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Alternative Multi-Stratgy
Click for more information on Fundata’s FundGrade
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|
NAVPS (12-20-2024) |
$13.31 |
|---|---|
| Change |
-$0.16
(-1.18%)
|
As at November 30, 2024
As at November 30, 2024
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Inception Return (May 01, 2009): 1.66%
| 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 | 0.16% | -3.45% | -10.26% | -1.42% | -0.28% | -4.37% | 4.68% | 9.75% | 12.14% | 8.80% | 5.00% | 2.36% | -0.75% | 0.49% |
| 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 | 83 / 98 | 95 / 98 | 90 / 90 | 75 / 84 | 76 / 83 | 72 / 75 | 21 / 56 | 5 / 45 | 3 / 40 | 4 / 17 | 5 / 11 | - | - | - |
| Quartile Ranking | 4 | 4 | 4 | 4 | 4 | 4 | 2 | 1 | 1 | 1 | 2 | - | - | - |
| Return % | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 1.15% | 1.58% | 6.21% | 3.53% | 1.27% | -2.88% | -0.69% | -2.01% | -4.49% | 1.54% | -5.06% | 0.16% |
| 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% |
21.26% (March 2020)
-10.88% (February 2018)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 17.02% | 7.33% | -21.59% | -13.23% | -13.01% | -8.75% | 35.22% | 12.56% | 22.80% | -4.71% |
| 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 | - | - | - | - | 4 | 4 | 1 | 1 | 1 | 4 |
| Category Rank | - | - | - | - | 9/ 11 | 19/ 19 | 2/ 40 | 12/ 49 | 2/ 56 | 72/ 75 |
35.22% (2020)
-21.59% (2016)
| Name | Percent |
|---|---|
| Cash and Equivalents | 97.51 |
| Commodities | 1.61 |
| US Equity | 0.52 |
| International Equity | 0.47 |
| Canadian Equity | 0.40 |
| Other | -0.51 |
| Name | Percent |
|---|---|
| Cash and Cash Equivalent | 97.51 |
| Fixed Income | -0.39 |
| Other | 2.88 |
| Name | Percent |
|---|---|
| North America | 96.55 |
| Asia | 2.43 |
| Europe | -0.45 |
| Other | 1.47 |
| Name | Percent |
|---|---|
| Cash and Cash Equivalents | 101.69 |
| COFFEE C FUTURE | 1.23 |
| Cash and Cash Equivalents | 1.00 |
| Cash and Cash Equivalents | 0.91 |
| Cash and Cash Equivalents | 0.52 |
| S&P 500 E-mini Index Futures | 0.44 |
| S&P/TSX 60 Index Futures | 0.40 |
| SPI 200 Index Future | 0.35 |
| COCOA FUTURE (NYB) | 0.33 |
| Cash and Cash Equivalents | 0.20 |
WaveFront Global Diversified Investment Fund Series A
Median
Other - Alternative Multi-Stratgy
| Standard Deviation | 14.02% | 16.93% | 15.28% |
|---|---|---|---|
| Beta | -0.25% | -0.33% | -0.27% |
| Alpha | 0.08% | 0.17% | 0.04% |
| Rsquared | 0.06% | 0.10% | 0.05% |
| Sharpe | 0.14% | 0.62% | 0.00% |
| Sortino | 0.30% | 1.19% | -0.14% |
| Treynor | -0.08% | -0.32% | 0.00% |
| Tax Efficiency | 100.00% | 100.00% | 100.00% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 11.32% | 14.02% | 16.93% | 15.28% |
| Beta | 0.08% | -0.25% | -0.33% | -0.27% |
| Alpha | -0.02% | 0.08% | 0.17% | 0.04% |
| Rsquared | 0.00% | 0.06% | 0.10% | 0.05% |
| Sharpe | -0.37% | 0.14% | 0.62% | 0.00% |
| Sortino | -0.33% | 0.30% | 1.19% | -0.14% |
| Treynor | -0.56% | -0.08% | -0.32% | 0.00% |
| Tax Efficiency | - | 100.00% | 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) | $373 |
| 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.
| Name | Start Date |
|---|---|
| Arrow Capital Management Inc. | 05-01-2009 |
| Robert Koloshuk | 02-28-2023 |
| Roland Austrup | 02-28-2023 |
| Fund Manager | Arrow Capital Management Inc. |
|---|---|
| Advisor | Arrow Capital Management Inc. |
| Custodian | CIBC Mellon Trust Company |
| Registrar | RBC Investor Services Trust (Canada) |
| Distributor | - |
| Auditor | PriceWaterhouseCoopers LLP |
| 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) | - |
| Trailer Fee Max (DSC) | - |
| Trailer Fee Max (NL) | - |
| Trailer Fee Max (LL) | - |
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