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Alternative Multi-Stratgy
Click for more information on Fundata’s FundGrade
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|
NAVPS (04-04-2025) |
$9.95 |
|---|---|
| Change |
-$0.10
(-1.00%)
|
As at February 28, 2025
As at February 28, 2025
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Inception Return (October 22, 2018): 0.69%
| 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 | 0.22% | 0.69% | 0.79% | 1.18% | 1.13% | 5.47% | 0.29% | -1.29% | 0.77% | 0.44% | - | - | - | - |
| 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 | -0.08% | 0.15% | 1.76% | 1.22% | 4.67% | 5.03% | 2.33% | 2.75% | 3.48% | - | - | - | - | - |
| Category Rank | 55 / 105 | 55 / 102 | 64 / 96 | 55 / 102 | 64 / 89 | 47 / 75 | 44 / 54 | 45 / 48 | 42 / 43 | 32 / 33 | - | - | - | - |
| Quartile Ranking | 3 | 3 | 3 | 3 | 3 | 3 | 4 | 4 | 4 | 4 | - | - | - | - |
| Return % | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 1.01% | -0.04% | 1.44% | -1.88% | 0.55% | -0.71% | 0.29% | -1.47% | 1.29% | -0.48% | 0.96% | 0.22% |
| 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% |
3.76% (March 2020)
-3.71% (February 2022)
| Return % | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | 0.70% | 7.34% | -0.27% | -12.25% | 3.14% | 4.46% |
| Benchmark | -8.32% | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% | 21.65% |
| Category Average | - | - | - | - | - | 4.04% | 6.86% | -5.49% | 4.47% | 5.04% |
| Quartile Ranking | - | - | - | - | 2 | 3 | 4 | 4 | 3 | 3 |
| Category Rank | - | - | - | - | 7/ 17 | 23/ 39 | 41/ 47 | 49/ 54 | 50/ 75 | 52/ 84 |
7.34% (2020)
-12.25% (2022)
| Name | Percent |
|---|---|
| Cash and Equivalents | 82.48 |
| Canadian Corporate Bonds | 8.74 |
| Derivatives | 7.87 |
| Canadian Bonds - Other | 6.12 |
| Foreign Government Bonds | 3.42 |
| Other | -8.63 |
| Name | Percent |
|---|---|
| Cash and Cash Equivalent | 82.48 |
| Fixed Income | 9.82 |
| Other | 7.70 |
| Name | Percent |
|---|---|
| North America | 90.78 |
| Latin America | 5.91 |
| Africa and Middle East | 4.43 |
| Asia | -2.31 |
| Europe | -6.65 |
| Other | 7.84 |
| Name | Percent |
|---|---|
| Cash and Cash Equivalents | 12.00 |
| CCL GBL MKT NEUTRAL | 4.99 |
| IRS R CNRR007 Index P 1.689 | 4.52 |
| DB GLOBAL EQUITY REVERSION FACTOR USD INDEX | 4.43 |
| IRS R TTHORON Index P 2.269 | 3.86 |
| Pure Grove Funding 05-Mar-2025 | 3.75 |
| Macquarie Bank Ltd 30-Nov-2026 | 3.16 |
| IRS P CLICP Index R 5.675 5.68% 29-Jan-2035 | 2.76 |
| Storm King Funding 0.00% 10-Jun-2025 | 2.56 |
| Indonesia Government 6.75% 15-Jul-2035 | 2.53 |
CIBC Multi-Asset Absolute Return Strategy Series A
Median
Other - Alternative Multi-Stratgy
| Standard Deviation | 5.32% | 5.48% | - |
|---|---|---|---|
| Beta | 0.02% | 0.02% | - |
| Alpha | 0.00% | 0.01% | - |
| Rsquared | 0.00% | 0.00% | - |
| Sharpe | -0.63% | -0.26% | - |
| Sortino | -0.60% | -0.49% | - |
| Treynor | -1.42% | -0.70% | - |
| Tax Efficiency | 100.00% | 67.45% | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 3.68% | 5.32% | 5.48% | - |
| Beta | 0.23% | 0.02% | 0.02% | - |
| Alpha | -0.04% | 0.00% | 0.01% | - |
| Rsquared | 0.45% | 0.00% | 0.00% | - |
| Sharpe | -0.78% | -0.63% | -0.26% | - |
| Sortino | -0.60% | -0.60% | -0.49% | - |
| Treynor | -0.13% | -1.42% | -0.70% | - |
| Tax Efficiency | 100.00% | 100.00% | 67.45% | - |
| Start Date | October 22, 2018 |
|---|---|
| Instrument Type | Mutual Fund (Alternative) |
| Share Class | Commission Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Semi Annual |
| Assets ($mil) | $575 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| ATL5012 |
The Fund seeks to achieve a positive absolute return that exceeds the return of the Government of Canada 91-day treasury bills over rolling three-year periods, regardless of prevailing economic conditions, by actively managing a diversified portfolio with direct and indirect exposure primarily to equity securities, fixed income securities, commodities, currencies, and derivatives investments.
The Portfolio Advisor identifies and pursues multiple investment ideas and opportunities across and within a wide range of asset classes. The investment strategies used by the Fund, and the amount of assets allocated among them, will change over time. To achieve its investment objectives, the Fund: seeks to achieve a positive absolute return by targeting, over rolling three-year periods, an annualized return of 5% in excess of the Government of Canada 91-day treasury bills.
| Portfolio Manager |
CIBC Asset Management Inc.
|
|---|---|
| Sub-Advisor |
- |
| Fund Manager |
CIBC Asset Management Inc. |
|---|---|
| Custodian |
CIBC Mellon Trust Company |
| Registrar |
CIBC Asset Management Inc. |
| Distributor |
- |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | Yes |
| PAC Initial Investment | 50 |
| PAC Subsequent | 0 |
| SWP Allowed | Yes |
| SWP Min Balance | 10,000 |
| SWP Min Withdrawal | 50 |
| MER | 1.98% |
|---|---|
| Management Fee | 1.70% |
| 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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