Benchmark Morningstar Category

Asset Allocation

 

MAW102

 
  Type % Net % Short % Long Benchmark Cat Avg
As of 30/06/2017
Cash 1.14 1.14 0.00 2.12
Canadian Equity 0.00 0.00 0.00 0.38
U.S. Equity 6.17 6.17 1.25 2.57
International Equity 90.95 90.95 98.62 94.58
Fixed Income 0.07 0.07 0.00 0.02
Other 1.67 1.67 0.13 0.34
 

Style Details

Avg Market Cap CAD
25,480 mil
 
Benchmark Market Cap CAD
35,699 mil
 
Category Avg Market Cap CAD
42,098 mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 30.39 58.38 58.79
Large 45.70 34.58 27.48
Medium 20.86 7.03 12.76
Small 3.06 0.01 0.92
Micro 0.00 0.00 0.06
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 30/06/2017
*Forward-looking based on historical data
Style and Market Cap Breakdown and Value and Growth Measures are calculated only using the long position holdings of the portfolio.
Price/Prospective Earnings* 20.03 15.48 16.40
Price/Book* 3.46 1.63 1.87
Price/Sales* 2.26 1.21 1.46
Price/Cash Flow* 6.44 4.93 5.55
Dividend Yield %* 2.31 3.48 3.11
Long-Term Earnings % 9.55 8.71 8.72
Historical Earnings % 5.52 -0.33 -3.83
Sales Growth % 5.63 -2.47 -1.24
Cash-Flow Growth % 7.15 1.23 0.15
Book-Value Growth % 6.77 1.91 3.13
 
Ownership Zone
Weighted Average of holdings

75% of fund's stock holdings
 
Holdings Style
Portfolio Weight%
> 50% 25–50% 10–25% 0–10%
Investment Style History
Year Style % Equity
*As of 30/06/2017
Style Box Detail calculations do not include the fund's short positions (if any).
2017* 97.12
2016 95.86
2015 93.61
2014 92.94
2013 94.28

Sector Weight

% Stocks Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
Cyclical
Basic Materials 10.50 8.39 8.77
Consumer Cyclical 11.79 11.37 12.76
Financial Services 22.98 21.87 19.73
Real Estate 0.82 3.68 2.06
Sensitive
Communication Services 4.32 4.57 4.22
Energy 1.92 4.85 5.04
Industrials 18.56 13.10 13.82
Technology 7.66 7.02 9.69
Defensive
Consumer Defensive 15.10 11.61 12.24
Healthcare 6.36 10.15 9.75
Utilities 0.00 3.38 1.93
As of 30/06/2017
Sector data is calculated only using the long position holdings of the portfolio.

World Regions – Country Breakdown

 
% Stocks Benchmark Category Avg
As of 30/06/2017
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
  Americas 8.90 1.25 4.28
North America 6.35 1.25 3.04
  United States 6.35 1.25 2.65
  Canada 0.00 0.00 0.39
Latin America 2.55 0.00 1.24
  Brazil 2.55 0.00 0.95
  Mexico 0.00 0.00 0.29
  Greater Europe 62.04 63.09 61.48
United Kingdom 22.67 17.33 18.07
  United Kingdom 22.67 17.33 18.07
Europe Developed 36.52 45.21 42.05
  Ireland 3.17 0.36 0.92
  Finland 4.04 1.01 1.06
  Luxembourg 0.00 0.06 0.12
  Italy 0.00 2.03 1.33
  France 6.82 9.89 9.06
  Spain 2.27 3.54 2.64
  Germany 4.99 9.37 8.11
  Austria 0.00 0.25 0.26
  Belgium 2.25 1.20 1.25
  Netherlands 3.12 3.65 3.99
  Portugal 0.00 0.15 0.26
  Sweden 0.99 2.86 1.99
  Norway 0.00 0.67 0.99
  Denmark 0.00 1.83 1.43
  Switzerland 8.86 8.33 8.66
Europe Emerging 0.00 0.00 0.10
  Turkey 0.00 0.00 0.02
  Russia 0.00 0.00 0.07
Africa/Middle East 2.85 0.55 1.26
  South Africa 2.05 0.00 0.61
  Israel 0.79 0.55 0.65
  Greater Asia 29.07 35.66 34.24
Japan 9.44 23.24 18.46
  Japan 9.44 23.24 18.46
Australasia 1.04 7.23 4.08
  Australia 1.04 7.06 3.97
  New Zealand 0.00 0.17 0.11
Asia Developed 4.56 4.63 6.61
  Singapore 3.51 1.52 2.27
  Taiwan 1.06 0.00 0.69
  South Korea 0.00 0.00 1.20
  Macao 0.00 0.08 0.05
  Hong Kong 0.00 3.03 2.40
Asia Emerging 14.02 0.55 5.09
  Indonesia 0.00 0.00 0.07
  India 5.42 0.00 1.53
  China 7.66 0.46 3.09
  Thailand 0.94 0.00 0.25
  Philippines 0.00 0.04 0.08
  Papua New Guinea 0.00 0.05 0.07
Market Classification
% Developed Markets 81.38 99.45 92.96
% Emerging Markets 18.62 0.55 7.04
 
Greater Asia Americas Greater Europe
Certain information included herein is derived by Morningstar in part from MSCI’s Index Constituents (the “Index Data”). However, MSCI has not reviewed any information contained herein and does not endorse or express any opinion such information or analysis. Neither MSCI nor any third party involved in or related to the computing or compiling of the Index Data makes any express or implied warranties, representations or guarantees concerning the Index Data or any information or data derived therefrom, and in no event will MSCI or any third party have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) relating to any use of this information. None of the Index Data is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision and may not be relied on as such. All Index Data and any information derived therefrom is for your internal use only and may not be further redistributed or used to create any financial instruments or products or indices.