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RBC QUBE Low Volatility U.S. Equity Fund Series A

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U.S. 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

2019, 2017, 2016

Click for more information on Fundata’s FundGrade

NAVPS
(12-24-2024) 		$30.64
Change
$0.17 (0.55%)

As at November 30, 2024

As at October 31, 2024

As at July 31, 2024

Period
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Legend

RBC QUBE Low Volatility U.S. Equity Fund Series A

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Fund Returns

Inception Return (November 19, 2012): 13.72%

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 5.10% 7.73% 16.20% 26.21% 27.37% 14.39% 11.08% 11.78% 9.30% 9.66% 9.83% 10.76% 10.53% 11.23%
Benchmark 6.59% 11.27% 18.22% 35.66% 38.11% 25.73% 14.87% 17.60% 17.00% 16.83% 15.78% 16.05% 15.20% 15.67%
Category Average 6.29% 9.31% 15.35% 29.18% 32.66% 20.86% 10.80% 13.48% 13.25% 13.15% 11.90% 12.39% 11.52% 11.50%
Category Rank 1,154 / 1,332 971 / 1,324 531 / 1,307 902 / 1,285 1,023 / 1,284 1,064 / 1,188 617 / 1,123 827 / 1,066 919 / 1,004 845 / 922 711 / 855 601 / 770 517 / 692 418 / 645
Quartile Ranking 4 3 2 3 4 4 3 4 4 4 4 4 3 3

Monthly Return

Monthly Return
Return % Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Fund 0.92% 3.58% 2.32% 2.57% -2.01% 1.97% 1.21% 4.95% 1.54% 0.66% 1.83% 5.10%
Benchmark 1.80% 3.00% 6.70% 3.07% -2.70% 4.13% 3.97% 2.12% 0.07% 2.23% 2.12% 6.59%

Best Monthly Return Since Inception

8.43% (July 2015)

Worst Monthly Return Since Inception

-8.99% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund 24.18% 19.84% 8.58% 10.50% 8.36% 17.10% 0.81% 19.75% -3.12% 5.99%
Benchmark 24.19% 20.77% 8.65% 13.80% 3.98% 25.18% 16.07% 28.16% -12.52% 23.32%
Category Average 16.59% 10.40% 6.16% 13.43% -2.19% 22.72% 13.97% 23.22% -14.41% 18.85%
Quartile Ranking 1 1 1 4 1 4 4 4 1 4
Category Rank 54/ 553 145/ 645 160/ 693 614/ 770 105/ 856 853/ 928 951/ 1,004 845/ 1,069 130/ 1,124 1,129/ 1,188

Best Calendar Return (Last 10 years)

24.18% (2014)

Worst Calendar Return (Last 10 years)

-3.12% (2022)

Asset Allocation

Asset Allocation
Name Percent
US Equity 94.25
International Equity 4.85
Canadian Equity 0.54
Cash and Equivalents 0.35
Other 0.01

Sector Allocation

Sector Allocation
Name Percent
Healthcare 16.42
Consumer Goods 15.27
Financial Services 12.01
Industrial Services 11.25
Telecommunications 10.37
Other 34.68

Geographic Allocation

Geographic Allocation
Name Percent
North America 95.15
Europe 4.26
Latin America 0.59

Top Holdings

Top Holdings
Name Percent
Automatic Data Processing Inc 2.99
Abbvie Inc 2.96
Comcast Corp Cl A 2.95
Coca-Cola Co 2.95
Procter & Gamble Co 2.89
Duke Energy Corp 2.88
Johnson & Johnson 2.87
Kimberly-Clark Corp 2.81
Colgate-Palmolive Co 2.80
Consolidated Edison Inc 2.75

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 U.S. Equity Fund Series A

Median

Other - U.S. Equity

3 Yr Annualized

Standard Deviation 9.95% 11.61% 11.10%
Beta 0.57% 0.70% 0.74%
Alpha 0.03% -0.02% 0.00%
Rsquared 0.65% 0.74% 0.74%
Sharpe 0.75% 0.63% 0.87%
Sortino 1.35% 0.84% 1.17%
Treynor 0.13% 0.10% 0.13%
Tax Efficiency 87.67% 88.50% 91.36%
Volatility Volatility rating is 5 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 5 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 6.70% 9.95% 11.61% 11.10%
Beta 0.49% 0.57% 0.70% 0.74%
Alpha 0.08% 0.03% -0.02% 0.00%
Rsquared 0.43% 0.65% 0.74% 0.74%
Sharpe 3.01% 0.75% 0.63% 0.87%
Sortino - 1.35% 0.84% 1.17%
Treynor 0.41% 0.13% 0.10% 0.13%
Tax Efficiency 95.28% 87.67% 88.50% 91.36%

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.

View the full methodology

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) $2,023

Fund Codes

FundServ Code Load Code Sales Status
RBF488

Investment Objectives

To provide long-term capital growth. The fund invests primarily in equity securities of U.S. companies using a quantitative investment approach. The fund seeks to achieve a reduced level of volatility of returns as compared to the broader U.S. 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
Norman So 11-01-2021
Oliver McMahon 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 500
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 -
Trailer Fee Max (FE) -
Trailer Fee Max (DSC) -
Trailer Fee Max (NL) 1.00%
Trailer Fee Max (LL) -

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