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Canadian Equity

FundGrade C Click for more information on Fundata’s FundGrade

FundGrade C

Click for more information on Fundata’s FundGrade.

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

Fundata ESG Grade C

Click for more information on Fundata’s ESG Grade.

FundGrade A+® Rating Recipient

FundGrade A+® Rating Recipient

2017, 2016

Click for more information on Fundata’s FundGrade

NAVPS
(04-12-2024)
$16.10
Change
-$0.14 (-0.85%)

As at March 31, 2024

As at December 31, 2023

As at February 29, 2024

Period
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Legend

RBC QUBE Low Volatility Canadian Equity Fund Series A

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Fund Returns

Inception Return (November 19, 2012): 7.86%

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 1.88% 1.73% -1.59% 6.97% 8.77% 3.00% 8.39% 13.46% 7.74% 7.95% 6.65% 7.09% 6.48% 7.23%
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 2.98% 13.93% 13.93% 6.16% 12.04% 3.60% 8.38% 15.41% 8.69% 8.07% 6.99% 7.91% 6.36% 6.41%
Category Rank 643 / 724 174 / 723 393 / 713 174 / 723 617 / 700 449 / 670 358 / 597 486 / 556 435 / 538 309 / 473 320 / 447 330 / 398 235 / 364 145 / 331
Quartile Ranking 4 1 3 1 4 3 3 4 4 3 3 4 3 2

Monthly Return

Monthly Return
Return % Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Fund 2.74% -4.44% 1.68% -0.34% -1.85% -2.44% -1.59% 4.93% 3.36% 1.73% 3.21% 1.88%
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

8.37% (November 2020)

Worst Monthly Return Since Inception

-14.93% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund 18.52% -2.96% 14.23% 6.30% -7.32% 20.61% 0.17% 23.15% -3.36% 6.36%
Benchmark 10.55% -8.32% 21.08% 9.10% -8.89% 22.88% 5.60% 25.09% -5.84% 11.75%
Category Average 9.54% -6.15% 16.46% 6.89% -9.47% 19.21% 3.42% 23.26% -4.82% 9.85%
Quartile Ranking 1 2 3 3 2 3 3 3 2 4
Category Rank 7/ 329 111/ 361 264/ 388 284/ 444 122/ 470 267/ 517 380/ 553 347/ 588 224/ 655 655/ 693

Best Calendar Return (Last 10 years)

23.15% (2021)

Worst Calendar Return (Last 10 years)

-7.32% (2018)

Asset Allocation

Asset Allocation
Name Percent
Canadian Equity 94.28
Income Trust Units 5.24
Cash and Equivalents 0.32
International Equity 0.15
Other 0.01

Sector Allocation

Sector Allocation
Name Percent
Financial Services 30.35
Consumer Services 17.23
Industrial Services 9.01
Basic Materials 8.16
Telecommunications 8.10
Other 27.15

Geographic Allocation

Geographic Allocation
Name Percent
North America 99.85
Asia 0.15

Top Holdings

Top Holdings
Name Percent
Bank of Nova Scotia 5.11
National Bank of Canada 5.03
Royal Bank of Canada 5.00
Thomson Reuters Corp 4.11
Alimentation Couche-Tard Inc 4.09
Canadian National Railway Co 4.06
Intact Financial Corp 3.90
CGI Inc Cl A 3.90
BCE Inc 3.90
Constellation Software Inc 3.89

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 QUBE Low Volatility Canadian Equity Fund Series A

Median

Other - Canadian Equity

3 Yr Annualized

Standard Deviation 10.75% 12.87% 10.39%
Beta 0.75% 0.78% 0.74%
Alpha 0.01% 0.00% 0.01%
Rsquared 0.87% 0.89% 0.82%
Sharpe 0.56% 0.50% 0.59%
Sortino 0.81% 0.57% 0.62%
Treynor 0.08% 0.08% 0.08%
Tax Efficiency 81.37% 83.86% 83.37%
Volatility Volatility rating is 5 on a scale of 1 to 10 Volatility rating is 6 on a scale of 1 to 10 Volatility rating is 5 on a scale of 1 to 10

Risk Rating

Rating 5 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 9.79% 10.75% 12.87% 10.39%
Beta 0.70% 0.75% 0.78% 0.74%
Alpha -0.01% 0.01% 0.00% 0.01%
Rsquared 0.83% 0.87% 0.89% 0.82%
Sharpe 0.42% 0.56% 0.50% 0.59%
Sortino 0.96% 0.81% 0.57% 0.62%
Treynor 0.06% 0.08% 0.08% 0.08%
Tax Efficiency 84.07% 81.37% 83.86% 83.37%

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 19, 2012
Instrument Type Mutual Fund
Share Class Commission Based Advice
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Annual
Assets ($mil) $2,899

Fund Codes

FundServ Code Load Code Sales Status
RBF489

Investment Objectives

To provide long-term capital growth. The fund invests primarily in equity securities of Canadian companies using a quantitative investment approach. The fund seeks to achieve a reduced level of volatility of returns as compared to the broader Canadian equity market.

Investment Strategy

The fund is managed using a quantitative investment model designed to select individual stocks while controlling portfolio-level risk. This involves building a portfolio that maximizes exposure to factors associated with outperformance, while controlling for exposure to risk factors.

Portfolio Manager(s)

Name Start Date
Oliver McMahon 11-01-2021
Norman So 11-01-2021

Management and Organization

Fund Manager RBC Global Asset Management Inc.
Advisor RBC Global Asset Management Inc.
Custodian RBC Investor Services Trust (Canada)
Registrar RBC Investor Services Trust (Canada)
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 1.87%
Management Fee 1.60%
Load No Load
FE Max -
DSC Max -
LL Max -
Trailer Fee Max (FE) -
Trailer Fee Max (DSC) -
Trailer Fee Max (NL) 1.00%
Trailer Fee Max (LL) -

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