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Desjardins Low Volatility Global Equity Fund A Class

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Global Equity

FundGrade E Click for more information on Fundata’s FundGrade

FundGrade E

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.

NAVPS
(10-16-2024) 		$14.48
Change
$0.00 (-0.03%)

As at September 30, 2024

As at September 30, 2024

As at July 31, 2024

Period
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Legend

Desjardins Low Volatility Global Equity Fund A Class

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Fund Returns

Inception Return (January 26, 2015): 5.37%

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 0.96% 5.39% 6.73% 16.44% 23.28% 16.05% 6.51% 6.23% 4.64% 4.02% 4.78% 4.87% 5.44% -
Benchmark 2.54% 5.44% 9.22% 20.44% 31.13% 24.98% 10.10% 12.92% 12.49% 10.93% 11.34% 11.57% 11.47% 11.51%
Category Average 1.86% 6.76% 6.76% 16.90% 26.55% 20.80% 7.09% 10.29% 9.82% 8.46% 8.68% 8.97% 8.86% 8.56%
Category Rank 1,786 / 2,082 811 / 2,073 1,196 / 2,043 1,163 / 2,018 1,484 / 1,973 1,731 / 1,863 1,168 / 1,732 1,456 / 1,545 1,422 / 1,464 1,267 / 1,331 1,070 / 1,137 990 / 1,040 810 / 847 -
Quartile Ranking 4 2 3 3 4 4 3 4 4 4 4 4 4 -

Monthly Return

Monthly Return
Return % Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Fund 0.56% 4.37% 0.88% 2.25% 3.58% 3.01% -1.66% 1.72% 1.25% 4.05% 0.32% 0.96%
Benchmark -0.71% 6.95% 2.53% 1.41% 5.64% 2.94% -1.84% 3.15% 2.29% 2.79% 0.04% 2.54%

Best Monthly Return Since Inception

7.38% (July 2015)

Worst Monthly Return Since Inception

-6.84% (February 2020)

Calendar Return (%)

Calendar Return
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 - - 427/ 888 751/ 1,046 864/ 1,193 1,232/ 1,393 1,410/ 1,474 1,444/ 1,594 275/ 1,749 1,773/ 1,901

Best Calendar Return (Last 10 years)

12.96% (2019)

Worst Calendar Return (Last 10 years)

-7.37% (2022)

Asset Allocation

Asset Allocation
Name Percent
US Equity 64.20
International Equity 28.98
Canadian Equity 5.91
Income Trust Units 0.48
Cash and Equivalents 0.43

Sector Allocation

Sector Allocation
Name Percent
Technology 19.33
Healthcare 14.77
Financial Services 14.40
Consumer Goods 10.78
Consumer Services 6.68
Other 34.04

Geographic Allocation

Geographic Allocation
Name Percent
North America 70.54
Europe 16.42
Asia 11.72
Latin America 0.56
Other 0.76

Top Holdings

Top Holdings
Name Percent
Microsoft Corp 4.47
Apple Inc 2.22
Eli Lilly and Co 1.35
UnitedHealth Group Inc 0.91
Walmart Inc 0.85
Itochu Corp 0.84
T-Mobile US Inc 0.84
Alnylam Pharmaceuticals Inc 0.82
Exxon Mobil Corp 0.82
Sumitomo Mitsui Financial Group Inc 0.81

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)

Desjardins Low Volatility Global Equity Fund A Class

Median

Other - Global Equity

3 Yr Annualized

Standard Deviation 9.50% 9.74% -
Beta 0.67% 0.65% -
Alpha 0.00% -0.03% -
Rsquared 0.80% 0.78% -
Sharpe 0.36% 0.29% -
Sortino 0.60% 0.28% -
Treynor 0.05% 0.04% -
Tax Efficiency 86.90% 88.86% -
Volatility Volatility rating is 4 on a scale of 1 to 10 Volatility rating is 4 on a scale of 1 to 10 -

Risk Rating

Rating 4 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 6.10% 9.50% 9.74% -
Beta 0.61% 0.67% 0.65% -
Alpha 0.04% 0.00% -0.03% -
Rsquared 0.72% 0.80% 0.78% -
Sharpe 2.72% 0.36% 0.29% -
Sortino - 0.60% 0.28% -
Treynor 0.27% 0.05% 0.04% -
Tax Efficiency 100.00% 86.90% 88.86% -

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 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) $497

Fund Codes

FundServ Code Load Code Sales Status
DJT00134

Investment Objectives

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.

Investment Strategy

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.

Portfolio Manager(s)

Name Start Date
Desjardins Global Asset Management Inc. 07-23-2019
Fidelity Investments Canada ULC 12-01-2021

Management and Organization

Fund Manager Desjardins Investments Inc.
Advisor Desjardins Global Asset Management Inc.
Custodian Desjardins Trust Inc.
Registrar Desjardins Investments Inc.
Distributor -
Auditor PriceWaterhouseCoopers LLP

Investment Minimums

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

Fees

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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