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International Equity
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|
NAVPS (07-25-2024) |
$11.86 |
|---|---|
| Change |
-$0.08
(-0.67%)
|
As at June 30, 2024
As at May 31, 2024
As at February 29, 2024
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Inception Return (January 17, 2005): 3.20%
| 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 | -3.46% | -0.11% | 11.23% | 11.23% | 18.04% | 18.64% | 6.15% | 9.28% | 5.69% | 2.92% | 3.32% | 4.51% | 3.56% | 3.71% |
| Benchmark | -0.96% | 0.37% | 7.98% | 7.98% | 14.83% | 17.82% | 4.81% | 9.01% | 7.10% | 5.71% | 6.17% | 7.96% | 6.30% | 6.94% |
| Category Average | -1.07% | 7.58% | 7.58% | 7.58% | 12.01% | 15.12% | 3.02% | 7.63% | 5.98% | 5.01% | 5.06% | 6.66% | 5.07% | 5.58% |
| Category Rank | 717 / 786 | 595 / 782 | 140 / 773 | 140 / 773 | 57 / 755 | 117 / 721 | 138 / 703 | 221 / 664 | 398 / 625 | 517 / 550 | 443 / 505 | 414 / 451 | 324 / 374 | 328 / 350 |
| Quartile Ranking | 4 | 4 | 1 | 1 | 1 | 1 | 1 | 2 | 3 | 4 | 4 | 4 | 4 | 4 |
| Return % | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 2.30% | -0.26% | -2.58% | -1.44% | 6.07% | 2.12% | 2.05% | 4.13% | 4.79% | -1.16% | 4.69% | -3.46% |
| Benchmark | 3.11% | -1.30% | -3.65% | -1.92% | 7.38% | 2.98% | 0.90% | 3.40% | 3.12% | -1.23% | 2.60% | -0.96% |
11.99% (November 2022)
-15.08% (March 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 3.57% | 16.57% | -5.43% | 15.07% | -13.03% | 10.95% | -2.82% | 11.34% | -8.62% | 12.17% |
| Benchmark | 4.12% | 19.41% | -1.70% | 18.37% | -6.81% | 16.27% | 8.01% | 8.97% | -10.67% | 15.74% |
| Category Average | 1.55% | 13.82% | -2.56% | 17.84% | -8.91% | 17.54% | 7.87% | 8.64% | -12.60% | 13.75% |
| Quartile Ranking | 2 | 3 | 4 | 3 | 4 | 4 | 4 | 2 | 2 | 3 |
| Category Rank | 135/ 325 | 199/ 364 | 334/ 408 | 315/ 468 | 464/ 530 | 531/ 598 | 572/ 652 | 193/ 682 | 230/ 705 | 522/ 736 |
16.57% (2015)
-13.03% (2018)
| Name | Percent |
|---|---|
| International Equity | 97.45 |
| Income Trust Units | 1.82 |
| Cash and Equivalents | 0.73 |
| Name | Percent |
|---|---|
| Financial Services | 21.98 |
| Consumer Goods | 17.15 |
| Industrial Goods | 12.40 |
| Healthcare | 8.18 |
| Consumer Services | 6.99 |
| Other | 33.30 |
| Name | Percent |
|---|---|
| Europe | 68.73 |
| Asia | 30.40 |
| North America | 0.66 |
| Africa and Middle East | 0.14 |
| Other | 0.07 |
| Name | Percent |
|---|---|
| Industria de Diseno Textil SA | 3.44 |
| Allianz SE | 2.91 |
| HeidelbergCement AG | 2.62 |
| Safran SA | 2.28 |
| Novo Nordisk A/S Cl B | 2.25 |
| ASML Holding NV | 2.17 |
| Pandora A/S | 1.95 |
| Hitachi Ltd | 1.95 |
| Mazda Motor Corp | 1.86 |
| Novartis AG Cl N | 1.69 |
RBC O'Shaughnessy International Equity Fund Series A
Median
Other - International Equity
| Standard Deviation | 14.05% | 15.31% | 13.03% |
|---|---|---|---|
| Beta | 0.99% | 1.07% | 0.98% |
| Alpha | 0.01% | -0.02% | -0.03% |
| Rsquared | 0.90% | 0.90% | 0.88% |
| Sharpe | 0.28% | 0.30% | 0.23% |
| Sortino | 0.44% | 0.34% | 0.16% |
| Treynor | 0.04% | 0.04% | 0.03% |
| Tax Efficiency | 85.71% | 86.74% | 78.48% |
| Volatility |
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|
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| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 10.96% | 14.05% | 15.31% | 13.03% |
| Beta | 0.93% | 0.99% | 1.07% | 0.98% |
| Alpha | 0.04% | 0.01% | -0.02% | -0.03% |
| Rsquared | 0.82% | 0.90% | 0.90% | 0.88% |
| Sharpe | 1.13% | 0.28% | 0.30% | 0.23% |
| Sortino | 2.75% | 0.44% | 0.34% | 0.16% |
| Treynor | 0.13% | 0.04% | 0.04% | 0.03% |
| Tax Efficiency | 94.53% | 85.71% | 86.74% | 78.48% |
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 17, 2005 |
|---|---|
| Instrument Type | Mutual Fund |
| Share Class | Commission Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | $170 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| RBF586 |
The objective of the fund is to provide a long-term total return, consisting of capital growth and current income. The fund invests primarily in equity securities of companies outside of North America based on Strategy Indexing, an investment portfolio management model developed in 1995 by Jim O’Shaughnessy. Strategy Indexing is a rigorous and disciplined approach to stock selection based on characteristics associated with above average returns over long periods of time.
To achieve the fund’s objectives, the portfolio manager: employs a proprietary quantitative approach to security selection based on research and analysis of historical data; screens securities using a factor-based model for attractive value, growth and quality characteristics; screens securities based on financial and governance risk factors; and through ongoing quantitative research, may modify the criteria with the goal of better achieving each strategy’s objective.
| Name | Start Date |
|---|---|
| RBC Global Asset Management Inc. | 12-17-2004 |
| O'Shaughnessy Asset Management, L.L.C. | 09-30-2007 |
| Fund Manager | RBC Global Asset Management Inc. |
|---|---|
| Advisor | RBC Global Asset Management Inc. |
| Custodian | RBC Investor Services Trust (Canada) |
| Registrar | RBC Global Asset Management Inc. |
| Distributor | Royal Mutual Funds Inc. |
| Auditor | PriceWaterhouseCoopers LLP |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | Yes |
| PAC Initial Investment | 25 |
| PAC Subsequent | 25 |
| SWP Allowed | Yes |
| SWP Min Balance | 10,000 |
| SWP Min Withdrawal | 100 |
| MER | 2.20% |
|---|---|
| Management Fee | 1.85% |
| 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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