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Alternative Multi-Stratgy
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|
NAVPS (11-19-2024) |
$12.76 |
|---|---|
| Change |
$0.03
(0.21%)
|
As at October 31, 2024
As at September 30, 2024
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Inception Return (September 27, 2018): 4.29%
| 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 | -0.65% | 2.44% | 6.08% | 11.44% | 17.08% | 7.70% | 2.13% | 6.34% | 4.35% | 4.67% | - | - | - | - |
| Benchmark | 0.85% | 5.30% | 12.95% | 18.24% | 32.06% | 15.16% | 8.05% | 15.02% | 11.33% | 11.65% | 9.36% | 9.62% | 9.96% | 8.41% |
| Category Average | -1.34% | -0.17% | 1.99% | 4.54% | 8.71% | 5.17% | 1.39% | 3.81% | 3.05% | - | - | - | - | - |
| Category Rank | 48 / 102 | 26 / 94 | 27 / 93 | 15 / 88 | 18 / 87 | 35 / 69 | 35 / 56 | 18 / 45 | 24 / 40 | 9 / 17 | - | - | - | - |
| Quartile Ranking | 2 | 2 | 2 | 1 | 1 | 3 | 3 | 2 | 3 | 3 | - | - | - | - |
| Return % | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 3.36% | 1.65% | 0.39% | 0.55% | 3.75% | 0.31% | 2.11% | 0.04% | 1.37% | 0.72% | 2.38% | -0.65% |
| Benchmark | 7.48% | 3.91% | 0.55% | 1.82% | 4.14% | -1.82% | 2.77% | -1.42% | 5.87% | 1.22% | 3.15% | 0.85% |
7.04% (November 2020)
-11.77% (March 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | - | 8.72% | 6.53% | 9.02% | -5.80% | 0.92% |
| Benchmark | 10.55% | -8.32% | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% |
| Category Average | - | - | - | - | - | - | 4.04% | 6.86% | -5.49% | 4.47% |
| Quartile Ranking | - | - | - | - | - | 2 | 3 | 3 | 3 | 4 |
| Category Rank | - | - | - | - | - | 6/ 19 | 25/ 40 | 25/ 49 | 36/ 58 | 58/ 77 |
9.02% (2021)
-5.80% (2022)
| Name | Percent |
|---|---|
| Canadian Corporate Bonds | 22.84 |
| International Equity | 18.38 |
| Canadian Equity | 14.93 |
| Cash and Equivalents | 11.33 |
| Foreign Corporate Bonds | 11.15 |
| Other | 21.37 |
| Name | Percent |
|---|---|
| Fixed Income | 35.07 |
| Mutual Fund | 11.96 |
| Cash and Cash Equivalent | 11.32 |
| Basic Materials | 6.61 |
| Financial Services | 5.14 |
| Other | 29.90 |
| Name | Percent |
|---|---|
| North America | 75.70 |
| Europe | 8.86 |
| Asia | 4.84 |
| Multi-National | 3.91 |
| Latin America | 3.20 |
| Other | 3.49 |
| Name | Percent |
|---|---|
| Picton Mahoney Fortified Sp Situations Alt Cl A | 30.32 |
| Picton Mahoney Fortified Arbitrage Plus Alter Fd A | 11.33 |
| USD Currency | 8.35 |
| United States Treasury 2.13% 15-Apr-2029 | 8.18 |
| Picton Mahoney Fortified Core Bond Fd A | 6.93 |
| iShares Core MSCI Europe ETF (IEUR) | 4.00 |
| SPDR S&P 500 ETF Trust (SPY) | 2.40 |
| Invesco DB Base Metals ETF (DBB) | 1.52 |
| EUR Currency | 1.49 |
| Xtrackers Hvst CSI 300 China A-Shs ETF (ASHR) | 1.46 |
Picton Mahoney Fortified Multi-Strategy Alternative Fund Class A
Median
Other - Alternative Multi-Stratgy
| Standard Deviation | 8.75% | 10.17% | - |
|---|---|---|---|
| Beta | 0.58% | 0.57% | - |
| Alpha | -0.02% | -0.02% | - |
| Rsquared | 0.78% | 0.79% | - |
| Sharpe | -0.11% | 0.25% | - |
| Sortino | -0.08% | 0.23% | - |
| Treynor | -0.02% | 0.04% | - |
| Tax Efficiency | 100.00% | 100.00% | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 4.70% | 8.75% | 10.17% | - |
| Beta | 0.37% | 0.58% | 0.57% | - |
| Alpha | 0.05% | -0.02% | -0.02% | - |
| Rsquared | 0.58% | 0.78% | 0.79% | - |
| Sharpe | 2.41% | -0.11% | 0.25% | - |
| Sortino | 14.01% | -0.08% | 0.23% | - |
| Treynor | 0.30% | -0.02% | 0.04% | - |
| Tax Efficiency | 100.00% | 100.00% | 100.00% | - |
| Start Date | September 27, 2018 |
|---|---|
| Instrument Type | Mutual Fund (Alternative) |
| Share Class | Commission Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | $33 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| PIC3600 |
The investment objective of the Picton Mahoney Fortified Multi-Strategy Alternative Fund (the “Fund”) is to provide consistent long-term capital appreciation and to provide unitholders with an attractive risk-adjusted rate of return.
The investment strategy of the Fund is global in nature and will have exposure to international markets, including emerging markets. Strategies can be implemented within and across various financial markets including global equity markets including emerging markets, global government and corporate fixed income markets, foreign exchange markets, commodity derivative markets, currency markets and volatility markets.
| Name | Start Date |
|---|---|
| Picton Mahoney Asset Management | 09-27-2018 |
| Fund Manager | Picton Mahoney Asset Management |
|---|---|
| Advisor | Picton Mahoney Asset Management |
| Custodian | RBC Investor & Treasury Services |
| Registrar | RBC Investor & Treasury Services |
| Distributor | - |
| Auditor | PriceWaterhouseCoopers LLP |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | Yes |
| PAC Initial Investment | 0 |
| PAC Subsequent | 0 |
| SWP Allowed | No |
| SWP Min Balance | - |
| SWP Min Withdrawal | - |
| MER | 3.62% |
|---|---|
| Management Fee | 1.95% |
| Load | Back Fee Only |
| FE Max | 5.00% |
| DSC Max | - |
| Trailer Fee Max (FE) | - |
| Trailer Fee Max (DSC) | - |
| Trailer Fee Max (NL) | - |
| Trailer Fee Max (LL) | - |
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