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RBC O'Shaughnessy U.S. Growth Fund II Series A

U.S. Small/Mid Cap Equity

FundGrade E Click for more information on Fundata’s FundGrade

FundGrade E

Click for more information on Fundata’s FundGrade.

Fundata ESG GradeE Click for more information on Fundata’s ESG Grade

Fundata ESG Grade E

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NAVPS
(05-21-2024)
$9.77
Change
$0.04 (0.42%)

As at April 30, 2024

As at March 31, 2024

As at February 29, 2024

Period
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Legend

RBC O'Shaughnessy U.S. Growth Fund II Series A

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Fund Returns

Inception Return (January 14, 2008): 1.49%

Fund Returns
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 -7.63% 3.22% 19.37% 1.63% 13.36% 5.90% -2.33% 7.87% 1.66% 1.60% 2.51% 4.48% 3.60% 3.74%
Benchmark -5.36% 6.30% 19.68% 5.48% 16.56% 9.97% 4.33% 13.56% 7.75% 8.72% 7.93% 10.49% 9.03% 10.27%
Category Average -5.21% 18.06% 18.06% 2.34% 11.91% 4.64% 0.64% 10.09% 4.26% 4.45% 4.57% 6.42% 5.49% 6.40%
Category Rank 278 / 278 130 / 277 86 / 277 182 / 277 100 / 273 89 / 260 195 / 253 145 / 215 175 / 197 178 / 182 163 / 168 149 / 159 130 / 141 124 / 128
Quartile Ranking 4 2 2 3 2 2 4 3 4 4 4 4 4 4

Monthly Return

Monthly Return
Return % May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Fund -0.94% 8.86% 2.54% -2.81% -5.46% -6.52% 7.59% 9.16% -1.54% 8.82% 2.69% -7.63%
Benchmark -2.53% 6.21% 3.66% -0.56% -5.43% -3.48% 6.78% 6.26% -0.78% 7.29% 4.69% -5.36%

Best Monthly Return Since Inception

14.75% (October 2011)

Worst Monthly Return Since Inception

-24.60% (October 2008)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund -0.64% -0.34% 12.38% 11.79% -10.04% 17.04% 6.12% 10.87% -23.31% 15.58%
Benchmark 18.40% 11.76% 14.08% 8.66% -2.87% 21.65% 11.78% 20.00% -11.77% 13.76%
Category Average 10.57% 6.25% 9.80% 10.84% -7.63% 15.90% 4.61% 23.16% -17.30% 11.64%
Quartile Ranking 4 4 2 2 4 3 3 4 4 1
Category Rank 119/ 125 118/ 139 77/ 158 55/ 162 149/ 182 137/ 193 151/ 209 249/ 253 221/ 255 42/ 273

Best Calendar Return (Last 10 years)

17.04% (2019)

Worst Calendar Return (Last 10 years)

-23.31% (2022)

Asset Allocation

Asset Allocation
Name Percent
US Equity 94.86
International Equity 4.11
Cash and Equivalents 1.03

Sector Allocation

Sector Allocation
Name Percent
Technology 26.32
Healthcare 16.01
Consumer Services 9.61
Industrial Goods 9.40
Real Estate 8.31
Other 30.35

Geographic Allocation

Geographic Allocation
Name Percent
North America 95.89
Europe 2.75
Latin America 1.33
Africa and Middle East 0.04
Other -0.01

Top Holdings

Top Holdings
Name Percent
Super Micro Computer Inc 1.98
EMCOR Group Inc 1.34
Deckers Outdoor Corp 1.20
Axon Enterprise Inc 1.01
Bank of Nova Scotia UTD 5.400% Apr 01, 2024 0.98
Medpace Holdings Inc 0.97
MicroStrategy Inc Cl A 0.94
PTC Inc 0.89
Comfort Systems USA Inc 0.87
Booz Allen Hamilton Holding Corp Cl A 0.86

Equity Style

Market capitalization is large. Equity style is growth.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

RBC O'Shaughnessy U.S. Growth Fund II Series A

Median

Other - U.S. Small/Mid Cap Equity

3 Yr Annualized

Standard Deviation 20.74% 22.13% 18.17%
Beta 1.18% 1.16% 1.02%
Alpha -0.07% -0.07% -0.06%
Rsquared 0.93% 0.93% 0.83%
Sharpe -0.15% 0.10% 0.22%
Sortino -0.23% 0.07% 0.18%
Treynor -0.03% 0.02% 0.04%
Tax Efficiency - 82.45% 76.45%
Volatility Volatility rating is 10 on a scale of 1 to 10 Volatility rating is 10 on a scale of 1 to 10 Volatility rating is 10 on a scale of 1 to 10

Risk Rating

Rating 10 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 21.79% 20.74% 22.13% 18.17%
Beta 1.23% 1.18% 1.16% 1.02%
Alpha -0.06% -0.07% -0.07% -0.06%
Rsquared 0.93% 0.93% 0.93% 0.83%
Sharpe 0.46% -0.15% 0.10% 0.22%
Sortino 0.95% -0.23% 0.07% 0.18%
Treynor 0.08% -0.03% 0.02% 0.04%
Tax Efficiency 100.00% - 82.45% 76.45%

Fundata ESG Metrics

Fundata ESG Score

The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.

Fundata E Score

Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.

Fundata S Score

Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.

Fundata G Score

Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.

Powered by OWL Analytics. For more information, please contact Fundata Canada.

Fund Details

Start Date January 14, 2008
Instrument Type Mutual Fund
Share Class Commission Based Advice
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Annual
Assets ($mil) $17

Fund Codes

FundServ Code Load Code Sales Status
RBF306

Investment Objectives

To provide long-term capital growth. The fund invests primarily in equity securities of U.S. companies based on Strategy Indexing, an investment portfolio management model developed in 1995 by Jim O’Shaughnessy. Strategy Indexing is a rigorous and disciplined approach to stock selection based on characteristics associated with above average returns over long periods of time.

Investment Strategy

To achieve the fund’s objectives, the portfolio manager: employs a proprietary quantitative approach to security selection based on research and analysis of historical data; screens securities using a factor-based model for attractive value, growth and quality characteristics; screens securities based on financial and governance risk factors; invests in U.S. small- to mid-cap stocks.

Portfolio Manager(s)

Name Start Date
RBC Global Asset Management Inc. 01-07-2008
O'Shaughnessy Asset Management, L.L.C. 03-07-2008

Management and Organization

Fund Manager RBC Global Asset Management Inc.
Advisor RBC Global Asset Management Inc.
Custodian RBC Investor Services Trust (Canada)
Registrar RBC Global Asset Management Inc.
Distributor Royal Mutual Funds Inc.
Auditor PriceWaterhouseCoopers LLP

Investment Minimums

RSP Eligible Yes
PAC Allowed Yes
PAC Initial Investment 25
PAC Subsequent 25
SWP Allowed Yes
SWP Min Balance 10,000
SWP Min Withdrawal 100

Fees

MER 2.16%
Management Fee 1.85%
Load No Load
FE Max -
DSC Max -
Trailer Fee Max (FE) -
Trailer Fee Max (DSC) -
Trailer Fee Max (NL) 1.00%
Trailer Fee Max (LL) -

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