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Global Neutral Balanced
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Click for more information on Fundata’s ESG Grade
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2023, 2022
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|
NAVPS (09-06-2024) |
$17.96 |
|---|---|
| Change |
-$0.08
(-0.42%)
|
As at July 31, 2024
As at July 31, 2024
As at July 31, 2024
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Inception Return (September 29, 2000): 7.36%
| 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 | 3.68% | 6.46% | 7.93% | 8.44% | 13.63% | 9.61% | 7.30% | 10.79% | 9.12% | 7.97% | 8.10% | 7.58% | 7.24% | 7.14% |
| Benchmark | 3.28% | 6.95% | 10.49% | 11.35% | 15.79% | 12.04% | 4.08% | 5.43% | 6.34% | 6.18% | 6.77% | 6.43% | 6.24% | 7.42% |
| Category Average | 2.77% | 7.94% | 7.94% | 8.35% | 12.02% | 8.17% | 2.70% | 5.31% | 5.08% | 4.85% | 5.01% | 4.95% | 4.50% | 4.83% |
| Category Rank | 207 / 1,736 | 418 / 1,716 | 1,083 / 1,705 | 1,008 / 1,705 | 565 / 1,677 | 561 / 1,611 | 30 / 1,465 | 12 / 1,344 | 23 / 1,292 | 41 / 1,170 | 58 / 1,056 | 81 / 950 | 45 / 838 | 103 / 714 |
| Quartile Ranking | 1 | 1 | 3 | 3 | 2 | 2 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| Return % | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -0.41% | -2.41% | -0.33% | 4.60% | 3.41% | 0.48% | 1.57% | 2.05% | -2.19% | 2.24% | 0.44% | 3.68% |
| Benchmark | 0.57% | -3.70% | 0.21% | 5.00% | 2.05% | 0.78% | 3.10% | 1.80% | -1.57% | 1.73% | 1.79% | 3.28% |
9.35% (November 2020)
-9.72% (March 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 7.12% | 4.93% | 9.99% | 5.06% | -2.85% | 13.48% | 8.80% | 16.68% | -1.85% | 9.58% |
| Benchmark | 12.44% | 17.05% | 2.39% | 8.66% | 2.68% | 12.26% | 11.12% | 6.48% | -11.62% | 11.69% |
| Category Average | 7.77% | 2.99% | 5.05% | 7.69% | -3.99% | 13.52% | 7.16% | 9.69% | -11.26% | 9.53% |
| Quartile Ranking | 4 | 3 | 1 | 4 | 2 | 2 | 2 | 1 | 1 | 3 |
| Category Rank | 507/ 660 | 412/ 783 | 39/ 887 | 826/ 972 | 520/ 1,115 | 465/ 1,229 | 480/ 1,311 | 87/ 1,396 | 29/ 1,534 | 852/ 1,652 |
16.68% (2021)
-2.85% (2018)
| Name | Percent |
|---|---|
| Canadian Equity | 28.74 |
| Canadian Government Bonds | 23.58 |
| US Equity | 19.12 |
| Canadian Corporate Bonds | 13.38 |
| International Equity | 9.33 |
| Other | 5.85 |
| Name | Percent |
|---|---|
| Fixed Income | 38.59 |
| Financial Services | 12.88 |
| Consumer Services | 8.40 |
| Technology | 8.39 |
| Energy | 5.92 |
| Other | 25.82 |
| Name | Percent |
|---|---|
| North America | 90.66 |
| Europe | 9.28 |
| Latin America | 0.07 |
| Other | -0.01 |
| Name | Percent |
|---|---|
| Canada Government 2.50% 01-Dec-2032 | 7.13 |
| Royal Bank of Canada | 1.91 |
| Ontario Province 2.65% 02-Dec-2050 | 1.71 |
| Ontario Province 2.60% 02-Jun-2027 | 1.71 |
| Toronto-Dominion Bank | 1.65 |
| Canada Housing Trust No 1 4.95% 15-Sep-2024 | 1.64 |
| United States Treasury 3.63% 15-Feb-2053 | 1.62 |
| Quebec Province 3.10% 01-Dec-2051 | 1.60 |
| Canada Government 1.75% 01-Dec-2053 | 1.58 |
| CAD Currency Forward | 1.57 |
Lincluden Balanced Fund Series O
Median
Other - Global Neutral Balanced
| Standard Deviation | 8.04% | 9.97% | 8.08% |
|---|---|---|---|
| Beta | 0.75% | 0.96% | 0.74% |
| Alpha | 0.04% | 0.03% | 0.02% |
| Rsquared | 0.73% | 0.62% | 0.51% |
| Sharpe | 0.53% | 0.71% | 0.71% |
| Sortino | 0.90% | 0.99% | 0.81% |
| Treynor | 0.06% | 0.07% | 0.08% |
| Tax Efficiency | 70.52% | 76.96% | 74.70% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 7.75% | 8.04% | 9.97% | 8.08% |
| Beta | 0.89% | 0.75% | 0.96% | 0.74% |
| Alpha | 0.00% | 0.04% | 0.03% | 0.02% |
| Rsquared | 0.83% | 0.73% | 0.62% | 0.51% |
| Sharpe | 1.07% | 0.53% | 0.71% | 0.71% |
| Sortino | 2.72% | 0.90% | 0.99% | 0.81% |
| Treynor | 0.09% | 0.06% | 0.07% | 0.08% |
| Tax Efficiency | 90.10% | 70.52% | 76.96% | 74.70% |
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 | September 29, 2000 |
|---|---|
| Instrument Type | Mutual Fund |
| Share Class | Commission Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | $32 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| LML100 |
The investment objective of the Fund is to generate both capital appreciation (growth) and income, while maintaining a relatively low level of risk. To achieve its objective, the Fund invests in a diverse portfolio of stocks, government and corporate bonds, and short-term instruments such as Government of Canada treasury bills.
Our investment philosophy is broadly defined as value oriented. The philosophy is consistently applied at the asset mix level and within each asset class. Equity management is fundamentally driven in order to identify securities that are trading at a substantial discount to our appraisal of their fair value. We screen a broad universe of Canadian, U.S. and international stocks across the capitalization spectrum in our search for securities which are undervalued.
| Name | Start Date |
|---|---|
| Lincluden Investment Management | 09-29-2000 |
| Fund Manager | Lincluden Investment Management |
|---|---|
| Advisor | Lincluden Investment Management |
| Custodian | CIBC Mellon Trust Company |
| Registrar | CIBC Mellon Global Securities Services Company |
| Distributor | Lincluden Management Limited |
| Auditor | KPMG LLP, Chartered Accountants |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | Yes |
| PAC Initial Investment | 5,000 |
| PAC Subsequent | 100 |
| SWP Allowed | Yes |
| SWP Min Balance | 25,000 |
| SWP Min Withdrawal | 100 |
| MER | 0.10% |
|---|---|
| Management Fee | 1.75% |
| 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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