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Alternative Other
|
NAVPS (11-19-2024) |
$12.60 |
|---|---|
| Change |
-$0.03
(-0.21%)
|
As at October 31, 2024
As at October 31, 2024
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Inception Return (August 20, 2020): 4.75%
| 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 | 10.23% | -1.10% | -5.17% | 10.24% | -4.69% | -2.91% | 9.25% | 3.99% | - | - | - | - | - | - |
| 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 | 4.09% | -5.21% | 2.50% | 25.97% | 42.20% | 32.90% | -0.33% | 6.49% | 6.85% | 6.38% | 5.36% | 5.55% | 5.33% | 4.70% |
| Category Rank | 36 / 89 | 45 / 87 | 55 / 87 | 53 / 87 | 82 / 87 | 66 / 76 | 5 / 41 | - | - | - | - | - | - | - |
| Quartile Ranking | 2 | 3 | 3 | 3 | 4 | 4 | 1 | - | - | - | - | - | - | - |
| Return % | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -8.53% | -5.48% | 7.06% | 3.95% | 0.82% | 3.60% | -4.89% | 1.24% | -0.42% | -7.25% | -3.26% | 10.23% |
| 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% |
12.24% (April 2022)
-10.27% (November 2022)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | - | - | - | 11.62% | 10.81% | 1.20% |
| Benchmark | 10.55% | -8.32% | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% |
| Category Average | 4.57% | -0.60% | 6.48% | 4.63% | -4.48% | 6.64% | 14.43% | 7.75% | -45.86% | 66.56% |
| Quartile Ranking | - | - | - | - | - | - | - | - | 1 | 4 |
| Category Rank | - | - | - | - | - | - | - | - | 6/ 62 | 65/ 76 |
11.62% (2021)
1.20% (2023)
| Name | Percent |
|---|---|
| Cash and Equivalents | 100.00 |
| Name | Percent |
|---|---|
| Cash and Cash Equivalent | 100.00 |
| Name | Percent |
|---|---|
| North America | 95.90 |
| Asia | 0.62 |
| Europe | 0.04 |
| Other | 3.44 |
| Name | Percent |
|---|---|
| Canadian Dollar | 69.74 |
| Canadian Dollar - Margin | 25.44 |
| EURO FX CURR FUT | 2.11 |
| AUDUSD Crncy Fut | 1.10 |
| JPN YEN CURR FUT | 0.51 |
| Margin - US Dollar | 0.40 |
| United States Dollar | 0.26 |
| BP CURRENCY FUT | 0.24 |
| NEW ZEALAND $ FUT | 0.11 |
| CHF CURRENCY FUT | 0.04 |
Ninepoint Global Macro Fund Series A1 Units
Median
Other - Alternative Other
| Standard Deviation | 19.66% | - | - |
|---|---|---|---|
| Beta | -0.89% | - | - |
| Alpha | 0.18% | - | - |
| Rsquared | 0.37% | - | - |
| Sharpe | 0.37% | - | - |
| Sortino | 0.64% | - | - |
| Treynor | -0.08% | - | - |
| Tax Efficiency | 100.00% | - | - |
| Volatility |
|
- | - |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 20.22% | 19.66% | - | - |
| Beta | -1.18% | -0.89% | - | - |
| Alpha | 0.31% | 0.18% | - | - |
| Rsquared | 0.31% | 0.37% | - | - |
| Sharpe | -0.37% | 0.37% | - | - |
| Sortino | -0.41% | 0.64% | - | - |
| Treynor | 0.06% | -0.08% | - | - |
| Tax Efficiency | - | 100.00% | - | - |
| Start Date | August 20, 2020 |
|---|---|
| Instrument Type | Mutual Fund (Alternative) |
| Share Class | Commission Based Advice |
| Legal Status | - |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | - |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| NPP758 |
The investment objective of Ninepoint FX Strategy Fund is to generate long term total returns by investing globally in FX futures on a long/short basis. To achieve the investment objective, the Sub-Adviser will utilize several investment trading methodologies collectively know as the “FX Strategy”, at the standard level of risk to invest in foreign currency futures utilizing a Bayesian statistical model to identify current drivers of currency returns.
The Sub-Adviser shall be permitted to have exposures to the U.S. Dollar, Australian Dollar, Euro, British Pound, Japanese Yen, Canadian Dollar, Swiss Franc, Norwegian Krone, New Zealand Dollar, Swedish Krona, Brazilian Real, Mexican Peso and such other currencies as may be agreed in writing by the Manager and the Sub-Adviser. The Fund may also invest a portion of its assets in cash, money market instruments and/or treasury bills.
| Name | Start Date |
|---|---|
| P/E Global LLC | 08-20-2020 |
| Fund Manager | Ninepoint Partners LP |
|---|---|
| Advisor | P/E Global LLC |
| Custodian | CIBC Mellon Trust Company |
| Registrar | - |
| Distributor | - |
| Auditor | KPMG LLP |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | No |
| PAC Initial Investment | - |
| PAC Subsequent | - |
| SWP Allowed | No |
| SWP Min Balance | - |
| SWP Min Withdrawal | - |
| MER | 3.31% |
|---|---|
| Management Fee | 2.25% |
| Load | Back Fee Only |
| FE Max | - |
| DSC Max | - |
| Trailer Fee Max (FE) | - |
| Trailer Fee Max (DSC) | - |
| Trailer Fee Max (NL) | - |
| Trailer Fee Max (LL) | - |
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