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Alternative Multi-Stratgy
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|
NAVPS (11-22-2024) |
$10.56 |
|---|---|
| Change |
$0.07
(0.67%)
|
As at October 31, 2024
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Inception Return (September 30, 2009): 0.55%
| 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 | -3.09% | -4.17% | -9.79% | -6.10% | -9.84% | -8.06% | -3.21% | 4.14% | 5.04% | 3.44% | 2.06% | 1.30% | 1.31% | 1.14% |
| Benchmark | 0.85% | 5.30% | 12.95% | 18.24% | 32.06% | 15.16% | 8.05% | 15.02% | 11.33% | 11.65% | 9.36% | 9.62% | 9.96% | 8.41% |
| Category Average | -1.34% | -0.17% | 1.99% | 4.54% | 8.71% | 5.17% | 1.39% | 3.81% | 3.05% | - | - | - | - | - |
| Category Rank | 89 / 102 | 86 / 94 | 90 / 93 | 86 / 88 | 87 / 87 | 69 / 69 | 52 / 56 | 35 / 45 | 17 / 40 | 13 / 17 | 11 / 11 | - | - | - |
| Quartile Ranking | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 2 | 4 | 4 | - | - | - |
| Return % | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -3.43% | -0.58% | -1.26% | 2.87% | -0.13% | 2.62% | -2.21% | -2.72% | -1.05% | -1.87% | 0.76% | -3.09% |
| Benchmark | 7.48% | 3.91% | 0.55% | 1.82% | 4.14% | -1.82% | 2.77% | -1.42% | 5.87% | 1.22% | 3.15% | 0.85% |
10.51% (August 2019)
-7.66% (September 2019)
| 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 | 17/ 19 | 5/ 40 | 22/ 49 | 7/ 58 | 75/ 77 |
24.40% (2014)
-7.84% (2015)
Auspice Diversified Trust Fund Series A
Median
Other - Alternative Multi-Stratgy
| Standard Deviation | 9.38% | 10.91% | 11.17% |
|---|---|---|---|
| Beta | -0.10% | -0.14% | -0.07% |
| Alpha | -0.02% | 0.07% | 0.02% |
| Rsquared | 0.02% | 0.04% | 0.01% |
| Sharpe | -0.67% | 0.30% | 0.01% |
| Sortino | -0.82% | 0.41% | -0.17% |
| Treynor | 0.63% | -0.23% | -0.02% |
| Tax Efficiency | - | 100.00% | 100.00% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 7.19% | 9.38% | 10.91% | 11.17% |
| Beta | -0.19% | -0.10% | -0.14% | -0.07% |
| Alpha | -0.05% | -0.02% | 0.07% | 0.02% |
| Rsquared | 0.06% | 0.02% | 0.04% | 0.01% |
| Sharpe | -2.05% | -0.67% | 0.30% | 0.01% |
| Sortino | -1.87% | -0.82% | 0.41% | -0.17% |
| Treynor | 0.79% | 0.63% | -0.23% | -0.02% |
| Tax Efficiency | - | - | 100.00% | 100.00% |
| 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) | $215 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| ACA718A |
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.
Auspice uses a rules-based investment process to allocate capital and provide disciplined risk management. Sector allocation parameters ensure risk diversification and all positions have stringent risk management parameters. The strategy employed by Auspice is indiscriminately long or short, able to capture trends in both up and down markets. This typically results in returns that have a low correlation to traditional equity, fixed income, and real estate investments.
| Name | Start Date |
|---|---|
| Tim Pickering | 09-30-2009 |
| Ken Corner | 09-30-2009 |
| 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 |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | No |
| PAC Initial Investment | - |
| PAC Subsequent | - |
| SWP Allowed | No |
| SWP Min Balance | - |
| SWP Min Withdrawal | - |
| MER | 2.44% |
|---|---|
| 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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