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Alternative Market Neutrl
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|
NAVPS (11-19-2024) |
$11.89 |
|---|---|
| Change |
$0.00
(0.04%)
|
As at October 31, 2024
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Inception Return (March 01, 2019): 8.19%
| 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 | 1.24% | 2.76% | 2.16% | 6.31% | 7.22% | 9.16% | 2.07% | 8.75% | 8.70% | - | - | - | - | - |
| 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 | 1.20% | 2.07% | 4.22% | 8.11% | 9.19% | 6.74% | 3.56% | 1.81% | 0.07% | - | - | - | - | - |
| Category Rank | 14 / 34 | 16 / 34 | 17 / 28 | 16 / 27 | 15 / 27 | 8 / 27 | 24 / 27 | 6 / 23 | 2 / 16 | - | - | - | - | - |
| Quartile Ranking | 2 | 2 | 3 | 3 | 3 | 2 | 4 | 2 | 1 | - | - | - | - | - |
| Return % | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 0.66% | 0.20% | 1.57% | -0.15% | 0.94% | 1.64% | -0.82% | 1.71% | -1.45% | 1.46% | 0.05% | 1.24% |
| 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% |
10.19% (April 2020)
-10.25% (March 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | - | - | 12.25% | 26.67% | -11.63% | 7.60% |
| Benchmark | 10.55% | -8.32% | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% |
| Category Average | - | - | - | - | - | - | -3.57% | -6.24% | -1.79% | 4.02% |
| Quartile Ranking | - | - | - | - | - | - | 2 | 1 | 4 | 1 |
| Category Rank | - | - | - | - | - | - | 7/ 16 | 2/ 23 | 27/ 27 | 3/ 27 |
26.67% (2021)
-11.63% (2022)
CC&L Global Market Neutral II Fund Series A
Median
Other - Alternative Market Neutrl
| Standard Deviation | 10.48% | 12.46% | - |
|---|---|---|---|
| Beta | 0.48% | 0.62% | - |
| Alpha | -0.02% | 0.02% | - |
| Rsquared | 0.38% | 0.61% | - |
| Sharpe | -0.08% | 0.55% | - |
| Sortino | -0.06% | 0.74% | - |
| Treynor | -0.02% | 0.11% | - |
| Tax Efficiency | 9.67% | - | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 3.58% | 10.48% | 12.46% | - |
| Beta | -0.24% | 0.48% | 0.62% | - |
| Alpha | 0.14% | -0.02% | 0.02% | - |
| Rsquared | 0.40% | 0.38% | 0.61% | - |
| Sharpe | 0.68% | -0.08% | 0.55% | - |
| Sortino | 1.97% | -0.06% | 0.74% | - |
| Treynor | -0.10% | -0.02% | 0.11% | - |
| Tax Efficiency | 100.00% | 9.67% | - | - |
| Start Date | March 01, 2019 |
|---|---|
| Instrument Type | Mutual Fund (Alternative) |
| Share Class | Commission Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | - |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| CCL1900 |
The investment objective of the CC&L Global Market Neutral II Fund is to earn a positive absolute and attractive risk adjusted return over the long term while demonstrating low correlation with, and lower volatility than, traditional equity markets by investing in securities and derivative contracts and by employing equity hedge based and equity market neutral strategies. The Fund may use leverage in order to meet its stated investment objective.
The Manager has retained CCLIM, as portfolio manager, with full authority and responsibility, to invest the assets of the Fund. CCLIM and the Manager are part of CC&LFG. CCLIM was established in 1982 and is one of Canada’s largest independent investment management companies with significant experience in managing alternative investment strategies.
| Name | Start Date |
|---|---|
| Connor, Clark & Lunn Investment Management Ltd. | 03-01-2019 |
| Fund Manager | Connor, Clark & Lunn Funds Inc |
|---|---|
| Advisor | Connor, Clark & Lunn Investment Management Ltd. |
| Custodian | RBC Investor Services Trust (Canada) |
| Registrar | RBC Investor Services Trust (Canada) |
| Distributor | - |
| Auditor | KPMG LLP |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | Yes |
| PAC Initial Investment | 100 |
| PAC Subsequent | 100 |
| SWP Allowed | Yes |
| SWP Min Balance | 5,000 |
| SWP Min Withdrawal | 100 |
| MER | 4.05% |
|---|---|
| Management Fee | 1.90% |
| Load | Back Fee Only |
| FE Max | 2.00% |
| DSC Max | - |
| Trailer Fee Max (FE) | 1.00% |
| Trailer Fee Max (DSC) | - |
| Trailer Fee Max (NL) | - |
| Trailer Fee Max (LL) | - |
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