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Caldwell Canadian Value Momentum Fund Series A

Canadian Equity

FundGrade C Click for more information on Fundata’s FundGrade

FundGrade C

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

Fundata ESG Grade D

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FundGrade A+® Rating Recipient

FundGrade A+® Rating Recipient

2022, 2021, 2020, 2019, 2018

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NAVPS
(07-19-2024)
$20.84
Change
$0.02 (0.09%)

As at June 30, 2024

As at June 30, 2024

As at February 29, 2024

Period
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Legend

Caldwell Canadian Value Momentum Fund Series A

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Fund Returns

Inception Return (August 15, 2011): 9.39%

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 -0.55% -0.95% 9.08% 9.08% 9.06% 7.50% 2.75% 9.49% 8.45% 7.10% 7.52% 8.68% 8.94% 7.17%
Benchmark -1.42% -0.53% 6.05% 6.05% 12.13% 11.27% 5.98% 12.35% 9.28% 8.36% 8.65% 8.95% 7.89% 6.95%
Category Average -0.87% 5.51% 5.51% 5.51% 10.38% 9.80% 5.64% 11.77% 8.11% 7.00% 7.05% 7.42% 6.52% 5.77%
Category Rank 238 / 737 525 / 733 55 / 730 55 / 730 569 / 717 635 / 696 579 / 615 526 / 585 288 / 554 310 / 494 256 / 466 149 / 434 42 / 378 109 / 357
Quartile Ranking 2 3 1 1 4 4 4 4 3 3 3 2 1 2

Monthly Return

Monthly Return
Return % Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Fund 1.95% -0.91% 0.03% -1.40% 2.00% -1.62% 3.54% 3.64% 2.62% -3.47% 3.18% -0.55%
Benchmark 2.58% -1.37% -3.33% -3.21% 7.48% 3.91% 0.55% 1.82% 4.14% -1.82% 2.77% -1.42%

Best Monthly Return Since Inception

12.35% (April 2020)

Worst Monthly Return Since Inception

-15.52% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund -1.57% 7.75% 19.32% 13.81% -6.04% 15.05% 10.81% 24.22% -8.43% 4.29%
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 4 1 2 1 1 4 1 2 4 4
Category Rank 334/ 337 2/ 369 154/ 397 5/ 452 75/ 479 502/ 527 48/ 562 293/ 597 546/ 664 680/ 703

Best Calendar Return (Last 10 years)

24.22% (2021)

Worst Calendar Return (Last 10 years)

-8.43% (2022)

Asset Allocation

Asset Allocation
Name Percent
Canadian Equity 94.00
Income Trust Units 4.55
Cash and Equivalents 1.45

Sector Allocation

Sector Allocation
Name Percent
Basic Materials 24.67
Financial Services 20.64
Technology 15.80
Industrial Services 10.77
Energy 8.63
Other 19.49

Geographic Allocation

Geographic Allocation
Name Percent
North America 100.00

Top Holdings

Top Holdings
Name Percent
AtkinsRealis Group Inc. % 7.01
Element Fleet Management Corp 6.41
Celestica Inc 5.94
Descartes Systems Group Inc 5.55
ARC Resources Ltd 5.39
Cameco Corp 5.38
Hudbay Minerals Inc 5.26
CCL Industries Inc Cl B 5.07
Manulife Financial Corp 4.75
Chartwell Retirement Residences - Units 4.55

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)

Caldwell Canadian Value Momentum Fund Series A

Median

Other - Canadian Equity

3 Yr Annualized

Standard Deviation 10.82% 14.12% 11.90%
Beta 0.68% 0.77% 0.74%
Alpha -0.01% 0.01% 0.02%
Rsquared 0.70% 0.72% 0.63%
Sharpe 0.03% 0.50% 0.52%
Sortino 0.04% 0.61% 0.56%
Treynor 0.00% 0.09% 0.08%
Tax Efficiency 73.81% 94.20% 89.06%
Volatility Volatility rating is 5 on a scale of 1 to 10 Volatility rating is 7 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 8.20% 10.82% 14.12% 11.90%
Beta 0.37% 0.68% 0.77% 0.74%
Alpha 0.05% -0.01% 0.01% 0.02%
Rsquared 0.28% 0.70% 0.72% 0.63%
Sharpe 0.51% 0.03% 0.50% 0.52%
Sortino 1.28% 0.04% 0.61% 0.56%
Treynor 0.11% 0.00% 0.09% 0.08%
Tax Efficiency 100.00% 73.81% 94.20% 89.06%

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 August 15, 2011
Instrument Type Mutual Fund
Share Class Commission Based Advice
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Annual
Assets ($mil) $165

Fund Codes

FundServ Code Load Code Sales Status
CWF701
CWF711

Investment Objectives

The fundamental investment objective of the Fund is to generate capital growth by investing in a concentrated basket of Canadian equities which show the highest potential for capital gains over a moderate holding period.

Investment Strategy

The Fund maintains a concentrated basket of securities which the Manager believes are attractive both on value and momentum parameters. The Manager uses quantitative analysis to screen a universe of the largest Canadian equities which meet its market capitalization and market liquidity minimums to help identify potential target investments.

Portfolio Manager(s)

Name Start Date
Caldwell Investment Management Ltd. 08-15-2011

Management and Organization

Fund Manager Caldwell Investment Management Ltd.
Advisor Caldwell Investment Management Ltd.
Custodian CIBC Mellon Trust Company
Registrar SGGG Fund Services Inc.
Distributor Caldwell Securities Ltd.
Auditor Deloitte LLP

Investment Minimums

RSP Eligible Yes
PAC Allowed Yes
PAC Initial Investment 500
PAC Subsequent 50
SWP Allowed No
SWP Min Balance -
SWP Min Withdrawal -

Fees

MER 1.40%
Management Fee 1.50%
Load Choice of Front or No Load
FE Max 5.00%
DSC Max -
Trailer Fee Max (FE) 1.00%
Trailer Fee Max (DSC) -
Trailer Fee Max (NL) -
Trailer Fee Max (LL) -

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