Join Fund Library now and get free access to personalized features to help you manage your investments.
Alternative Multi-Stratgy
Click for more information on Fundata’s FundGrade
Click for more information on Fundata’s FundGrade.
|
NAVPS (12-20-2024) |
$10.13 |
|---|---|
| Change |
$0.05
(0.50%)
|
As at November 30, 2024
As at November 30, 2024
Loading...
Inception Return (December 31, 2018): 1.91%
| 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 | -0.14% | 1.19% | 0.96% | 3.91% | 4.32% | 1.19% | -0.36% | 1.21% | 2.87% | - | - | - | - | - |
| Benchmark | 6.37% | 10.66% | 16.91% | 25.77% | 30.69% | 15.61% | 10.90% | 13.91% | 11.92% | 12.54% | 10.25% | 10.17% | 10.75% | 8.96% |
| Category Average | 1.55% | 1.61% | 2.35% | 6.15% | 8.34% | 4.94% | 2.11% | 3.55% | 3.29% | - | - | - | - | - |
| Category Rank | 88 / 98 | 62 / 98 | 55 / 90 | 60 / 84 | 65 / 83 | 61 / 75 | 47 / 56 | 41 / 45 | 30 / 40 | - | - | - | - | - |
| Quartile Ranking | 4 | 3 | 3 | 3 | 4 | 4 | 4 | 4 | 3 | - | - | - | - | - |
| Return % | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 0.40% | 0.70% | 1.12% | 1.53% | -0.97% | 0.53% | -0.11% | 0.38% | -0.50% | 0.97% | 0.36% | -0.14% |
| Benchmark | 3.91% | 0.55% | 1.82% | 4.14% | -1.82% | 2.77% | -1.42% | 5.87% | 1.22% | 3.15% | 0.85% | 6.37% |
3.17% (November 2020)
-1.77% (February 2019)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | - | -1.93% | 10.18% | 5.04% | -2.81% | -2.43% |
| Benchmark | 10.55% | -8.32% | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% |
| Category Average | - | - | - | - | - | - | 4.04% | 6.86% | -5.49% | 4.47% |
| Quartile Ranking | - | - | - | - | - | 3 | 2 | 4 | 2 | 4 |
| Category Rank | - | - | - | - | - | 12/ 19 | 16/ 40 | 38/ 49 | 27/ 56 | 65/ 75 |
10.18% (2020)
-2.81% (2022)
| Name | Percent |
|---|---|
| Cash and Equivalents | 57.25 |
| Foreign Government Bonds | 36.37 |
| US Equity | 4.60 |
| Canadian Equity | 0.85 |
| Foreign Corporate Bonds | 0.49 |
| Other | 0.44 |
| Name | Percent |
|---|---|
| Cash and Cash Equivalent | 57.25 |
| Fixed Income | 36.86 |
| Mutual Fund | 0.17 |
| Exchange Traded Fund | 0.04 |
| Industrial Goods | 0.01 |
| Other | 5.67 |
| Name | Percent |
|---|---|
| North America | 98.21 |
| Europe | 0.59 |
| Asia | -0.12 |
| Other | 1.32 |
| Name | Percent |
|---|---|
| Cash and Cash Equivalents | 38.44 |
| United States Treasury 4.25% 15-Nov-2034 | 21.58 |
| United States Treasury 1.75% 15-Jan-2034 | 9.35 |
| US DOLLAR | 8.31 |
| United States Treasury 1.25% 15-Apr-2028 | 5.43 |
| SPX | 4.24 |
| Cash and Cash Equivalents | 2.85 |
| United States Treasury 10-Jul-2025 | 1.25 |
| United States Treasury 17-Apr-2025 | 1.11 |
| United States Treasury 07-Aug-2025 | 0.97 |
Arrow Global Multi-Asset Alternative Fund Series A
Median
Other - Alternative Multi-Stratgy
| Standard Deviation | 2.60% | 2.98% | - |
|---|---|---|---|
| Beta | -0.05% | 0.01% | - |
| Alpha | 0.00% | 0.03% | - |
| Rsquared | 0.06% | 0.00% | - |
| Sharpe | -1.49% | 0.20% | - |
| Sortino | -1.37% | -0.06% | - |
| Treynor | 0.84% | 1.04% | - |
| Tax Efficiency | - | - | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 2.44% | 2.60% | 2.98% | - |
| Beta | 0.11% | -0.05% | 0.01% | - |
| Alpha | 0.01% | 0.00% | 0.03% | - |
| Rsquared | 0.16% | 0.06% | 0.00% | - |
| Sharpe | -0.10% | -1.49% | 0.20% | - |
| Sortino | 0.82% | -1.37% | -0.06% | - |
| Treynor | -0.02% | 0.84% | 1.04% | - |
| Tax Efficiency | 90.83% | - | - | - |
| Start Date | December 31, 2018 |
|---|---|
| Instrument Type | Mutual Fund (Alternative) |
| Share Class | Commission Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | - |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| AHP5000 |
The investment objective of the Arrow Global Multi-Asset Alternative Fund is to generate meaningful, risk-adjusted, absolute returns through exposure to global securities over the medium to long term, while preserving capital and mitigating risk. The fund will use leverage. The leverage will be created through the use of cash borrowings, short sales and derivative contracts.
To achieve its objective, the Fund will invest and trade primarily in a diversified portfolio of four global asset classes: equities, fixed income securities, commodities and currencies. Exposure to these asset classes may be obtained directly or indirectly by investing in underlying funds that invest such securities.
| Name | Start Date |
|---|---|
| Jim McGovern | 03-12-2020 |
| Lyn Wang | 02-28-2023 |
| Fund Manager | Arrow Capital Management Inc. |
|---|---|
| Advisor | Arrow Capital Management Inc. |
| Custodian | CIBC World Markets Inc |
| Registrar | RBC Investor Services Trust (Canada) |
| Distributor | - |
| Auditor | PriceWaterhouseCoopers LLP |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | Yes |
| PAC Initial Investment | - |
| PAC Subsequent | - |
| SWP Allowed | Yes |
| SWP Min Balance | - |
| SWP Min Withdrawal | - |
| MER | 2.57% |
|---|---|
| Management Fee | - |
| Load | Back Fee Only |
| FE Max | 5.00% |
| DSC Max | - |
| Trailer Fee Max (FE) | - |
| Trailer Fee Max (DSC) | - |
| Trailer Fee Max (NL) | - |
| Trailer Fee Max (LL) | - |
Join Fund Library now and get free access to personalized features to help you manage your investments.
Fund Library
