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LON Canadian Low Volatility 75/75 (PS1)

Canadian Equity

FundGrade B Click for more information on Fundata’s FundGrade

FundGrade B

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

Fundata ESG Grade C

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FundGrade A+® Rating Recipient

FundGrade A+® Rating Recipient

2019, 2018

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NAVPS
(11-19-2024)
$26.90
Change
$0.05 (0.20%)

As at October 31, 2024

As at August 31, 2024

As at July 31, 2024

Period
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Legend

LON Canadian Low Volatility 75/75 (PS1)

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Fund Returns

Inception Return (May 14, 2012): 8.05%

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 1.62% 5.59% 13.88% 19.97% 29.98% 14.08% 8.05% 12.10% 7.52% 8.40% 7.01% 7.17% 7.21% 6.96%
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 0.32% 3.53% 10.90% 15.35% 27.26% 12.81% 6.99% 13.70% 9.77% 9.80% 7.62% 7.89% 8.07% 6.92%
Category Rank 43 / 623 35 / 623 20 / 623 21 / 623 58 / 621 68 / 585 109 / 569 387 / 562 430 / 517 314 / 490 150 / 355 141 / 353 138 / 343 82 / 332
Quartile Ranking 1 1 1 1 1 1 1 3 4 3 2 2 2 1

Monthly Return

Monthly Return
Return % Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Fund 5.35% 2.84% 1.80% 2.69% 2.50% -1.67% 2.57% -0.69% 5.88% 1.14% 2.75% 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%

Best Monthly Return Since Inception

7.00% (March 2021)

Worst Monthly Return Since Inception

-13.55% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund 7.14% 2.58% 13.35% 3.36% -2.11% 17.36% -4.96% 21.54% -3.65% 5.39%
Benchmark 10.55% -8.32% 21.08% 9.10% -8.89% 22.88% 5.60% 25.09% -5.84% 11.75%
Category Average 9.54% -6.15% 16.46% 6.89% -9.47% 19.21% 3.42% 23.26% -4.82% 9.85%
Quartile Ranking 3 1 3 4 1 3 4 3 2 4
Category Rank 242/ 324 10/ 336 217/ 351 291/ 355 9/ 355 314/ 491 521/ 552 367/ 569 249/ 574 559/ 585

Best Calendar Return (Last 10 years)

21.54% (2021)

Worst Calendar Return (Last 10 years)

-4.96% (2020)

Asset Allocation

Asset Allocation
Name Percent
Canadian Equity 96.85
Cash and Equivalents 1.80
Income Trust Units 1.04
US Equity 0.31

Sector Allocation

Sector Allocation
Name Percent
Financial Services 30.57
Energy 14.77
Consumer Services 10.64
Basic Materials 9.07
Industrial Services 7.77
Other 27.18

Geographic Allocation

Geographic Allocation
Name Percent
North America 100.00

Top Holdings

Top Holdings
Name Percent
Sun Life Financial Inc 3.66
Intact Financial Corp 3.30
Royal Bank of Canada 3.14
Pembina Pipeline Corp 3.02
Thomson Reuters Corp 2.87
Manulife Financial Corp 2.80
Enbridge Inc 2.75
Loblaw Cos Ltd 2.61
Hydro One Ltd 2.60
Fortis Inc 2.57

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)

LON Canadian Low Volatility 75/75 (PS1)

Median

Other - Canadian Equity

3 Yr Annualized

Standard Deviation 11.03% 12.65% 10.28%
Beta 0.78% 0.75% 0.73%
Alpha 0.02% -0.01% 0.01%
Rsquared 0.90% 0.87% 0.81%
Sharpe 0.44% 0.46% 0.55%
Sortino 0.76% 0.56% 0.59%
Treynor 0.06% 0.08% 0.08%
Tax Efficiency 100.00% 100.00% 100.00%
Volatility Volatility rating is 5 on a scale of 1 to 10 Volatility rating is 6 on a scale of 1 to 10 Volatility rating is 5 on a scale of 1 to 10

Risk Rating

Rating 5 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 7.36% 11.03% 12.65% 10.28%
Beta 0.73% 0.78% 0.75% 0.73%
Alpha 0.06% 0.02% -0.01% 0.01%
Rsquared 0.89% 0.90% 0.87% 0.81%
Sharpe 3.01% 0.44% 0.46% 0.55%
Sortino 11.09% 0.76% 0.56% 0.59%
Treynor 0.30% 0.06% 0.08% 0.08%
Tax Efficiency 100.00% 100.00% 100.00% 100.00%

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 May 14, 2012
Instrument Type Segregated Fund
Share Class -
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency No Distribution
Assets ($mil) $40

Fund Codes

FundServ Code Load Code Sales Status
CLGV068A
CLGV068B
CLGV068D

Investment Objectives

The investment objective of the Fund is to provide long-term capital appreciation.

Investment Strategy

This segregated fund invests primarily in Canadian stocks with exposure to foreign stocks.

Portfolio Manager(s)

Name Start Date
Robert Lee 05-14-2012
London Life Insurance Co. 05-14-2012
Pei Li 01-01-2015

Management and Organization

Fund Manager GLC Asset Management Group Ltd.
Advisor London Life Insurance Co.
Custodian -
Registrar -
Distributor -
Auditor -

Investment Minimums

RSP Eligible Yes
PAC Allowed Yes
PAC Initial Investment 25
PAC Subsequent 25
SWP Allowed Yes
SWP Min Balance -
SWP Min Withdrawal -

Fees

MER 2.22%
Management Fee 2.00%
Load Choice of Front or No Load
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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