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Canadian Equity
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Click for more information on Fundata’s ESG Grade
Click for more information on Fundata’s ESG Grade.
|
NAVPS (12-20-2024) |
$13.08 |
|---|---|
| Change |
$0.09
(0.69%)
|
As at November 30, 2024
As at November 30, 2024
As at July 31, 2024
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Inception Return (July 10, 2018): 8.40%
| 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 | 6.21% | 9.87% | 16.49% | 25.04% | 29.88% | 14.39% | 9.55% | 12.93% | 9.87% | 10.38% | - | - | - | - |
| Benchmark | 6.37% | 10.66% | 16.91% | 25.77% | 30.69% | 15.61% | 10.90% | 13.91% | 11.92% | 12.54% | 10.25% | 10.17% | 10.75% | 8.96% |
| Category Average | 5.35% | 8.49% | 14.17% | 21.52% | 25.96% | 13.04% | 9.68% | 12.40% | 10.12% | 10.55% | 8.40% | 8.32% | 8.64% | 7.35% |
| Category Rank | 194 / 742 | 243 / 727 | 160 / 722 | 148 / 716 | 151 / 716 | 269 / 690 | 399 / 645 | 308 / 583 | 362 / 549 | 359 / 513 | - | - | - | - |
| Quartile Ranking | 2 | 2 | 1 | 1 | 1 | 2 | 3 | 3 | 3 | 3 | - | - | - | - |
| Return % | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 3.87% | 0.81% | 2.22% | 3.65% | -1.86% | 2.40% | -0.80% | 5.73% | 1.10% | 2.77% | 0.66% | 6.21% |
| Benchmark | 3.91% | 0.55% | 1.82% | 4.14% | -1.82% | 2.77% | -1.42% | 5.87% | 1.22% | 3.15% | 0.85% | 6.37% |
11.07% (April 2020)
-20.32% (March 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | - | 20.63% | -0.18% | 26.11% | -7.44% | 9.53% |
| 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 | - | - | - | - | - | 3 | 3 | 2 | 4 | 3 |
| Category Rank | - | - | - | - | - | 271/ 523 | 390/ 549 | 190/ 584 | 509/ 651 | 435/ 690 |
26.11% (2021)
-7.44% (2022)
| Name | Percent |
|---|---|
| Canadian Equity | 94.97 |
| Income Trust Units | 2.30 |
| Cash and Equivalents | 2.05 |
| US Equity | 0.38 |
| International Equity | 0.30 |
| Name | Percent |
|---|---|
| Financial Services | 33.40 |
| Energy | 16.88 |
| Basic Materials | 11.92 |
| Technology | 9.41 |
| Industrial Services | 8.26 |
| Other | 20.13 |
| Name | Percent |
|---|---|
| North America | 99.20 |
| Latin America | 0.50 |
| Asia | 0.30 |
| Name | Percent |
|---|---|
| Royal Bank of Canada | 6.24 |
| Shopify Inc Cl A | 4.52 |
| Toronto-Dominion Bank | 3.64 |
| Enbridge Inc | 3.10 |
| Constellation Software Inc | 2.77 |
| Brookfield Corp Cl A | 2.67 |
| Canadian Natural Resources Ltd | 2.59 |
| Manulife Financial Corp | 2.52 |
| Bank of Nova Scotia | 2.44 |
| Canadian Pacific Kansas City Ltd | 2.36 |
Russell Investments Multi-Factor Canadian Equity Pool B
Median
Other - Canadian Equity
| Standard Deviation | 13.36% | 16.47% | - |
|---|---|---|---|
| Beta | 0.96% | 1.03% | - |
| Alpha | -0.01% | -0.02% | - |
| Rsquared | 0.98% | 0.98% | - |
| Sharpe | 0.49% | 0.52% | - |
| Sortino | 0.79% | 0.65% | - |
| Treynor | 0.07% | 0.08% | - |
| Tax Efficiency | 88.00% | 88.39% | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 8.41% | 13.36% | 16.47% | - |
| Beta | 0.93% | 0.96% | 1.03% | - |
| Alpha | 0.01% | -0.01% | -0.02% | - |
| Rsquared | 0.99% | 0.98% | 0.98% | - |
| Sharpe | 2.65% | 0.49% | 0.52% | - |
| Sortino | 10.07% | 0.79% | 0.65% | - |
| Treynor | 0.24% | 0.07% | 0.08% | - |
| Tax Efficiency | 95.80% | 88.00% | 88.39% | - |
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 | July 10, 2018 |
|---|---|
| Instrument Type | Mutual Fund |
| Share Class | Commission Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | $1 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| FRC647 |
The Fund’s investment objective is to provide current income and long-term capital growth by investing principally in Canadian equity securities using multiple factors to select investments. The Fund may invest in other mutual funds. The investment objective cannot be changed unless unitholders of the Fund approve the change at a meeting.
This Fund uses research driven analysis that seeks to isolate and assess a diversified set of factors, each of which is intended to identify suitable investments for the Fund. The Fund uses the following styles: value, momentum, quality, low volatility and growth. The Fund may invest a portion of its assets in Underlying Funds.
| Name | Start Date |
|---|---|
| Russell Investments Canada Limited | 07-10-2018 |
| Russell Investment Management Company | 07-29-2023 |
| Fund Manager | Russell Investments Canada Limited |
|---|---|
| Advisor | Russell Investments Canada Limited |
| Custodian | State Street Trust Company Canada |
| Registrar | International Financial Data Services (Canada) Ltd |
| Distributor | Russell Investments Canada Limited |
| Auditor | PriceWaterhouseCoopers LLP |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | No |
| PAC Initial Investment | - |
| PAC Subsequent | - |
| SWP Allowed | No |
| SWP Min Balance | - |
| SWP Min Withdrawal | - |
| MER | 1.56% |
|---|---|
| Management Fee | 1.30% |
| Load | Back Fee Only |
| 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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