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Alternative Market Neutrl
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|
NAVPS (11-22-2024) |
$10.74 |
|---|---|
| Change |
$0.03
(0.23%)
|
As at October 31, 2024
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Inception Return (March 05, 2021): 1.40%
| 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 | 1.62% | 4.60% | 5.58% | 10.69% | 12.80% | 7.42% | 3.46% | - | - | - | - | - | - | - |
| 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 | 11 / 34 | 9 / 34 | 8 / 28 | 14 / 27 | 9 / 27 | 16 / 27 | 17 / 27 | - | - | - | - | - | - | - |
| Quartile Ranking | 2 | 2 | 2 | 3 | 2 | 3 | 3 | - | - | - | - | - | - | - |
| Return % | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 0.98% | 0.92% | 1.74% | 4.48% | 0.69% | -2.05% | -0.78% | 1.02% | 0.70% | 2.67% | 0.26% | 1.62% |
| 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% |
4.48% (February 2024)
-2.47% (May 2021)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | - | - | - | - | -2.73% | 2.82% |
| 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 | - | - | - | - | - | - | - | - | 4 | 4 |
| Category Rank | - | - | - | - | - | - | - | - | 22/ 27 | 22/ 27 |
2.82% (2023)
-2.73% (2022)
PCJ Absolute Return II Fund Series A
Median
Other - Alternative Market Neutrl
| Standard Deviation | 4.73% | - | - |
|---|---|---|---|
| Beta | 0.01% | - | - |
| Alpha | 0.03% | - | - |
| Rsquared | 0.00% | - | - |
| Sharpe | 0.01% | - | - |
| Sortino | 0.17% | - | - |
| Treynor | 0.11% | - | - |
| Tax Efficiency | - | - | - |
| Volatility |
|
- | - |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 5.63% | 4.73% | - | - |
| Beta | 0.04% | 0.01% | - | - |
| Alpha | 0.11% | 0.03% | - | - |
| Rsquared | 0.00% | 0.00% | - | - |
| Sharpe | 1.35% | 0.01% | - | - |
| Sortino | 3.67% | 0.17% | - | - |
| Treynor | 1.83% | 0.11% | - | - |
| Tax Efficiency | 100.00% | - | - | - |
| Start Date | March 05, 2021 |
|---|---|
| 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 |
|---|---|---|
| CCL2000 |
The PCJ Absolute Return II Fund seeks to earn positive absolute and attractive risk adjusted returns while demonstrating low correlation with, and lower volatility than, traditional long-only investment portfolios. The Fund will engage in short selling, cash borrowing and use derivatives in order to meet its investment objective.
The Manager has retained PCJ as portfolio manager, with full authority and responsibility, to invest the assets of the Fund. PCJ was established in 1996 and has experience in managing alternative investment strategies. PCJ and the Manager are part of CC&LFG. As of December 31, 2022, PCJ had over $700 million in assets under management and CC&LFG, through its affiliates, had approximately $104 billion in assets under management.
| Name | Start Date |
|---|---|
| PCJ Investment Counsel Ltd. | 03-05-2021 |
| Fund Manager | Connor, Clark & Lunn Funds Inc |
|---|---|
| Advisor | PCJ Investment Counsel Ltd. |
| Custodian | RBC Investor Services Trust |
| Registrar | RBC Investor Services Trust |
| 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 | 2.48% |
|---|---|
| Management Fee | 2.00% |
| Load | Back Fee Only |
| FE Max | 2.00% |
| DSC Max | - |
| Trailer Fee Max (FE) | - |
| Trailer Fee Max (DSC) | - |
| Trailer Fee Max (NL) | - |
| Trailer Fee Max (LL) | - |
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