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Alternative Multi-Stratgy
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|
NAVPS (04-02-2025) |
$10.49 |
|---|---|
| Change |
-$0.05
(-0.50%)
|
As at February 28, 2025
As at December 31, 2024
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Inception Return (February 26, 2019): 2.52%
| 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 | 1.31% | 4.44% | 1.15% | 1.86% | 2.33% | 4.85% | 4.94% | 3.68% | 1.60% | 2.55% | - | - | - | - |
| 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 | 13 / 105 | 11 / 102 | 63 / 96 | 37 / 102 | 59 / 89 | 50 / 75 | 19 / 54 | 33 / 48 | 41 / 43 | 29 / 33 | - | - | - | - |
| Quartile Ranking | 1 | 1 | 3 | 2 | 3 | 3 | 2 | 3 | 4 | 4 | - | - | - | - |
| Return % | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 1.59% | -0.54% | 0.86% | 0.80% | 0.64% | -2.14% | 1.09% | -2.43% | -1.80% | 2.53% | 0.54% | 1.31% |
| 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% |
5.48% (September 2022)
-5.59% (March 2020)
| Return % | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | - | -0.87% | -2.04% | 2.50% | 8.56% | 0.21% |
| 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 | - | - | - | - | - | 4 | 4 | 2 | 2 | 4 |
| Category Rank | - | - | - | - | - | 39/ 39 | 46/ 47 | 15/ 54 | 19/ 75 | 70/ 84 |
8.56% (2023)
-2.04% (2021)
| Name | Percent |
|---|---|
| Cash and Equivalents | 94.07 |
| Canadian Corporate Bonds | 3.38 |
| US Equity | 1.46 |
| Foreign Corporate Bonds | 0.67 |
| Foreign Government Bonds | 0.27 |
| Other | 0.15 |
| Name | Percent |
|---|---|
| Cash and Cash Equivalent | 94.07 |
| Fixed Income | 4.32 |
| Other | 1.61 |
| Name | Percent |
|---|---|
| North America | 100.14 |
| Asia | 0.17 |
| Africa and Middle East | 0.02 |
| Europe | -0.12 |
| Latin America | -0.18 |
| Other | -0.03 |
| Name | Percent |
|---|---|
| Mackenzie Canadian Money Market Fund Series A | 78.51 |
| Cash and Cash Equivalents | 21.25 |
| S&P 500 Index Futures | 1.78 |
| SPDR Bloomberg High Yield Bond ETF (JNK) | 0.43 |
| iShares TIPS Bond ETF (TIP) | 0.36 |
| XAB Materials Mar25 | 0.36 |
| iShares iBoxx $ Inv Grade Corp Bond ETF (LQD) | 0.25 |
| LONG GILT FUTURE Mar25 | 0.19 |
| S&P/TSX 60 Index Futures | 0.19 |
| SPI 200 Index Future | 0.19 |
Mackenzie Global Macro Fund Series A
Median
Other - Alternative Multi-Stratgy
| Standard Deviation | 6.55% | 6.74% | - |
|---|---|---|---|
| Beta | -0.20% | 0.02% | - |
| Alpha | 0.07% | 0.02% | - |
| Rsquared | 0.19% | 0.00% | - |
| Sharpe | 0.19% | -0.08% | - |
| Sortino | 0.50% | -0.23% | - |
| Treynor | -0.06% | -0.25% | - |
| Tax Efficiency | 77.40% | 52.92% | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 5.47% | 6.55% | 6.74% | - |
| Beta | -0.11% | -0.20% | 0.02% | - |
| Alpha | 0.05% | 0.07% | 0.02% | - |
| Rsquared | 0.05% | 0.19% | 0.00% | - |
| Sharpe | -0.30% | 0.19% | -0.08% | - |
| Sortino | -0.13% | 0.50% | -0.23% | - |
| Treynor | 0.15% | -0.06% | -0.25% | - |
| Tax Efficiency | 68.38% | 77.40% | 52.92% | - |
| Start Date | February 26, 2019 |
|---|---|
| Instrument Type | Mutual Fund (Alternative) |
| Share Class | Commission Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | $749 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| MFC5976 |
The Fund seeks to provide a positive total return over a market cycle, regardless of general market direction, by investing long and/or short positions in equity securities, fixed-income securities, and may also invest in physical commodities and/or currencies. The Fund may also engage in physical short sales, borrowing and/or derivatives for investment purposes.
The Fund’s strategies include a collection of processes that are expected to derive value from trading markets that are driven from global macro economic data and events such as movements in commodities, currencies, and equity and bond markets. The strategies aim for diversification across risk factors, different excess return streams, time horizons and economic exposures. Investment decisions reflect a blend of fundamental and quantitative research.
| Portfolio Manager |
Mackenzie Financial Corporation
|
|---|---|
| Sub-Advisor |
- |
| Fund Manager |
Mackenzie Financial Corporation |
|---|---|
| Custodian |
Canadian Imperial Bank of Commerce |
| Registrar |
Mackenzie Financial Corporation |
| Distributor |
- |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | Yes |
| PAC Initial Investment | 50 |
| PAC Subsequent | 50 |
| SWP Allowed | Yes |
| SWP Min Balance | 5,000 |
| SWP Min Withdrawal | 100 |
| MER | 2.63% |
|---|---|
| Management Fee | 2.10% |
| 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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