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NBI SmartBeta Low Volatility Global Equity Fund Investor Series

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Global Equity

FundGrade D Click for more information on Fundata’s FundGrade

FundGrade D

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
(12-24-2024) 		$13.38
Change
$0.06 (0.45%)

As at November 30, 2024

As at November 30, 2024

As at July 31, 2024

Period
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Legend

NBI SmartBeta Low Volatility Global Equity Fund Investor Series

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Fund Returns

Inception Return (October 30, 2015): 6.16%

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 3.70% 4.41% 11.63% 19.81% 20.75% 12.27% 7.69% 7.25% 6.65% 7.16% 6.25% 7.22% 6.25% -
Benchmark 4.44% 7.83% 13.43% 26.65% 29.86% 20.82% 10.82% 12.45% 12.38% 12.56% 10.99% 12.08% 11.25% 11.57%
Category Average 4.22% 6.05% 10.71% 21.71% 24.97% 16.24% 7.58% 9.61% 9.67% 10.01% 8.47% 9.46% 8.68% 8.63%
Category Rank 1,390 / 2,106 1,598 / 2,080 918 / 2,051 1,318 / 2,013 1,572 / 2,013 1,689 / 1,896 963 / 1,739 1,351 / 1,583 1,356 / 1,469 1,225 / 1,376 1,025 / 1,181 884 / 1,041 797 / 880 -
Quartile Ranking 3 4 2 3 4 4 3 4 4 4 4 4 4 -

Monthly Return

Monthly Return
Return % Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Fund 0.78% 1.66% 2.49% 3.18% -1.54% 1.40% -0.98% 6.40% 1.47% 1.44% -0.75% 3.70%
Benchmark 2.53% 1.41% 5.64% 2.94% -1.84% 3.15% 2.29% 2.79% 0.04% 2.54% 0.69% 4.44%

Best Monthly Return Since Inception

7.06% (November 2022)

Worst Monthly Return Since Inception

-7.03% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund - - -2.54% 10.53% -0.55% 13.43% 5.83% 8.58% -5.19% 6.06%
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 - - 4 4 1 4 4 4 1 4
Category Rank - - 796/ 883 793/ 1,041 261/ 1,188 1,209/ 1,388 1,131/ 1,470 1,487/ 1,590 133/ 1,745 1,819/ 1,896

Best Calendar Return (Last 10 years)

13.43% (2019)

Worst Calendar Return (Last 10 years)

-5.19% (2022)

Asset Allocation

Asset Allocation
Name Percent
US Equity 62.49
International Equity 34.03
Canadian Equity 3.23
Cash and Equivalents 0.25

Sector Allocation

Sector Allocation
Name Percent
Healthcare 15.28
Consumer Goods 14.60
Utilities 14.19
Financial Services 11.73
Consumer Services 9.27
Other 34.93

Geographic Allocation

Geographic Allocation
Name Percent
North America 65.97
Europe 19.61
Asia 10.05
Multi-National 3.85
Latin America 0.35
Other 0.17

Top Holdings

Top Holdings
Name Percent
iShares MSCI Global Min Vol Factor ETF (ACWV) 3.85
General Mills Inc 1.54
Kroger Co 1.07
Newmont Corp 0.99
Bristol-Myers Squibb Co 0.87
Cheniere Energy Inc 0.79
Kraft Heinz Co 0.77
AT&T Inc 0.76
WEC Energy Group Inc 0.76
Johnson & Johnson 0.75

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)

NBI SmartBeta Low Volatility Global Equity Fund Investor Series

Median

Other - Global Equity

3 Yr Annualized

Standard Deviation 9.69% 10.45% -
Beta 0.63% 0.69% -
Alpha 0.01% -0.02% -
Rsquared 0.70% 0.76% -
Sharpe 0.45% 0.45% -
Sortino 0.82% 0.58% -
Treynor 0.07% 0.07% -
Tax Efficiency 87.36% 90.07% -
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 7.64% 9.69% 10.45% -
Beta 0.64% 0.63% 0.69% -
Alpha 0.02% 0.01% -0.02% -
Rsquared 0.33% 0.70% 0.76% -
Sharpe 1.93% 0.45% 0.45% -
Sortino 6.80% 0.82% 0.58% -
Treynor 0.23% 0.07% 0.07% -
Tax Efficiency 96.24% 87.36% 90.07% -

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 October 30, 2015
Instrument Type Mutual Fund
Share Class Commission Based Advice
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Annual
Assets ($mil) $761

Fund Codes

FundServ Code Load Code Sales Status
NBC898

Investment Objectives

The NBI SmartBeta Global Equity Fund’s investment objective is to provide long-term capital growth. The fund invests directly, or through investments in securities of other mutual funds, in a portfolio composed mainly of equity securities of companies located around the world that are selected using quantitative analysis of risk factors.

Investment Strategy

The fund invests in a portfolio composed mainly of common shares of large capitalization companies located around the world, including American Depositary Receipts (ADRs) and Global Depositary Receipts (GDRs). The fund may also invest in: common shares of small and medium capitalization companies, securities convertible into common shares, including rights and warrants.

Portfolio Manager(s)

Name Start Date
National Bank Trust Inc. 07-26-2019

Management and Organization

Fund Manager National Bank Investments Inc.
Advisor National Bank Trust Inc.
Custodian Natcan Trust Company
Registrar Natcan Trust Company
Distributor National Bank Investments Inc.
Auditor Raymond Chabot Grant Thornton 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 50

Fees

MER 2.09%
Management Fee 1.75%
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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