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Canadian Equity
Click for more information on Fundata’s FundGrade
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Click for more information on Fundata’s ESG Grade
Click for more information on Fundata’s ESG Grade.
2024, 2023
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|
NAVPS (04-04-2025) |
$30.94 |
|---|---|
| Change |
-$1.40
(-4.33%)
|
As at February 28, 2025
As at February 28, 2025
As at December 31, 2024
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Inception Return (September 26, 2018): 11.17%
| 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 | 0.01% | 0.60% | 13.66% | 3.37% | 25.85% | 20.01% | 13.82% | 16.99% | 15.05% | 12.36% | - | - | - | - |
| Benchmark | -0.40% | -0.31% | 10.31% | 3.06% | 22.45% | 15.63% | 9.72% | 12.23% | 12.73% | 11.38% | 10.72% | 9.76% | 11.18% | 8.50% |
| Category Average | -0.29% | -0.58% | 7.87% | 2.49% | 17.19% | 12.64% | 8.17% | 10.97% | 11.01% | 9.68% | 8.80% | 7.99% | 9.18% | 6.94% |
| Category Rank | 240 / 753 | 144 / 751 | 9 / 736 | 223 / 751 | 10 / 726 | 5 / 705 | 17 / 672 | 8 / 599 | 23 / 559 | 54 / 542 | - | - | - | - |
| Quartile Ranking | 2 | 1 | 1 | 2 | 1 | 1 | 1 | 1 | 1 | 1 | - | - | - | - |
| Return % | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 3.19% | -2.59% | 3.28% | -0.28% | 5.68% | 1.22% | 3.47% | 1.76% | 7.31% | -2.68% | 3.36% | 0.01% |
| Benchmark | 4.14% | -1.82% | 2.77% | -1.42% | 5.87% | 1.22% | 3.15% | 0.85% | 6.37% | -3.27% | 3.48% | -0.40% |
10.12% (November 2020)
-20.29% (March 2020)
| Return % | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | 17.20% | -3.87% | 29.19% | 0.59% | 16.39% | 25.02% |
| Benchmark | -8.32% | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% | 21.65% |
| Category Average | -6.15% | 16.46% | 6.89% | -9.47% | 19.21% | 3.42% | 23.26% | -4.82% | 9.85% | 17.87% |
| Quartile Ranking | - | - | - | - | 4 | 4 | 1 | 1 | 1 | 1 |
| Category Rank | - | - | - | - | 471/ 531 | 509/ 557 | 78/ 592 | 58/ 660 | 53/ 699 | 23/ 725 |
29.19% (2021)
-3.87% (2020)
| Name | Percent |
|---|---|
| Canadian Equity | 96.37 |
| Income Trust Units | 3.29 |
| Cash and Equivalents | 0.34 |
| Name | Percent |
|---|---|
| Financial Services | 35.63 |
| Energy | 14.22 |
| Technology | 13.10 |
| Basic Materials | 11.39 |
| Real Estate | 6.46 |
| Other | 19.20 |
| Name | Percent |
|---|---|
| North America | 100.00 |
| Name | Percent |
|---|---|
| Royal Bank of Canada | 5.80 |
| Enbridge Inc | 5.03 |
| Shopify Inc Cl A | 4.91 |
| Brookfield Corp Cl A | 4.35 |
| Constellation Software Inc | 3.78 |
| Manulife Financial Corp | 3.27 |
| Toronto-Dominion Bank | 3.26 |
| Bank of Nova Scotia | 2.73 |
| Agnico Eagle Mines Ltd | 2.47 |
| Pembina Pipeline Corp | 2.32 |
Desjardins RI Canada Multifactor - Net-Zero Emissions Pathway ETF
Median
Other - Canadian Equity
| Standard Deviation | 13.24% | 15.84% | - |
|---|---|---|---|
| Beta | 0.93% | 0.98% | - |
| Alpha | 0.04% | 0.02% | - |
| Rsquared | 0.95% | 0.95% | - |
| Sharpe | 0.76% | 0.82% | - |
| Sortino | 1.36% | 1.10% | - |
| Treynor | 0.11% | 0.13% | - |
| Tax Efficiency | 93.64% | 93.51% | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 10.52% | 13.24% | 15.84% | - |
| Beta | 0.97% | 0.93% | 0.98% | - |
| Alpha | 0.03% | 0.04% | 0.02% | - |
| Rsquared | 0.95% | 0.95% | 0.95% | - |
| Sharpe | 1.87% | 0.76% | 0.82% | - |
| Sortino | 5.02% | 1.36% | 1.10% | - |
| Treynor | 0.20% | 0.11% | 0.13% | - |
| Tax Efficiency | 96.43% | 93.64% | 93.51% | - |
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 | September 26, 2018 |
|---|---|
| Instrument Type | Exchange Traded Fund (Responsible Investment) |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | - |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| N/A | ||
DRFC seeks to replicate, to the extent reasonably possible and before fees and expenses, the performance of a Canadian index that employs a multifactor approach. Currently, DRFC seeks to replicate the performance of the Scientific Beta Desjardins Canada RI Low Carbon Multifactor Index, net of fees and expenses.
Under normal market conditions, DRFC will primarily invest in large and mid-cap companies from the Scientific Beta Canada universe while seeking to deliver a significant reduction in the weighted average carbon intensity of DRFC's portfolio relative to the cap-weighted Index of the Scientific Beta Canada universe and ensuring that all Constituent Issuers meet pre-determined ESG standards.
| Portfolio Manager |
Desjardins Global Asset Management (DGAM) |
|---|---|
| Sub-Advisor |
- |
| Fund Manager |
Desjardins Investments Inc. |
|---|---|
| Custodian |
State Street Trust Company Canada |
| Registrar |
State Street Trust Company Canada |
| Distributor |
- |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | No |
| PAC Initial Investment | - |
| PAC Subsequent | - |
| SWP Allowed | No |
| SWP Min Balance | - |
| SWP Min Withdrawal | - |
| MER | 0.47% |
|---|---|
| Management Fee | 0.50% |
| Load | No Load |
| FE Max | - |
| DSC Max | - |
| Trailer Fee Max (FE) | - |
| Trailer Fee Max (DSC) | - |
| Trailer Fee Max (NL) | - |
| Trailer Fee Max (LL) | - |
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