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Alternative Multi-Stratgy
Click for more information on Fundata’s FundGrade
Click for more information on Fundata’s FundGrade.
|
NAVPS (04-04-2025) |
$12.49 |
|---|---|
| Change |
-$0.01
(-0.05%)
|
As at February 28, 2025
As at February 28, 2025
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Inception Return (May 01, 2009): 1.58%
| 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 | -3.55% | -0.74% | -4.16% | -3.97% | -9.30% | -2.74% | 1.38% | 4.01% | 10.86% | 8.37% | 5.51% | 2.81% | -1.16% | -0.85% |
| 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 | 103 / 105 | 82 / 102 | 93 / 96 | 99 / 102 | 89 / 89 | 68 / 75 | 38 / 54 | 28 / 48 | 3 / 43 | 3 / 33 | - | - | - | - |
| Quartile Ranking | 4 | 4 | 4 | 4 | 4 | 4 | 3 | 3 | 1 | 1 | - | - | - | - |
| Return % | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 3.53% | 1.27% | -2.88% | -0.69% | -2.01% | -4.49% | 1.54% | -5.06% | 0.16% | 3.36% | -0.43% | -3.55% |
| 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% |
21.26% (March 2020)
-10.88% (February 2018)
| Return % | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 7.33% | -21.59% | -13.23% | -13.01% | -8.75% | 35.22% | 12.56% | 22.80% | -4.71% | 1.89% |
| 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 | 1 | 2 | 1 | 4 | 3 |
| Category Rank | - | - | - | - | 17/ 17 | 2/ 39 | 12/ 47 | 2/ 54 | 72/ 75 | 61/ 84 |
35.22% (2020)
-21.59% (2016)
| Name | Percent |
|---|---|
| Cash and Equivalents | 100.39 |
| Derivatives | 0.62 |
| Canadian Government Bonds | 0.05 |
| US Equity | -0.10 |
| Foreign Government Bonds | -0.12 |
| Other | -0.84 |
| Name | Percent |
|---|---|
| Cash and Cash Equivalent | 100.39 |
| Fixed Income | -0.07 |
| Other | -0.32 |
| Name | Percent |
|---|---|
| North America | 95.94 |
| Asia | 2.29 |
| Europe | 1.29 |
| Other | 0.48 |
| Name | Percent |
|---|---|
| Cash and Cash Equivalents | 94.85 |
| Cash and Cash Equivalents | 2.00 |
| Cash and Cash Equivalents | 1.74 |
| Cash and Cash Equivalents | 1.47 |
| DAX INDEX FUTURE (EUX) | 0.77 |
| Cash and Cash Equivalents | 0.56 |
| 10YR MINI JGB FUT | 0.34 |
| COTTON NO 2 FUTURE (NYB) | 0.31 |
| Cash and Cash Equivalents | 0.26 |
| EURO/GBP FUTURE | 0.19 |
WaveFront Global Diversified Investment Fund Series A
Median
Other - Alternative Multi-Stratgy
| Standard Deviation | 13.70% | 17.09% | 14.88% |
|---|---|---|---|
| Beta | -0.25% | -0.34% | -0.27% |
| Alpha | 0.05% | 0.16% | 0.03% |
| Rsquared | 0.06% | 0.10% | 0.06% |
| Sharpe | -0.11% | 0.55% | -0.10% |
| Sortino | -0.09% | 1.03% | -0.29% |
| Treynor | 0.06% | -0.27% | 0.05% |
| Tax Efficiency | 100.00% | 100.00% | - |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 10.02% | 13.70% | 17.09% | 14.88% |
| Beta | -0.05% | -0.25% | -0.34% | -0.27% |
| Alpha | -0.08% | 0.05% | 0.16% | 0.03% |
| Rsquared | 0.00% | 0.06% | 0.10% | 0.06% |
| Sharpe | -1.33% | -0.11% | 0.55% | -0.10% |
| Sortino | -1.36% | -0.09% | 1.03% | -0.29% |
| Treynor | 2.58% | 0.06% | -0.27% | 0.05% |
| Tax Efficiency | - | 100.00% | 100.00% | - |
| Start Date | May 01, 2009 |
|---|---|
| Instrument Type | Mutual Fund (Alternative) |
| Share Class | Commission Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | $357 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| AHP4100 |
The investment objective of the Fund to seek superior long term absolute and risk-adjusted returns with the potential for low correlation to global equity and fixed-income market returns through the selection and management of long and short positions in a globally diversified portfolio of futures, options, forward contracts and other financial derivative instruments on agricultural and soft commodities, metals, energies, currencies, interest rates and equity indices (the “Underlying Assets”).
The central investment tenet of the Fund is that markets exhibit serial correlation or price trends and other persistent anomalies that cannot be explained by random behaviour or the assumption of fully informed and rational market participants. Price trends, or serial correlation in market prices, are caused by changes in risk premiums or the amount of return investors demand to compensate the risks they are taking.
| Portfolio Manager |
Arrow Capital Management Inc. |
|---|---|
| Sub-Advisor |
WaveFront Global Asset Management Corp.
|
| Fund Manager |
Arrow Capital Management Inc. |
|---|---|
| Custodian |
CIBC Mellon Trust Company |
| Registrar |
RBC Investor Services Trust (Canada) |
| Distributor |
- |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | No |
| PAC Initial Investment | - |
| PAC Subsequent | - |
| SWP Allowed | No |
| SWP Min Balance | - |
| SWP Min Withdrawal | - |
| MER | 2.88% |
|---|---|
| Management Fee | - |
| 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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