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Global Equity
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|
NAVPS (07-25-2024) |
$13.76 |
|---|---|
| Change |
-$0.01
(-0.10%)
|
As at June 30, 2024
As at June 30, 2024
As at February 29, 2024
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Inception Return (January 26, 2015): 4.93%
| 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 | 1.25% | 1.28% | 10.49% | 10.49% | 15.72% | 13.06% | 5.04% | 5.64% | 4.18% | 3.30% | 4.04% | 4.54% | 5.04% | - |
| Benchmark | 2.29% | 3.58% | 14.22% | 14.22% | 22.88% | 21.25% | 8.57% | 13.02% | 11.56% | 10.36% | 10.70% | 11.80% | 10.39% | 11.17% |
| Category Average | 1.27% | 11.34% | 11.34% | 11.34% | 17.20% | 16.55% | 5.44% | 10.50% | 8.86% | 8.02% | 8.13% | 9.02% | 7.74% | 8.06% |
| Category Rank | 1,284 / 2,083 | 1,245 / 2,068 | 1,193 / 2,043 | 1,193 / 2,043 | 1,211 / 1,978 | 1,612 / 1,856 | 1,066 / 1,674 | 1,451 / 1,524 | 1,405 / 1,457 | 1,223 / 1,285 | 1,054 / 1,120 | 950 / 982 | 741 / 795 | - |
| Quartile Ranking | 3 | 3 | 3 | 3 | 3 | 4 | 3 | 4 | 4 | 4 | 4 | 4 | 4 | - |
| Return % | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 1.11% | 0.47% | -2.62% | 0.56% | 4.37% | 0.88% | 2.25% | 3.58% | 3.01% | -1.66% | 1.72% | 1.25% |
| Benchmark | 3.28% | -0.19% | -4.15% | -0.71% | 6.95% | 2.53% | 1.41% | 5.64% | 2.94% | -1.84% | 3.15% | 2.29% |
7.38% (July 2015)
-6.84% (February 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | 4.27% | 11.16% | -7.24% | 12.96% | -3.42% | 10.05% | -7.37% | 7.46% |
| Benchmark | 13.97% | 16.88% | 5.18% | 16.29% | -1.79% | 21.41% | 13.15% | 17.62% | -12.64% | 19.37% |
| Category Average | 8.33% | 8.98% | 3.86% | 14.23% | -5.38% | 19.94% | 11.73% | 16.21% | -13.86% | 15.08% |
| Quartile Ranking | - | - | 2 | 3 | 3 | 4 | 4 | 4 | 1 | 4 |
| Category Rank | - | - | 425/ 884 | 760/ 1,052 | 874/ 1,202 | 1,248/ 1,406 | 1,428/ 1,489 | 1,440/ 1,609 | 271/ 1,764 | 1,778/ 1,925 |
12.96% (2019)
-7.37% (2022)
| Name | Percent |
|---|---|
| US Equity | 62.86 |
| International Equity | 30.95 |
| Canadian Equity | 5.62 |
| Cash and Equivalents | 0.42 |
| Income Trust Units | 0.15 |
| Name | Percent |
|---|---|
| Technology | 19.92 |
| Healthcare | 15.34 |
| Financial Services | 13.29 |
| Consumer Goods | 9.94 |
| Energy | 7.31 |
| Other | 34.20 |
| Name | Percent |
|---|---|
| North America | 68.90 |
| Europe | 17.69 |
| Asia | 12.16 |
| Latin America | 0.53 |
| Multi-National | 0.29 |
| Other | 0.43 |
| Name | Percent |
|---|---|
| Microsoft Corp | 4.92 |
| Eli Lilly and Co | 1.51 |
| Apple Inc | 1.47 |
| Sumitomo Mitsui Financial Group Inc | 0.93 |
| Ucb SA | 0.93 |
| Amphenol Corp Cl A | 0.89 |
| Exxon Mobil Corp | 0.85 |
| Itochu Corp | 0.84 |
| UnitedHealth Group Inc | 0.84 |
| Regeneron Pharmaceuticals Inc | 0.83 |
Desjardins Low Volatility Global Equity Fund A Class
Median
Other - Global Equity
| Standard Deviation | 9.60% | 9.61% | - |
|---|---|---|---|
| Beta | 0.67% | 0.64% | - |
| Alpha | -0.01% | -0.03% | - |
| Rsquared | 0.82% | 0.78% | - |
| Sharpe | 0.25% | 0.26% | - |
| Sortino | 0.36% | 0.22% | - |
| Treynor | 0.04% | 0.04% | - |
| Tax Efficiency | 82.86% | 87.35% | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 6.94% | 9.60% | 9.61% | - |
| Beta | 0.60% | 0.67% | 0.64% | - |
| Alpha | 0.02% | -0.01% | -0.03% | - |
| Rsquared | 0.86% | 0.82% | 0.78% | - |
| Sharpe | 1.45% | 0.25% | 0.26% | - |
| Sortino | 3.45% | 0.36% | 0.22% | - |
| Treynor | 0.17% | 0.04% | 0.04% | - |
| Tax Efficiency | 100.00% | 82.86% | 87.35% | - |
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 | January 26, 2015 |
|---|---|
| Instrument Type | Mutual Fund |
| Share Class | Commission Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | $470 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| DJT00134 |
The objective of this Fund is to provide long-term capital appreciation, while minimizing the portfolio's volatility. To achieve this, the Fund invests primarily in a diversified portfolio of equity and equity-related securities of companies located anywhere in the world, including emerging markets.
The management of the Fund’s assets is assigned to a sub-manager who combines bottom-up fundamental research and quantitative analysis to select securities for the Fund. In addition, quantitative modeling is used at the portfolio level to aim to reduce the Fund’s overall volatility. The portfolio construction process is comprised of the four following main steps.
| Name | Start Date |
|---|---|
| Desjardins Global Asset Management Inc. | 07-23-2019 |
| Fidelity Investments Canada ULC | 12-01-2021 |
| Fund Manager | Desjardins Investments Inc. |
|---|---|
| Advisor | Desjardins Global Asset Management Inc. |
| Custodian | Desjardins Trust Inc. |
| Registrar | Desjardins Investments Inc. |
| Distributor | - |
| Auditor | PriceWaterhouseCoopers LLP |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | Yes |
| PAC Initial Investment | 1,000 |
| PAC Subsequent | 25 |
| SWP Allowed | Yes |
| SWP Min Balance | 1,000 |
| SWP Min Withdrawal | 100 |
| MER | 2.24% |
|---|---|
| Management Fee | 1.72% |
| 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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