fee Max (NL) 1.00%
Trailer Fee Max (LL) -

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