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Global Equity Balanced
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|
NAVPS (07-25-2024) |
$12.51 |
|---|---|
| Change |
-$0.03
(-0.21%)
|
As at June 30, 2024
As at June 30, 2024
As at February 29, 2024
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Inception Return (November 23, 2018): 5.22%
| 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 | 0.30% | 0.66% | 6.03% | 6.03% | 11.05% | 10.11% | 3.14% | 5.80% | 4.57% | - | - | - | - | - |
| Benchmark | 2.01% | 2.66% | 10.63% | 10.63% | 17.93% | 16.37% | 5.77% | 8.67% | 8.36% | 7.79% | 8.14% | 8.85% | 8.21% | 8.99% |
| Category Average | 0.85% | 7.98% | 7.98% | 7.98% | 13.10% | 11.95% | 3.54% | 7.50% | 6.17% | 5.63% | 5.60% | 6.18% | 5.39% | 5.59% |
| Category Rank | 1,128 / 1,379 | 1,213 / 1,370 | 1,176 / 1,369 | 1,176 / 1,369 | 1,025 / 1,311 | 1,051 / 1,275 | 736 / 1,145 | 895 / 1,074 | 915 / 1,049 | - | - | - | - | - |
| Quartile Ranking | 4 | 4 | 4 | 4 | 4 | 4 | 3 | 4 | 4 | - | - | - | - | - |
| Return % | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 1.22% | -0.69% | -3.28% | -1.11% | 5.69% | 3.06% | 0.19% | 2.57% | 2.51% | -2.32% | 2.75% | 0.30% |
| Benchmark | 2.43% | 0.23% | -3.90% | -0.20% | 5.87% | 2.26% | 1.06% | 4.23% | 2.30% | -1.69% | 2.36% | 2.01% |
6.33% (April 2020)
-10.16% (March 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | - | 11.16% | 4.23% | 10.79% | -10.62% | 10.04% |
| Benchmark | 13.13% | 17.03% | 3.66% | 11.99% | 0.72% | 16.29% | 12.17% | 11.33% | -12.03% | 15.07% |
| Category Average | 7.89% | 4.87% | 4.92% | 9.31% | -5.49% | 15.12% | 8.09% | 12.42% | -11.85% | 11.42% |
| Quartile Ranking | - | - | - | - | - | 4 | 4 | 3 | 2 | 3 |
| Category Rank | - | - | - | - | - | 897/ 975 | 891/ 1,069 | 827/ 1,117 | 502/ 1,235 | 907/ 1,286 |
11.16% (2019)
-10.62% (2022)
| Name | Percent |
|---|---|
| US Equity | 26.18 |
| International Equity | 21.11 |
| Canadian Equity | 16.33 |
| Canadian Government Bonds | 15.55 |
| Canadian Corporate Bonds | 10.21 |
| Other | 10.62 |
| Name | Percent |
|---|---|
| Fixed Income | 29.09 |
| Financial Services | 11.46 |
| Technology | 10.85 |
| Real Estate | 6.96 |
| Energy | 5.90 |
| Other | 35.74 |
| Name | Percent |
|---|---|
| North America | 77.43 |
| Europe | 13.86 |
| Asia | 7.70 |
| Latin America | 0.81 |
| Africa and Middle East | 0.21 |
| Other | -0.01 |
| Name | Percent |
|---|---|
| Russell Investments Fixed Income Pool Series O | 31.71 |
| Russell Investments Multi-Factor US Equity Pool B | 21.92 |
| Russell Investments Multi-Factor Int Equity Pool O | 17.98 |
| Russell Investments Multi-Factor Cdn Equity Pool O | 17.19 |
| Russell Investments Global Infrastructure Pool O | 5.97 |
| Russell Investments Global Real Estate Pool O | 5.02 |
| RICL CAD CASH MGT FND SERIES O | 0.20 |
| US DOLLAR | 0.01 |
Russell Investments Multi-Factor Global Balanced Series B
Median
Other - Global Equity Balanced
| Standard Deviation | 9.97% | 10.23% | - |
|---|---|---|---|
| Beta | 0.90% | 0.96% | - |
| Alpha | -0.02% | -0.03% | - |
| Rsquared | 0.92% | 0.90% | - |
| Sharpe | 0.06% | 0.28% | - |
| Sortino | 0.08% | 0.27% | - |
| Treynor | 0.01% | 0.03% | - |
| Tax Efficiency | 81.64% | - | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 8.85% | 9.97% | 10.23% | - |
| Beta | 0.93% | 0.90% | 0.96% | - |
| Alpha | -0.05% | -0.02% | -0.03% | - |
| Rsquared | 0.89% | 0.92% | 0.90% | - |
| Sharpe | 0.68% | 0.06% | 0.28% | - |
| Sortino | 1.69% | 0.08% | 0.27% | - |
| Treynor | 0.06% | 0.01% | 0.03% | - |
| Tax Efficiency | 91.93% | 81.64% | - | - |
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 | November 23, 2018 |
|---|---|
| Instrument Type | Mutual Fund |
| Share Class | Commission Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | $2 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| FRC260 |
The Fund’s investment objective is to provide long-term capital growth with some income, primarily through exposure to Canadian and foreign equity securities and, to a lesser extent, exposure to fixed income investments 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.
To achieve its objective, the Fund currently invests primarily in Underlying Funds. 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, growth, small-capitalization, interest rate management, sector selection, security selection, global management and currency management.
| Name | Start Date |
|---|---|
| Russell Investments Canada Limited | 11-21-2018 |
| 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 | Yes |
| PAC Initial Investment | 0 |
| PAC Subsequent | 0 |
| SWP Allowed | Yes |
| SWP Min Balance | 0 |
| SWP Min Withdrawal | 0 |
| MER | 1.99% |
|---|---|
| Management Fee | 1.35% |
| 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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